A Risk-neutral Characterization of Optimization and Pessimism and its Applications
| dc.creator | Osaki, Yusuke | |
| dc.creator | Quiggin, John | |
| dc.date | 2017-04-01T18:04:50Z | |
| dc.date.accessioned | 2026-07-09T07:12:12Z | |
| dc.description | This note gives a simple, but useful characterization of optimism and pessimism represented by a convex and concave shift of probability weighting functions, and applies it to two comparative static analysis. | |
| dc.identifier | doi:10.22004/ag.econ.151180 | |
| dc.identifier | https://ageconsearch.umn.edu/record/151180/files/WPR07_3.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/151180 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/585672 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/151180 | |
| dc.title | A Risk-neutral Characterization of Optimization and Pessimism and its Applications | |
| dc.type | Text |