SSRN Electronic Journal · 2012 · 17 citations · 23 references
BusinessEconomicsInsuranceDecision TheoryFinancial EconomicsInsurance EconomicsInsurance RiskInvestment TheoryProspect TheoryRisk AversionRisk PreferencesInsurance Contract TheoryLoss Aversion In MarketsOptimal Insurance ContractsProspect Theory Applications
23
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
PROBABILITY WEIGHTING FUNCTION
Ali al‐Nowaihi, Sanjit Dhami · SSRN Electronic Journal · 2005 · 1.1K citations · Full text