Prospect theory: A parametric analysis of functional forms in Brazil

Prospect theory: A parametric analysis of functional forms in Brazil

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This study aims to analyze risk preferences in Brazil based on prospect theory by estimating the risk aversion parameter of the expected utility theory (EUT) for a select sample, in addition to the value and probability function parameter, assuming various functional forms, and a newly proposed valu...

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Bibliographic Details
Main Authors: Robert Eugene Lobel, Marcelo Cabus Klotzle, Paulo Vitor Jordão da Gama Silva, Antonio Carlos Figueiredo Pinto
Format: Article
Language:English
Published: Fundação Getulio Vargas, Escola de Administração de Empresas de São Paulo 2017-10-01
Series:RAE: Revista de Administração de Empresas
Subjects:
Behavioral finance
prospect theory
value function
weighting function
Brazil
Online Access:http://bibliotecadigital.fgv.br/ojs/index.php/rae/article/view/71818/69597

Internet

http://bibliotecadigital.fgv.br/ojs/index.php/rae/article/view/71818/69597

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