On the Foster-Hart Measure of Riskiness under Cumulative Prospect Theory

• Authors: J. Chudziak , M. Halicki
• Languages of publication: EN

Abstracts

EN

We prove the existence of the Foster-Hart measure of riskiness under the cumulative prospect theory and we study some of its basic properties.

Keywords

EN

89.65.Gh

Discipline

• 89.65.Gh: Economics; econophysics, financial markets, business and management(for economic issues regarding production and use of renewable energy, see 88.05.Lg)

• Publisher: Institute of Physics, Polish Academy of Sciences
• Journal: Acta Physica Polonica A
• Year: 2016
• Volume: 129
• Issue: 5
• Pages: 950-954

Dates

published

2016-05

Contributors

author

J. Chudziak

• Faculty of Mathematics and Natural Sciences, University of Rzeszów, Prof. St. Pigonia 1, 35-310 Rzeszów, Poland

author

M. Halicki

• Department of Regional Politics and Food Economy, University of Rzeszów, M. Ćwiklińskiej 2, 35-601 Rzeszów, Poland

References

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• [9] M. Kuczma, An Introduction to the Theory of Functional Equations and Inequalities, Birkhäuser, Berlin 2009

Identifiers

DOI

10.12693/APhysPolA.129.950