A Risk-neutral Characterization of Optimization and Pessimism and its Applications
A Risk-neutral Characterization of Optimization and Pessimism and its Applications
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最优化和悲观主义的风险中性表征及其应用
DOI：
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发表时间：
2007
期刊：
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通讯作者：
J. Quiggin
中科院分区：
文献类型：
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作者：
Y. Osaki;J. Quiggin
本文给出了一个简单但有用的表征乐观和悲观的概率加权函数的凸和凹移动，并将其应用于两个比较静态分析。
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.