The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes

D. A. Peel*, Jie Zhang, D. Law

*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Fingerprint

Dive into the research topics of 'The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes'. Together they form a unique fingerprint.

Economics, Econometrics and Finance