文章基本信息

标题：A Risk-neutral Characterization of Optimization and Pessimism and its Applications
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作者：Osaki, Yusuke ; Quiggin, John
期刊名称：Journal of Agribusiness
印刷版ISSN：0738-8950
出版年度：2007
期号：suppl
出版社：Journal of Agribusiness
摘要：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.
关键词：Optimism;pessimism;rank dependent expected utility;risk–neutral decision weight