Essays about: "Expected Utility Theory"
Showing result 1 - 5 of 26 essays containing the words Expected Utility Theory.
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1. Evaluating probability weighting among lottery bond investors: an observational study on Cumulative Prospect Theory
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomiAbstract : Cumulative Prospect Theory is a leading descriptive theory of decisions under uncertainty, backed up by a plethora of experimental evidence. This paper is one of the first to apply it to observational data. Risk attitudes in the bond market have not been studied in a CPT framework. We fill this research gap. READ MORE
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2. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.
University essay from Jönköping University/IHH, FöretagsekonomiAbstract : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. READ MORE
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3. Optimal taxation by two-agent reinforcement learning
University essay from Stockholms universitet/Institutionen för data- och systemvetenskapAbstract : An economy’s tax policy is one of the vital moments for, on the one hand, stimulating economic growth and labor, and, on the other hand gaining revenues from economic performance. A sufficient level of tax revenues is further important to keep up with governmental obligations and social welfare. READ MORE
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4. Capacity Market Design and Theory
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Most modern electricity markets do not guarantee that generation is reliable and sufficient to provide all consumer’s electricity needs at all times. This is due to design-flaws and regulatory intervention. During the coming decades, increased electricity demand and decarbonization trends will affect the electricity market greatly. READ MORE
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5. Cryptocurrency's Role in Optimal Portfolios with von Neumann-Morgenstern Utility Theory
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Should cryptocurrencies populate modern portfolios, and to what degree? How can von Neumann-Morgenstern utility theory determine which portfolio is best? For this thesis, we take six cryptocurrencies and six stocks to create optimal portfolios from each and a combination of both. Then we compare the expected utility from each portfolio, with and without short selling, to a benchmark. READ MORE