3 citations · 3 across the 5 of their papers we have counts for
4 papers · 1 filter
Non-diversified portfolios with subjective expected utility
Christopher P. Chambers, Georgios Gerasimou
Diversification is the typical investment strategy of risk-averse agents. However, non-diversified positions that allocate all resources to a single asset, state of the world or re…
Eliciting and Distinguishing Between Weak and Incomplete Preferences: Theory, Experiment and Computation
Georgios Gerasimou
Recovering and distinguishing between the strict-preference, indifference and/or indecisiveness parts of a decision maker's preferences is a challenging task but also important for…
Efficient allocation with ordinal preference intensities
Georgios Gerasimou
Standard allocation methods that rely on ordinal preferences ignore how strongly agents value different improvements. On the other hand, methods based on cardinal utilities require…
Decision Conflict, Power Logit, and the Deferral Outside Option
Georgios Gerasimou
Decision makers often opt for the deferral outside option when they find it difficult to make an active choice. Contrary to existing logit models with an outside option where the l…