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Giuseppe Ferro

ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)

ETH-Zentrum

Zurich, CH-8092

United States

  • ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)

SCHOLARLY PAPERS

2

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455

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0

Scholarly Papers (2)

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1.

Estimation and Comparison Between Rank-Dependent Expected Utility, Cumulative Prospect Theory and Quantum Decision Theory

Swiss Finance Institute Research Paper No. 21-49
Number of pages: 47 Posted: 25 Nov 2020 Last Revised: 06 Aug 2021
Giuseppe Ferro, Tatyana Kovalenko and Didier Sornette
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), ETH Zurich and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 253 (302,586)

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choice under risk, quantum decision theory, rank-dependent utility theory, cumulative prospect theory

2.

Stochastic Representation Decision Theory: How Probabilities and Values Are Entangled Dual Characteristics in Cognitive Processes

Swiss Finance Institute Research Paper No. 20-25
Number of pages: 44 Posted: 24 Apr 2020
Giuseppe Ferro and Didier Sornette
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC) and Risks-X, Southern University of Science and Technology (SUSTech)
Downloads 202 (376,944)

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stochastic decision theory, duality of probability and value, subjective probability, risk-seeking behaviour, stochastic dominance