Blar i NHH Brage på forfatter "Wittussen, Benedicte Støle"
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Skewness, idiosyncratic volatility and probability weighting – how can wealth managers help clients?
Hagestande, Anders; Wittussen, Benedicte Støle (Master thesis, 2016-09-05)Probability weighting, the overweighting of small probabilities and underweighting of large probabilities in a nonlinear way, describes well how most individuals form decisions under risk. Probability weighting has ...