메뉴 건너뛰기




Volumn 13, Issue 1, 1996, Pages 5-17

Options traders exhibit subadditive decision weights

Author keywords

Decision weights; Risk; Subadditivity; Uncertainty

Indexed keywords


EID: 21344454527     PISSN: 08955646     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00055335     Document Type: Article
Times cited : (132)

References (15)
  • 1
    • 0013770374 scopus 로고
    • Measuring Utility by a Single-Response Sequential Method
    • Becker, Gordon M., Morris H. DeGroot, and Jacob Marschak. (1964). "Measuring Utility by a Single-Response Sequential Method," Behavioral Science 9, 226-232.
    • (1964) Behavioral Science , vol.9 , pp. 226-232
    • Becker, G.M.1    Degroot, M.H.2    Marschak, J.3
  • 2
    • 0002340332 scopus 로고
    • Individual Decision Making
    • John Kagel and Alvin Roth (eds.), Chapter 8, Princeton: Princeton University Press
    • Camerer, Colin. (1995). "Individual Decision Making." In John Kagel and Alvin Roth (eds.), Handbook of Experimental Economics. Chapter 8, p. 587-703. Princeton: Princeton University Press.
    • (1995) Handbook of Experimental Economics , pp. 587-703
    • Camerer, C.1
  • 3
    • 0002560703 scopus 로고
    • Expected Utility with Purely Subjective Non-Additive Probabilities
    • Gilboa, Itzhak (1987). "Expected Utility With Purely Subjective Non-Additive Probabilities," Journal of Mathematical Economics 16, 65-88.
    • (1987) Journal of Mathematical Economics , vol.16 , pp. 65-88
    • Gilboa, I.1
  • 4
    • 0000125532 scopus 로고
    • Prospect Theory: An Analysis of Decision under Risk
    • Kahneman, Daniel, and Amos Tversky (1979). "Prospect Theory: An Analysis of Decision Under Risk," Econometrica 47, 263-291.
    • (1979) Econometrica , vol.47 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 5
    • 0002408974 scopus 로고
    • Rank and Sign-Dependent Linear Utility Models for Finite First-Order Gambles
    • Luce, R. Duncan, and Peter C. Fishburn (1991). "Rank and Sign-Dependent Linear Utility Models for Finite First-Order Gambles," Journal of Risk and Uncertainty 4, 29-59.
    • (1991) Journal of Risk and Uncertainty , vol.4 , pp. 29-59
    • Duncan, L.R.1    Fishburn, P.C.2
  • 7
    • 0001333688 scopus 로고
    • Subjective Probability and Expected Utility Without Additivity
    • Schmeidler, David (1989), "Subjective Probability and Expected Utility Without Additivity," Econometrica 57, 571-587.
    • (1989) Econometrica , vol.57 , pp. 571-587
    • Schmeidler, D.1
  • 8
    • 11944257940 scopus 로고
    • Weighing Risk and Uncertainty
    • Tversky, Amos, and Craig R. Fox. (1995). "Weighing Risk and Uncertainty." Psychological Review 102, 269-283.
    • (1995) Psychological Review , vol.102 , pp. 269-283
    • Tversky, A.1    Fox, C.R.2
  • 9
    • 31744450082 scopus 로고
    • Advances in Prospect Theory: Cumulative Representation of Uncertainty
    • Tversky, Amos, and Daniel Kahneman. (1992). "Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty 5, 297-323.
    • (1992) Journal of Risk and Uncertainty , vol.5 , pp. 297-323
    • Tversky, A.1    Kahneman, D.2
  • 10
    • 12044256982 scopus 로고
    • Support Theory: A Nonextensional Representation of Subjective Probability
    • Tversky, Amos, and Derek J. Koehler. (1994). "Support Theory: A Nonextensional Representation of Subjective Probability," Psychological Review 101, 547-567.
    • (1994) Psychological Review , vol.101 , pp. 547-567
    • Tversky, A.1    Koehler, D.J.2
  • 11
    • 0029195485 scopus 로고
    • Risk Attitudes and Decision Weights
    • Tversky, Amos, and Peter Wakker (1995). "Risk Attitudes and Decision Weights." Econometrica 63, 1255-1280.
    • (1995) Econometrica , vol.63 , pp. 1255-1280
    • Tversky, A.1    Wakker, P.2
  • 12
    • 0002755578 scopus 로고
    • Continuous Subjective Expected Utility with Non-Additive Probabilities
    • Wakker, Peter. (1989). "Continuous Subjective Expected Utility With Non-Additive Probabilities," Journal of Mathematical Economics 18. 1-27.
    • (1989) Journal of Mathematical Economics , vol.18 , pp. 1-27
    • Wakker, P.1
  • 13
    • 0000056964 scopus 로고
    • An Axiomatization of Cumulative Prospect Theory
    • Wakker, Peter, and Amos Tversky. (1993 ). "An Axiomatization of Cumulative Prospect Theory," Journal of Risk and Uncertainty, 7, 147-176.
    • (1993) Journal of Risk and Uncertainty , vol.7 , pp. 147-176
    • Wakker, P.1    Tversky, A.2
  • 14
    • 26444493828 scopus 로고
    • Curvature of the Probability Weighting Function
    • Wu, George, and Richard Gonzalez. (1995). "Curvature of the Probability Weighting Function," Management Science.
    • (1995) Management Science
    • Wu, G.1    Gonzalez, R.2
  • 15
    • 0002569928 scopus 로고
    • The Dual Theory of Choice under Risk
    • Yaari, Menachem E. (1987). "The Dual Theory of Choice Under Risk." Econometrica 55, 95-115.
    • (1987) Econometrica , vol.55 , pp. 95-115
    • Yaari, M.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.