-
1
-
-
0000341006
-
Parameter-free Elicitation of Utilities and Probability Weighting Functions
-
Abdellaoui, Mohammed. (2000). "Parameter-free Elicitation of Utilities and Probability Weighting Functions," Management Science 46, 1497-1512.
-
(2000)
Management Science
, vol.46
, pp. 1497-1512
-
-
Abdellaoui, M.1
-
2
-
-
34548806289
-
A Tractable Method to Measure Utility and Loss Aversion under Prospect Theory
-
Rotterdam, The Netherlands: Erasmus University
-
Abdellaoui, Mohammed, Han Bleichrodt, and Olivier L'Haridon. (2007). A Tractable Method to Measure Utility and Loss Aversion under Prospect Theory. iMTA/iBMG. Rotterdam, The Netherlands: Erasmus University.
-
(2007)
iMTA/iBMG
-
-
Abdellaoui, M.1
Bleichrodt, H.2
L'Haridon, O.3
-
3
-
-
25844486659
-
Choice-based Elicitation and Decomposition of Decision Weights for Gains and Losses under Uncertainty
-
Abdellaoui, Mohammed, Frank Vossmann, and Martin Weber. (2005). "Choice-based Elicitation and Decomposition of Decision Weights for Gains and Losses under Uncertainty," Management Science 51, 1384-1399.
-
(2005)
Management Science
, vol.51
, pp. 1384-1399
-
-
Abdellaoui, M.1
Vossmann, F.2
Weber, M.3
-
4
-
-
0001248680
-
Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Américaine
-
Allais, Maurice. (1953). "Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Américaine," Econometrica 21, 503-546.
-
(1953)
Econometrica
, vol.21
, pp. 503-546
-
-
Allais, M.1
-
5
-
-
33645719778
-
Do Wealth Differences Affect Fairness Considerations
-
Armantier, Olivier. (2006). "Do Wealth Differences Affect Fairness Considerations," International Economic Review 47, 391-429.
-
(2006)
International Economic Review
, vol.47
, pp. 391-429
-
-
Armantier, O.1
-
6
-
-
0038458652
-
Small Feedback-based Decisions and their Limited Correspondence to Description-based Decisions
-
Barron, Greg, and Ido Erev. (2003). "Small Feedback-based Decisions and their Limited Correspondence to Description-based Decisions," Journal of Behavioral Decision Making 16, 215-233.
-
(2003)
Journal of Behavioral Decision Making
, vol.16
, pp. 215-233
-
-
Barron, G.1
Erev, I.2
-
7
-
-
33750624815
-
Evidence against Prospect Theories in Gambles with Positive, Negative, and Mixed Consequences
-
Birnbaum, Michael H. (2006). "Evidence against Prospect Theories in Gambles with Positive, Negative, and Mixed Consequences," Journal of Economic Psychology 27, 737-761.
-
(2006)
Journal of Economic Psychology
, vol.27
, pp. 737-761
-
-
Birnbaum, M.H.1
-
8
-
-
0001054698
-
Utility Measurement: Configural-weight Theory and the Judge's Point of View
-
Birnbaum, Michael H., Gregory Coffey, Barbara A. Mellers, and Robin Weiss. (1992). "Utility Measurement: Configural-weight Theory and the Judge's Point of View," Journal of Experimental Psychology: Human Perception and Performance 18, 331-346.
-
(1992)
Journal of Experimental Psychology: Human Perception and Performance
, vol.18
, pp. 331-346
-
-
Birnbaum, M.H.1
Coffey, G.2
Mellers, B.A.3
Weiss, R.4
-
9
-
-
0040064752
-
Violations of Monotonicity in Choices between Gambles and Certain Cash
-
Birnbaum, Michael H., and Laura A. Thompson. (1996). "Violations of Monotonicity in Choices between Gambles and Certain Cash," American Journal of Psychology 109, 501-523.
-
(1996)
American Journal of Psychology
, vol.109
, pp. 501-523
-
-
Birnbaum, M.H.1
Thompson, L.A.2
-
10
-
-
0000341005
-
A Parameter-free Elicitation of the Probability Weighting Function in Medical Decision Analysis
-
Bleichrodt, Han and José Luis Pinto. (2000). "A Parameter-free Elicitation of the Probability Weighting Function in Medical Decision Analysis," Management Science 46, 1485-1496.
-
(2000)
Management Science
, vol.46
, pp. 1485-1496
-
-
Bleichrodt, H.1
Luis Pinto, J.2
-
11
-
-
34249714918
-
A Propos d'un Traité de Probabilités
-
Borel, Émile. (1924). "A Propos d'un Traité de Probabilités," Revue Philosophique 98, 321-336.
-
(1924)
Revue Philosophique
, vol.98
, pp. 321-336
-
-
Borel, E.1
-
12
-
-
34249838202
-
Recent Developments in Modelling Preferences: Uncertainty and Ambiguity
-
Camerer, Colin F., and Martin Weber. (1992). "Recent Developments in Modelling Preferences: Uncertainty and Ambiguity," Journal of Risk and Uncertainty 5, 325-370.
-
(1992)
Journal of Risk and Uncertainty
, vol.5
, pp. 325-370
-
-
Camerer, C.F.1
Weber, M.2
-
13
-
-
0001452463
-
On the Use of Capacities in Modeling Uncertainty Aversion and Risk Aversion
-
Chateauneuf, Alain. (1991). "On the Use of Capacities in Modeling Uncertainty Aversion and Risk Aversion," Journal of Mathematical Economics 20, 343-369.
-
(1991)
Journal of Mathematical Economics
, vol.20
, pp. 343-369
-
-
Chateauneuf, A.1
-
14
-
-
21344484524
-
Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model
-
Chateauneuf, Alain, and Michèle Cohen, (1994). "Risk Seeking with Diminishing Marginal Utility in a Non-expected Utility Model," Journal of Risk and Uncertainty 9, 77-91.
-
(1994)
Journal of Risk and Uncertainty
, vol.9
, pp. 77-91
-
-
Chateauneuf, A.1
Cohen, M.2
-
15
-
-
34249694305
-
Choice under Uncertainty with the Best and Worst in Mind: NEO-additive Capacities
-
CEM, University of Paris I
-
Chateauneuf, Alain, Jürgen Eichberger, and Simon Grant. (2005). "Choice under Uncertainty with the Best and Worst in Mind: NEO-additive Capacities," CERMSEM, CEM, University of Paris I.
-
(2005)
CERMSEM
-
-
Chateauneuf, A.1
Eichberger, J.2
Grant, S.3
-
18
-
-
0000916673
-
Sul Significato Soggettivo della Probabilità
-
de Finetti, Bruno. (1931). "Sul Significato Soggettivo della Probabilità," Fundamenta Mathematicae 17, 298-329.
-
(1931)
Fundamenta Mathematicae
, vol.17
, pp. 298-329
-
-
de Finetti1
Bruno2
-
19
-
-
34249680408
-
-
Translated into English as On the Subjective Meaning of Probability. In Paola Monari and Daniela Cocchi (eds.), Probabilità e Induzione Clueb, Bologna, 1993.
-
Translated into English as "On the Subjective Meaning of Probability." In Paola Monari and Daniela Cocchi (eds.), "Probabilità e Induzione" Clueb, Bologna, 1993.
-
-
-
-
20
-
-
0036169506
-
Dutch Books: Avoiding Strategic and Dynamic Complications, and a Comonotonic Extension
-
Diecidue, Enrico, and Peter P. Wakker. (2002). "Dutch Books: Avoiding Strategic and Dynamic Complications, and a Comonotonic Extension," Mathematical Social Sciences 43, 135-149.
-
(2002)
Mathematical Social Sciences
, vol.43
, pp. 135-149
-
-
Diecidue, E.1
Wakker, P.P.2
-
21
-
-
0000672689
-
Uncertainty Aversion, Risk Aversion and the Optimal Choice of Portfolio
-
Dow, James, and Sérgio R.C. Werlang. (1992). "Uncertainty Aversion, Risk Aversion and the Optimal Choice of Portfolio," Econometrica 60, 197-204.
-
(1992)
Econometrica
, vol.60
, pp. 197-204
-
-
Dow, J.1
Werlang, S.R.C.2
-
22
-
-
0000044535
-
The Prediction of Decisions Among Bets
-
Edwards, Ward. (1955). "The Prediction of Decisions Among Bets," Journal of Experimental Psychology 50, 201-214.
-
(1955)
Journal of Experimental Psychology
, vol.50
, pp. 201-214
-
-
Edwards, W.1
-
23
-
-
4243329450
-
Ambiguity and Uncertainty in Probabilistic Inference
-
Einhorn, Hillel J., and Robin M. Hogarth. (1985). "Ambiguity and Uncertainty in Probabilistic Inference," Psychological Review 92, 433-461.
-
(1985)
Psychological Review
, vol.92
, pp. 433-461
-
-
Einhorn, H.J.1
Hogarth, R.M.2
-
24
-
-
0038521613
-
-
New York: Garland. Original Ph.D. dissertation
-
Ellsberg, Daniel. (2001). Risk, Ambiguity and Decision. New York: Garland. Original Ph.D. dissertation:
-
(2001)
Risk, Ambiguity and Decision
-
-
Ellsberg, D.1
-
26
-
-
21344454527
-
Options Traders Exhibit Subadditive Decision Weights
-
Fox, Craig R., Brett A. Rogers, and Amos Tversky. (1996). "Options Traders Exhibit Subadditive Decision Weights," Journal of Risk and Uncertainty 13, 5-17.
-
(1996)
Journal of Risk and Uncertainty
, vol.13
, pp. 5-17
-
-
Fox, C.R.1
Rogers, B.A.2
Tversky, A.3
-
27
-
-
0032114892
-
A Belief-based Account of Decision under Uncertainty
-
Fox, Craig R., and Amos Tversky. (1998). "A Belief-based Account of Decision under Uncertainty," Management Science 44, 879-895.
-
(1998)
Management Science
, vol.44
, pp. 879-895
-
-
Fox, C.R.1
Tversky, A.2
-
29
-
-
0036275062
-
Quantal Response Equilibrium and Overbidding in Private-value Auctions
-
Goeree, Jacob K., Charles A. Holt, and Thomas R. Palfrey. (2002). "Quantal Response Equilibrium and Overbidding in Private-value Auctions," Journal of Economic Theory 104, 247-272.
-
(2002)
Journal of Economic Theory
, vol.104
, pp. 247-272
-
-
Goeree, J.K.1
Holt, C.A.2
Palfrey, T.R.3
-
30
-
-
0033071923
-
On the Shape of the Probability Weighting Function
-
Gonzalez, Richard, and George Wu. (1999). "On the Shape of the Probability Weighting Function," Cognitive Psychology 38, 129-166.
-
(1999)
Cognitive Psychology
, vol.38
, pp. 129-166
-
-
Gonzalez, R.1
Wu, G.2
-
32
-
-
0142073300
-
Context Effects: The Proportional Difference Model and the Reflection of Preference
-
González-Vallejo, Claudia C., Aaron A. Reid, and Joel Schiltz. (2003). "Context Effects: The Proportional Difference Model and the Reflection of Preference," Journal of Experimental Psychology: Learning, Memory, and Cognition 29, 942-953.
-
(2003)
Journal of Experimental Psychology: Learning, Memory, and Cognition
, vol.29
, pp. 942-953
-
-
González-Vallejo, C.C.1
Reid, A.A.2
Schiltz, J.3
-
33
-
-
0001698432
-
Correlations in Price Changes and Volatility across International Stock Markets
-
Hamao, Yasushi, Ronald W. Masulis, and Victor Ng. (1990). "Correlations in Price Changes and Volatility across International Stock Markets," The Review of Financial Studies 3, 281-307.
-
(1990)
The Review of Financial Studies
, vol.3
, pp. 281-307
-
-
Hamao, Y.1
Masulis, R.W.2
Ng, V.3
-
34
-
-
1642534046
-
Risk Attitudes of Children and Adults: Choices over Small and Large Probability Gains and Losses
-
Harbaugh, William T., Kate Krause, and Lise Vesterlund. (2002). "Risk Attitudes of Children and Adults: Choices over Small and Large Probability Gains and Losses," Experimental Economics 5, 53-84.
-
(2002)
Experimental Economics
, vol.5
, pp. 53-84
-
-
Harbaugh, W.T.1
Krause, K.2
Vesterlund, L.3
-
35
-
-
34548316609
-
-
Harrison, Glenn W., Morten I. Lau, and E. Elisabet Rutström. (2007). Estimating Risk Attitudes in Denmark: A Field Experiment, Scandinavian Journal of Economics (forthcoming).
-
Harrison, Glenn W., Morten I. Lau, and E. Elisabet Rutström. (2007). "Estimating Risk Attitudes in Denmark: A Field Experiment," Scandinavian Journal of Economics (forthcoming).
-
-
-
-
36
-
-
0037789630
-
Estimating Individual Discount Rates in Denmark: A Field Experiment
-
Harrison, Glenn W., Morten I. Lau, and Melonie B. Williams. (2002). "Estimating Individual Discount Rates in Denmark: A Field Experiment," American Economic Review 92, 1606-1617.
-
(2002)
American Economic Review
, vol.92
, pp. 1606-1617
-
-
Harrison, G.W.1
Lau, M.I.2
Williams, M.B.3
-
37
-
-
0001068763
-
Preference Reversals and the Independence Axiom
-
Holt, Charles A. (1986). "Preference Reversals and the Independence Axiom," American Economic Review 76, 508-513.
-
(1986)
American Economic Review
, vol.76
, pp. 508-513
-
-
Holt, C.A.1
-
38
-
-
0037756148
-
Risk Aversion and Incentive Effects
-
Holt, Charles A., and Susan K. Laury. (2002). "Risk Aversion and Incentive Effects," American Economic Review 92, 1644-1655.
-
(2002)
American Economic Review
, vol.92
, pp. 1644-1655
-
-
Holt, C.A.1
Laury, S.K.2
-
40
-
-
21844497883
-
Regrel Aversion or Evenl-Splilting Effects'? More Evidence under Risk and Uncertainty
-
Humphrey, Stephen J. (1995). "Regrel Aversion or Evenl-Splilting Effects'? More Evidence under Risk and Uncertainty," Journal of Risk and Uncertainty 11, 263-274.
-
(1995)
Journal of Risk and Uncertainty
, vol.11
, pp. 263-274
-
-
Humphrey, S.J.1
-
41
-
-
0000125532
-
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
-
45
-
-
0000349207
-
The Role of Aspiration Level in Risky Choice: A Comparison of Cumulative Prospect Theory and SP/A Theory
-
Lopes, Lola L., and Gregg C. Oden. (1999). "The Role of Aspiration Level in Risky Choice: A Comparison of Cumulative Prospect Theory and SP/A Theory," Journal of Mathematical Psychology 43, 286-313.
-
(1999)
Journal of Mathematical Psychology
, vol.43
, pp. 286-313
-
-
Lopes, L.L.1
Oden, G.C.2
-
47
-
-
0002408974
-
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
-
-
Luce, R.D.1
Fishburn, P.C.2
-
48
-
-
0003331162
-
Utility Theory: Axioms versus 'Paradoxes'
-
Maurice Allais and Ole Hagen eds, Reidel, Dordrecht: The Netherlands
-
MacCrimmon, Kenneth R., and Stig Larsson. (1979). "Utility Theory: Axioms versus 'Paradoxes'." In Maurice Allais and Ole Hagen (eds.), Expected Utility Hypotheses and the Allais Paradox 333-409, Reidel, Dordrecht: The Netherlands.
-
(1979)
Expected Utility Hypotheses and the Allais Paradox
, pp. 333-409
-
-
MacCrimmon, K.R.1
Larsson, S.2
-
49
-
-
34249742265
-
-
McCord, Mark R., and Richard de Neufville. (1986). 'Lottery Equivalents': Reduction of the Certainty Effect Problem in Utility Assessment, Management Science 32, 56-60.
-
McCord, Mark R., and Richard de Neufville. (1986). '"Lottery Equivalents': Reduction of the Certainty Effect Problem in Utility Assessment," Management Science 32, 56-60.
-
-
-
-
50
-
-
21844488049
-
Coherent Decision Analysis with Inseparable Probabilities and Utilities
-
Nau, Robert F. (1995). "Coherent Decision Analysis with Inseparable Probabilities and Utilities," Journal of Risk and Uncertainty 10, 71-91.
-
(1995)
Journal of Risk and Uncertainty
, vol.10
, pp. 71-91
-
-
Nau, R.F.1
-
51
-
-
0036117222
-
A Further Examination of Cumulative Prospect Theory Parameterizations
-
Neilson, William S., and Jill Stowe. (2001). "A Further Examination of Cumulative Prospect Theory Parameterizations," Journal of Risk and Uncertainty 24, 31-46.
-
(2001)
Journal of Risk and Uncertainty
, vol.24
, pp. 31-46
-
-
Neilson, W.S.1
Stowe, J.2
-
52
-
-
0036093467
-
An Experimental Study of Belief Learning Using Elicited Beliefs
-
Nyarko, Yaw, and Andrew Schotter. (2002). "An Experimental Study of Belief Learning Using Elicited Beliefs," Econometrica 70, 971-1005.
-
(2002)
Econometrica
, vol.70
, pp. 971-1005
-
-
Nyarko, Y.1
Schotter, A.2
-
53
-
-
0001335648
-
A General Theory of Measurement- Applications to Utility
-
Pfanzagl, Johann. (1959). "A General Theory of Measurement- Applications to Utility," Naval Research Logistics Quarterly 6, 283-294.
-
(1959)
Naval Research Logistics Quarterly
, vol.6
, pp. 283-294
-
-
Pfanzagl, J.1
-
54
-
-
84990101501
-
Risk Perception and Risk Aversion Among Australian Farmers
-
Quiggin, John. (1981). "Risk Perception and Risk Aversion Among Australian Farmers," Australian Journal of Agricultural Economics 25, 160-169.
-
(1981)
Australian Journal of Agricultural Economics
, vol.25
, pp. 160-169
-
-
Quiggin, J.1
-
55
-
-
33751525320
-
Risk Aversion and Expected-utility Theory: A Calibration Theorem
-
Rabin, Matthew. (2000). "Risk Aversion and Expected-utility Theory: A Calibration Theorem," Econometrica 68, 1281-1292.
-
(2000)
Econometrica
, vol.68
, pp. 1281-1292
-
-
Rabin, M.1
-
58
-
-
0001333688
-
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
-
59
-
-
0030525471
-
Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection
-
Shiller, Robert J., Fumiko Kon-Ya, and Yoshiro Tsutsui. (1996). "Why Did the Nikkei Crash? Expanding the Scope of Expectations Data Collection," The Review of Economics and Statistics 78, 156-164.
-
(1996)
The Review of Economics and Statistics
, vol.78
, pp. 156-164
-
-
Shiller, R.J.1
Kon-Ya, F.2
Tsutsui, Y.3
-
60
-
-
0005100923
-
Cycling with Rules of Thumb: An Experimental Test for a New Form of Nontransitive Behavior
-
Starmer, Chris. (1999). "Cycling with Rules of Thumb: An Experimental Test for a New Form of Nontransitive Behavior," Theory and Decision 46, 141-158.
-
(1999)
Theory and Decision
, vol.46
, pp. 141-158
-
-
Starmer, C.1
-
61
-
-
0000268935
-
Developments in Non-expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk
-
Starmer, Chris. (2000). "Developments in Non-expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk," Journal of Economic Literature 38, 332-382.
-
(2000)
Journal of Economic Literature
, vol.38
, pp. 332-382
-
-
Starmer, C.1
-
62
-
-
0000805817
-
Does the Random-lottery Incentive System Elicit True Preferences? An Experimental Investigation
-
Starmer, Chris, and Robert Sugden. (1991). "Does the Random-lottery Incentive System Elicit True Preferences? An Experimental Investigation," American Economic Review 81, 971-978.
-
(1991)
American Economic Review
, vol.81
, pp. 971-978
-
-
Starmer, C.1
Sugden, R.2
-
63
-
-
11944257940
-
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
-
64
-
-
31744450082
-
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
-
65
-
-
0029195485
-
Risk Attitudes and Decision Weights
-
Tversky, Amos, and Peter P. Wakker. (1995). "Risk Attitudes and Decision Weights," Econometrica 63, 1255-1280.
-
(1995)
Econometrica
, vol.63
, pp. 1255-1280
-
-
Tversky, A.1
Wakker, P.P.2
-
66
-
-
34249969192
-
Prospective Reference Theory: Toward an Explanation of the Paradoxes
-
Viscusi, W. Kip. (1989). "Prospective Reference Theory: Toward an Explanation of the Paradoxes," Journal of Risk and Uncertainty 2, 235-264.
-
(1989)
Journal of Risk and Uncertainty
, vol.2
, pp. 235-264
-
-
Viscusi, W.K.1
-
69
-
-
0031543248
-
Reasons for Rank-dependent Utility Evaluation
-
Weber, Elke U., and Britt Kirsner. (1997). "Reasons for Rank-dependent Utility Evaluation," Journal of Risk and Uncertainty 14, 41-61.
-
(1997)
Journal of Risk and Uncertainty
, vol.14
, pp. 41-61
-
-
Weber, E.U.1
Kirsner, B.2
-
71
-
-
0032630986
-
Nonlinear Decision Weights in Choice under Uncertainty
-
Wu, George, and Richard Gonzalez. (1999). "Nonlinear Decision Weights in Choice under Uncertainty," Management Science 45, 74-85.
-
(1999)
Management Science
, vol.45
, pp. 74-85
-
-
Wu, G.1
Gonzalez, R.2
-
72
-
-
17744377665
-
Testing Prospect Theories Using Tradeoff Consistency
-
Wu, George, Jiao Zhang, and Mohammed Abdellaoui. (2005). "Testing Prospect Theories Using Tradeoff Consistency," The Journal of Risk and Uncertainty 30, 107-131.
-
(2005)
The Journal of Risk and Uncertainty
, vol.30
, pp. 107-131
-
-
Wu, G.1
Zhang, J.2
Abdellaoui, M.3
|