-
1
-
-
0000341006
-
Parameter-Free Elicitation of Utility and Probability Weighting Functions
-
Abdellaoui, Mohammed. (2000). "Parameter-Free Elicitation of Utility and Probability Weighting Functions," Management Science 46, 1497-1512.
-
(2000)
Management Science
, vol.46
, pp. 1497-1512
-
-
Mohammed, A.1
-
3
-
-
33947363727
-
Reconciling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory
-
Abdellaoui, Mohammed, Carolina Barrios, and Peter P. Wakker. (2007). "Reconciling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory," Journal of Econometrics 138, 356-378.
-
(2007)
Journal of Econometrics
, vol.138
, pp. 356-378
-
-
Mohammed, A.1
Carolina, B.2
Wakker Peter, P.3
-
4
-
-
38549139136
-
Measuring Loss Aversion under Prospect Theory: A Parameter-Free Approach
-
Abdellaoui, Mohammed, Han Bleichrodt, and Corina Paraschiv. (2007). "Measuring Loss Aversion under Prospect Theory: A Parameter-Free Approach," Management Science 53, 1659-1674.
-
(2007)
Management Science
, vol.53
, pp. 1659-1674
-
-
Mohammed, A.1
Han, B.2
Corina, P.3
-
7
-
-
0031481103
-
The Impact of Incentives upon Risky Choice Experiments
-
Beattie, Jane, and Graham Loomes. (1997). "The Impact of Incentives upon Risky Choice Experiments," Journal of Risk and Uncertainty 14, 155-168.
-
(1997)
Journal of Risk and Uncertainty
, vol.14
, pp. 155-168
-
-
Jane, B.1
Graham, L.2
-
8
-
-
84906006114
-
Myopic Loss Aversion and the Equity Premium Puzzle
-
Benartzi, Shlomo, and Richard H. Thaler. (1995). "Myopic Loss Aversion and the Equity Premium Puzzle," Quarterly Journal of Economics 110, 73-92.
-
(1995)
Quarterly Journal of Economics
, vol.110
, pp. 73-92
-
-
Shlomo, B.1
Thaler Richard, H.2
-
9
-
-
0000341005
-
A Parameter-Free Elicitation of the Probability Weighting Function in Medical Decision Analysis
-
Bleichrodt, Han, and Jose L. 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
-
-
Han, B.1
Pinto Jose, L.2
-
10
-
-
0035521143
-
Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility
-
Bleichrodt, Han, Jose L. Pinto, and Peter P. Wakker. (2001). "Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility," Management Science 47, 1498-1514.
-
(2001)
Management Science
, vol.47
, pp. 1498-1514
-
-
Han, B.1
Pinto Jose, L.2
Wakker Peter, P.3
-
12
-
-
0001205698
-
The Effect on the Preference Reversal of Using Choice Indifferences
-
Bostic, Raphael, R. J. Herrnstein, and R. Duncan Luce. (1990). "The Effect on the Preference Reversal of Using Choice Indifferences," Journal of Economic Behavior and Organization 13, 193-212.
-
(1990)
Journal of Economic Behavior and Organization
, vol.13
, pp. 193-212
-
-
Raphael, B.1
Herrnstein, R.J.2
Duncan, L.R.3
-
13
-
-
0033270827
-
The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework
-
Camerer, Colin F., and Robin M. Hogarth. (1999). "The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework," Journal of Risk and Uncertainty 19, 7-42.
-
(1999)
Journal of Risk and Uncertainty
, vol.19
, pp. 7-42
-
-
Camerer Colin, F.1
Hogarth Robin, M.2
-
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
-
-
Alain, C.1
Cohen, M.2
-
15
-
-
0000533840
-
On the Validity of the Random Lottery Incentive System
-
Cubitt, Robin, Chris Starmer, and Robert Sugden. (1998). "On the Validity of the Random Lottery Incentive System," Experimental Economics 1, 115-131.
-
(1998)
Experimental Economics
, vol.1
, pp. 115-131
-
-
Robin, C.1
Chris, S.2
Robert, S.3
-
16
-
-
0035605232
-
"on the Intuition of Rank-Dependent Utility,"
-
3
-
Diecidue, Enrico, and Wakker, Peter P. (2001). "On the Intuition of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer 23(3), 281-298.
-
(2001)
Journal of Risk and Uncertainty, Springer
, vol.23
, pp. 281-298
-
-
Enrico, D.1
Wakker Peter, P.2
-
18
-
-
0021522307
-
Utility Assessment Methods
-
Farquhar, Peter. (1984). "Utility Assessment Methods," Management Science 30, 1283-1300.
-
(1984)
Management Science
, vol.30
, pp. 1283-1300
-
-
Peter, F.1
-
19
-
-
0032252483
-
Measuring the Utility of Losses by Means of the Trade-Off Method
-
Fennema, Hein, and Marcel van Assen. (1998). "Measuring the Utility of Losses by Means of the Trade-Off Method," Journal of Risk and Uncertainty 17, 277-295.
-
(1998)
Journal of Risk and Uncertainty
, vol.17
, pp. 277-295
-
-
Hein, F.1
Van, A.M.2
-
20
-
-
0033071923
-
On the Form of the Probability Weighting Function
-
Gonzalez, Richard, and George Wu. (1999). "On the Form of the Probability Weighting Function," Cognitive Psychology 38, 129-166.
-
(1999)
Cognitive Psychology
, vol.38
, pp. 129-166
-
-
Richard, G.1
George, W.2
-
21
-
-
0000823520
-
A Theory of Disappointment Aversion
-
Gul, Faruk. (1991). "A Theory of Disappointment Aversion," Econometrica 59, 667-686.
-
(1991)
Econometrica
, vol.59
, pp. 667-686
-
-
Faruk, G.1
-
22
-
-
0039552199
-
Psychological Factors and Stock Option Exercise
-
Heath, Chip, Steven Huddart, and Mark Lang. (1999). "Psychological Factors and Stock Option Exercise," Quarterly Journal of Economics 114, 601-627.
-
(1999)
Quarterly Journal of Economics
, vol.114
, pp. 601-627
-
-
Chip, H.1
Steven, H.2
Mark, L.3
-
23
-
-
0000063149
-
Probability versus Certainty Equivalence Methods in Utility Measurement: Are They Equivalent?
-
Hershey, J. C., and Paul J. H. Schoemaker. (1985). "Probability versus Certainty Equivalence Methods in Utility Measurement: Are They Equivalent?" Management Science 31, 1213-1231.
-
(1985)
Management Science
, vol.31
, pp. 1213-1231
-
-
Hershey, J.C.1
Schoemaker Paul, J.H.2
-
25
-
-
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
-
-
Daniel, K.1
Amos, T.2
-
27
-
-
0019265745
-
Managerial Risk Preferences for Below-Target Returns
-
Laughhunn, Dan J., John W. Payne, and Roy Crum. (1980). "Managerial Risk Preferences for Below-Target Returns," Management Science 26, 1238-1249.
-
(1980)
Management Science
, vol.26
, pp. 1238-1249
-
-
Laughhunn Dan, J.1
Payne John, W.2
Roy, C.3
-
28
-
-
0003148796
-
Lottery Equivalents: Reduction of the Certainty Effect Problem in Utility Assessment
-
McCord, Mark, and Richard de Neufville. (1986). "Lottery Equivalents: Reduction of the Certainty Effect Problem in Utility Assessment," Management Science 32, 56-60.
-
(1986)
Management Science
, vol.32
, pp. 56-60
-
-
McCord, M.1
De Neufville, R.2
-
29
-
-
0000082222
-
Exchange Economies and Loss Exposure: Experiments Exploring Prospect Theory and Competitive Equilibria in Market Environments
-
Myagkov, Mikhail, and Charles R. Plott. (1997). "Exchange Economies and Loss Exposure: Experiments Exploring Prospect Theory and Competitive Equilibria in Market Environments," American Economic Review 87, 801-828.
-
(1997)
American Economic Review
, vol.87
, pp. 801-828
-
-
Mikhail, M.1
Plott Charles, R.2
-
30
-
-
0019072159
-
Translation of Gambles and Aspiration Level Effects in Risky Choice Behavior
-
Payne, John W., Dan J. Laughhunn, and Roy Crum. (1980). "Translation of Gambles and Aspiration Level Effects in Risky Choice Behavior," Management Science 26, 1039-1060.
-
(1980)
Management Science
, vol.26
, pp. 1039-1060
-
-
Payne John, W.1
Laughhunn Dan, J.2
Roy, C.3
-
31
-
-
0001150329
-
Further Tests of Aspiration Level Effects in Risky Choice Behavior
-
Payne, John W., Dan J. Laughhunn, and Roy Crum. (1981). "Further Tests of Aspiration Level Effects in Risky Choice Behavior," Management Science 27, 953-958.
-
(1981)
Management Science
, vol.27
, pp. 953-958
-
-
Payne John, W.1
Laughhunn Dan, J.2
Roy, C.3
-
32
-
-
0001006304
-
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
-
-
Matthew, R.1
-
34
-
-
0000688601
-
Are Risk-Attitudes Related Across Domains and Response Modes?
-
Schoemaker, Paul J.H. (1990). "Are Risk-Attitudes Related Across Domains and Response Modes?" Management Science 36, 1451-1463.
-
(1990)
Management Science
, vol.36
, pp. 1451-1463
-
-
Schoemaker Paul, J.H.1
-
35
-
-
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 28, 332-382.
-
(2000)
Journal of Economic Literature
, vol.28
, pp. 332-382
-
-
Chris, S.1
-
36
-
-
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
-
-
Chris, S.1
Robert, S.2
-
37
-
-
33646697781
-
"cumulative Prospect Theory's Functional Menagerie,"
-
Stott, Henry P. (2006). "Cumulative Prospect Theory's Functional Menagerie," The Journal of Risk and Uncertainty 32, 101-130.
-
(2006)
The Journal of Risk and Uncertainty
, vol.32
, pp. 101-130
-
-
Stott Henry, P.1
-
38
-
-
11944257940
-
Weighing Risk and Uncertainty
-
Tversky, Amos, and Craig Fox. (1995). "Weighing Risk and Uncertainty," Psychological Review 102, 269-283.
-
(1995)
Psychological Review
, vol.102
, pp. 269-283
-
-
Amos, T.1
Craig, F.2
-
39
-
-
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
-
-
Amos, T.1
Daniel, K.2
-
41
-
-
0001070381
-
"eliciting von Neumann-Moegenstern Utilities when Probabilities Are Distorted or Unknown,"
-
Wakker, Peter P., and Daniel Deneffe. (1996). "Eliciting von Neumann-Morgenstern Utilities when Probabilities Are Distorted or Unkown," Management Science 42, 1131-1150.
-
(1996)
Management Science
, vol.42
, pp. 1131-1150
-
-
Wakker Peter, P.1
Deneffe, D.2
-
42
-
-
0001126729
-
Curvature of the Probability Weighting Function
-
Wu, George, and Richard Gonzalez. (1996). "Curvature of the Probability Weighting Function," Management Science 42, 1676-1690.
-
(1996)
Management Science
, vol.42
, pp. 1676-1690
-
-
George, W.1
Richard, G.2
|