Pages that link to "Item:Q3114662"
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The following pages link to Parameter-Free Elicitation of Utility and Probability Weighting Functions (Q3114662):
Displaying 49 items.
- Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
- Emotion and knowledge in decision making under uncertainty (Q2307365) (← links)
- A revealed reference point for prospect theory (Q2323612) (← links)
- Delayed probabilistic risk attitude: a parametric approach (Q2329155) (← links)
- Physician behavior and conditional altruism: the effects of payment system and uncertain health benefit (Q2329165) (← links)
- Behavioral premium principles (Q2331011) (← links)
- Preference under risk in the presence of indistinguishable probabilities (Q2359540) (← links)
- Individual fairness in Harsanyi's utilitarianism: operationalizing all-inclusive utility (Q2380521) (← links)
- Measuring time and risk preferences in an integrated framework (Q2416664) (← links)
- Using logarithmic derivative functions for assessing the risky weighting function for binary gambles (Q2437214) (← links)
- Utility of a quarter-million (Q2440422) (← links)
- Reference-dependent utility with shifting reference points and incomplete preferences (Q2471261) (← links)
- The Pearson system of utility functions (Q2490169) (← links)
- Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities (Q2492178) (← links)
- Error propagation in the elicitation of utility and probability weighting functions (Q2502417) (← links)
- All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components (Q2685997) (← links)
- Hope, fear, and aspirations (Q2788689) (← links)
- Loss aversion and the price of risk (Q2994842) (← links)
- Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility (Q3114743) (← links)
- What Determines the Shape of the Probability Weighting Function Under Uncertainty? (Q3114754) (← links)
- A Tailor-Made Test of Intransitive Choice (Q3195239) (← links)
- “Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment (Q3735389) (← links)
- Curvature of the Probability Weighting Function (Q4361487) (← links)
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown (Q4363686) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- Eliciting Welfare Preferences from Behavioural Data Sets (Q4610506) (← links)
- Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis (Q4628563) (← links)
- All over the map: A worldwide comparison of risk preferences (Q4629406) (← links)
- Equal Tails: A Simple Method to Elicit Utility Under Violations of Expected Utility (Q4692008) (← links)
- Equilibrium Notions for Agents with Cumulative Prospect Theory Preferences (Q4692017) (← links)
- GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE (Q4906516) (← links)
- Eliciting Risk Preferences and Elasticity of Substitution (Q4991770) (← links)
- Dual Moments and Risk Attitudes (Q5095143) (← links)
- When Risk Perception Gets in the Way: Probability Weighting and Underprevention (Q5095146) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
- Almost Stochastic Dominance for Most Risk-Averse Decision Makers (Q5120280) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers (Q5232207) (← links)
- Myopic loss aversion, reference point, and money illusion (Q5245910) (← links)
- Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities (Q5881064) (← links)
- Prospect theory in multiple price list experiments: further insights on behaviour in the loss domain (Q6039545) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
- Development of prospect theory in decision making with different types of fuzzy sets: a state-of-the-art literature review (Q6125205) (← links)
- A contextual range-dependent model for choice under risk (Q6195538) (← links)
- Testing Hurwicz expected utility (Q6536578) (← links)
- Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle (Q6549856) (← links)
- Alternative probability weighting functions in behavioral portfolio selection (Q6614820) (← links)
- Incentive contracts when agents distort probabilities (Q6646148) (← links)
- Learning preference representations based on Choquet integrals for multicriteria decision making (Q6661055) (← links)