Pages that link to "Item:Q3114662"

The following pages link to Parameter-Free Elicitation of Utility and Probability Weighting Functions (Q3114662):

Displaying 50 items.

• A betting market: Description and a theoretical explanation of bets in Pelota matches (Q928762) (← links)
• A tractable method to measure utility and loss aversion under prospect theory (Q941734) (← links)
• Third-generation prospect theory (Q941735) (← links)
• Competence effects for choices involving gains and losses (Q989912) (← links)
• The behavioural components of risk aversion (Q995651) (← links)
• Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory (Q995664) (← links)
• Parametric weighting functions (Q1017784) (← links)
• Eliciting beliefs (Q1025640) (← links)
• Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses (Q1037577) (← links)
• Measuring the utility of losses by means of the tradeoff method (Q1288762) (← links)
• Coherence without additivity. (Q1398454) (← links)
• Probability weights in rank-dependent utility with binary even-chance independence. (Q1404959) (← links)
• Reduction invariance and Prelec's weighting functions (Q1598979) (← links)
• Testing theories of choice under risk: Estimation of individual functionals (Q1610499) (← links)
• Are employee stock option exercise decisions better explained through the prospect theory? (Q1615797) (← links)
• Weighted temporal utility (Q1616081) (← links)
• Consistency of determined risk attitudes and probability weightings across different elicitation methods (Q1648922) (← links)
• Regret theory: a new foundation (Q1676457) (← links)
• Stake effects on ambiguity attitudes for gains and losses (Q1698955) (← links)
• Estimating cumulative prospect theory parameters from an international survey (Q1707539) (← links)
• A commuter departure-time model based on cumulative prospect theory (Q1750398) (← links)
• Multi-attribute non-expected utility (Q1761819) (← links)
• An index of loss aversion (Q1779809) (← links)
• Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension (Q1867804) (← links)
• Causes of Allais common consequence paradoxes: an experimental dissection (Q1877594) (← links)
• A note on Wakker's cardinal coordinate independence (Q1887435) (← links)
• On the potential for observational equivalence in experiments on risky choice when a power value function is assumed (Q1925671) (← links)
• Modeling uncertainty in multi-criteria decision analysis (Q1926978) (← links)
• Attitudes toward uncertainty among the poor: an experiment in rural Ethiopia (Q1934270) (← links)
• Do financial professionals behave according to prospect theory? An experimental study (Q1945663) (← links)
• Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
• Market failure in light of non-expected utility (Q2015029) (← links)
• Attention-driven probability weighting (Q2036936) (← links)
• Lack of prevalence of the endowment effect: an equilibrium analysis (Q2092789) (← links)
• Probability weighting for losses and for gains among smallholder farmers in Uganda (Q2114559) (← links)
• Introduction to the special issue in honor of Peter Wakker (Q2125238) (← links)
• Individual-level loss aversion in riskless and risky choices (Q2125253) (← links)
• Composition rules in original and cumulative prospect theory (Q2125255) (← links)
• Information efficient learning of complexly structured preferences: elicitation procedures and their application to decision making under uncertainty (Q2128891) (← links)
• Decision making generalized by a cumulative probability weighting function (Q2149997) (← links)
• Indistinguishability of small probabilities, subproportionality, and the common ratio effect (Q2176800) (← links)
• On complementary symmetry under cumulative prospect theory (Q2177479) (← links)
• Sequential route choice modeling based on dynamic reference points and its empirical study (Q2183279) (← links)
• Aversion to risk of regret and preference for positively skewed risks (Q2218535) (← links)
• Flexible utility function approximation via cubic Bezier splines (Q2220542) (← links)
• Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
• Coopetition for innovation -- the more, the better? An empirical study based on preference disaggregation analysis (Q2242277) (← links)
• A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity (Q2243543) (← links)
• Salience, systemic risk and spectral risk measures as capital requirements (Q2246646) (← links)
• On probabilities and loss aversion (Q2270214) (← links)