Pages that link to "Item:Q1312091"
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The following pages link to An axiomatization of cumulative prospect theory (Q1312091):
Displaying 50 items.
- Expected utility theory and inner and outer measures of loss aversion (Q268600) (← links)
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
- Risk behavior for gain, loss, and mixed prospects (Q490050) (← links)
- Axiomatizing bounded rationality: the priority heuristic (Q490053) (← links)
- Expected utility with uncertain probabilities theory (Q516062) (← links)
- Prospect theory for continuous distributions: a preference foundation (Q544845) (← links)
- Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting (Q638617) (← links)
- How to deal with partially analyzable acts? (Q649971) (← links)
- Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement (Q654395) (← links)
- Subjective expected utility without preferences (Q654396) (← links)
- A simple axiomatization of binary rank-dependent utility of gains (Losses) (Q696937) (← links)
- Coordination after gains and losses: is prospect theory's value function predictive for games? (Q708640) (← links)
- Betting on Machina's reflection example: An experiment on ambiguity (Q708798) (← links)
- Reference-dependent expected utility with incomplete preferences (Q734684) (← links)
- Re-examining the law of iterated expectations for Choquet decision makers (Q763357) (← links)
- Testing prospect theories using probability tradeoff consistency (Q813044) (← links)
- What is loss aversion? (Q813047) (← links)
- A comparison of five models that predict violations of first-order stochastic dominance in risky decision making (Q813406) (← links)
- Loss averse behavior (Q813409) (← links)
- Choices under ambiguity with familiar and unfamiliar outcomes (Q816095) (← links)
- A simple model of cumulative prospect theory (Q845610) (← links)
- A parametric analysis of prospect theory's functionals for the general population (Q849304) (← links)
- A further critique of cumulative prospect theory and related approaches (Q849743) (← links)
- Investment behavior under ambiguity: the case of pessimistic decision makers (Q854112) (← links)
- Anchored preference relations (Q854945) (← links)
- Cumulative prospect theory's functional menagerie (Q867443) (← links)
- What impacts the impact of rare events (Q928729) (← links)
- Third-generation prospect theory (Q941735) (← links)
- A preference foundation for Fehr and Schmidt's model of inequity aversion (Q964818) (← links)
- Star-shaped probability weighting functions and overbidding in first-price auctions (Q1046218) (← links)
- An alternative axiomatic approach to expected utility theory (Q1126031) (← links)
- Where does subjective expected utility fail descriptively? (Q1187963) (← links)
- Advances in prospect theory: cumulative representation of uncertainty (Q1196177) (← links)
- Associative joint receipts (Q1277469) (← links)
- Preference structures and their numerical representations (Q1285783) (← links)
- A unified derivation of classical subjective expected utility models through cardinal utility (Q1304440) (← links)
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences (Q1304441) (← links)
- Quality-adjusted life years (QALY) utility models under expected utility and rank dependent utility assumptions (Q1304530) (← links)
- Separating marginal utility and probabilistic risk aversion (Q1315454) (← links)
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral (Q1339163) (← links)
- Reference dependence in cumulative prospect theory. (Q1398446) (← links)
- Conditions for Choquet integral representation of the comonotonically additive and monotone functional. (Q1399385) (← links)
- Probability weights in rank-dependent utility with binary even-chance independence. (Q1404959) (← links)
- Restricting independence to convex cones (Q1587388) (← links)
- Decision weights and the normal form axiom (Q1676677) (← links)
- Optimal inequality behind the veil of ignorance (Q1698974) (← links)
- An index of loss aversion (Q1779809) (← links)
- The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis (Q1815224) (← links)
- Options traders exhibit subadditive decision weights (Q1817324) (← links)
