Pages that link to "Item:Q4363686"

The following pages link to Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown (Q4363686):

Displaying 50 items.

• Risk preferences of Australian academics: where retirement funds are invested tells the story (Q266511) (← links)
• Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory (Q277177) (← links)
• Incomplete preferences and confidence (Q306747) (← links)
• Probability weighting and L-moments (Q323492) (← links)
• Relative concave utility for risk and ambiguity (Q423712) (← links)
• A belief-based definition of ambiguity aversion (Q497472) (← links)
• Risk aversion elicitation: reconciling tractability and bias minimization (Q649973) (← links)
• An experimental investigation of imprecision attitude and its relation with risk attitude and impatience (Q649978) (← links)
• Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement (Q654395) (← links)
• Accounting for optimism and pessimism in expected utility (Q660098) (← links)
• Ambiguity made precise: A comparative foundation (Q697922) (← links)
• The hyperbolic factor: a measure of time inconsistency (Q707883) (← links)
• Coordination after gains and losses: is prospect theory's value function predictive for games? (Q708640) (← links)
• The influence of probabilities on the response mode bias in utility elicitation (Q708806) (← links)
• Behavioral heterogeneity in dynamic search situations: theory and experimental evidence (Q733500) (← links)
• Reference-dependent expected utility with incomplete preferences (Q734684) (← links)
• Asymmetric noise and systematic biases: a new look at the trade-off method (Q777669) (← links)
• Loss averse behavior (Q813409) (← links)
• Subjective probability weighting and the discovered preference hypothesis (Q836044) (← links)
• The influence of fear in decisions: experimental evidence (Q843713) (← links)
• A parametric analysis of prospect theory's functionals for the general population (Q849304) (← links)
• A tractable method to measure utility and loss aversion under prospect theory (Q941734) (← links)
• Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses (Q1037577) (← links)
• Satisficing in financial decision making - a theoretical and experimental approach to bounded rationality (Q1042301) (← links)
• Measuring the utility of losses by means of the tradeoff method (Q1288762) (← links)
• Additivity with multiple priors (Q1300365) (← links)
• A unified derivation of classical subjective expected utility models through cardinal utility (Q1304440) (← links)
• Probability weighting and utility curvature in QALY-based decision making (Q1304532) (← links)
• Weighted temporal utility (Q1616081) (← links)
• Consistency of determined risk attitudes and probability weightings across different elicitation methods (Q1648922) (← links)
• Deciding about human lives: an experimental measure of risk attitudes under prospect theory (Q1649094) (← links)
• Regret theory: a new foundation (Q1676457) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• Scenario-based portfolio model for building robust and proactive strategies (Q1754078) (← links)
• Bayesian econometrics: a reaction to Geweke (Q1841098) (← links)
• A note on Wakker's cardinal coordinate independence (Q1887435) (← links)
• Modeling uncertainty in multi-criteria decision analysis (Q1926978) (← links)
• Bargaining with subjective mixtures (Q1941970) (← links)
• Measuring risk aversion with lists: a new bias (Q2015023) (← links)
• Discrete Arrow-Pratt indexes for risk and uncertainty (Q2074064) (← links)
• Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
• Introduction to the special issue in honor of Peter Wakker (Q2125238) (← links)
• Flexible utility function approximation via cubic Bezier splines (Q2220542) (← links)
• A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity (Q2243543) (← links)
• Estimating the term structure of commodity market preferences (Q2286907) (← links)
• Elicitation and modelling of imprecise utility of health states (Q2300601) (← 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)
• Individual fairness in Harsanyi's utilitarianism: operationalizing all-inclusive utility (Q2380521) (← links)