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Comparative risk sensitivity with reference-dependent preferences

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Publication:1349048
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DOI10.1023/A:1014015926103zbMath1051.91048MaRDI QIDQ1349048

William S. Neilson

Publication date: 21 May 2002

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)


zbMATH Keywords

loss aversionprospect theoryexpected utilityrisk aversionreference dependence


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (12)

Risk aversion for losses and the Nash bargaining solution ⋮ Static portfolio choice under cumulative prospect theory ⋮ The Pearson system of utility functions ⋮ On probabilities and loss aversion ⋮ Loss aversion and perceptual risk aversion ⋮ An index of loss aversion ⋮ Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging ⋮ A revealed reference point for prospect theory ⋮ The participation puzzle with reference-dependent expected utility preferences ⋮ Downside loss aversion: winner or loser? ⋮ What is loss aversion? ⋮ Loss averse behavior




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