Complementary symmetry in cumulative prospect theory with random reference

DOI10.1016/j.jmp.2017.11.004zbMath1402.91133OpenAlexW2774570250MaRDI QIDQ1645037

Michał Lewandowski

Publication date: 28 June 2018

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2017.11.004

zbMATH Keywords

reflectionloss aversionreference dependenceWTAWTPpreference homogeneitythird-generation prospect theory

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (5)

A one-line proof for complementary symmetry ⋮ Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization ⋮ On reference dependence and complementary symmetry ⋮ On complementary symmetry under cumulative prospect theory ⋮ A consequence of complementary symmetry

Cites Work

• Empirical evaluation of four models of buying and selling prices of gambles
• Third-generation prospect theory
• Rank- and sign-dependent linear utility models for binary gambles
• Advances in prospect theory: cumulative representation of uncertainty
• Reference-dependent subjective expected utility.

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