Consistency of determined risk attitudes and probability weightings across different elicitation methods
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Publication:1648922
DOI10.1007/s11238-017-9616-xzbMath1397.91206OpenAlexW2663295205MaRDI QIDQ1648922
Oliver Mußhoff, Daniel Hermann, Golo-Friedrich Bauermeister
Publication date: 5 July 2018
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-017-9616-x
risk attitudecumulative prospect theoryprobability weightingTanaka-Camerer-Nguyen methodWakker-Deneffe method
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Cites Work
- Risk aversion elicitation: reconciling tractability and bias minimization
- Subjective probability weighting and the discovered preference hypothesis
- Elicitation using multiple price list formats
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