An experimental test of loss aversion
From MaRDI portal
Publication:1872064
DOI10.1023/A:1020923921649zbMath1036.91008MaRDI QIDQ1872064
Publication date: 4 May 2003
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Related Items (14)
A parametric analysis of prospect theory's functionals for the general population ⋮ Prospect theory in multiple price list experiments: further insights on behaviour in the loss domain ⋮ Inertia in partnerships: the role of gender ⋮ Emergency-dependent supply decisions with risk perception and price control ⋮ PROFIT SHARING IN HEDGE FUNDS ⋮ Gender, risk and stereotypes ⋮ On probabilities and loss aversion ⋮ An index of loss aversion ⋮ Behavioral heterogeneity in dynamic search situations: theory and experimental evidence ⋮ Reference-dependent expected utility with incomplete preferences ⋮ Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory ⋮ What is loss aversion? ⋮ Loss averse behavior ⋮ Choices under ambiguity with familiar and unfamiliar outcomes
This page was built for publication: An experimental test of loss aversion
