Composition rules in original and cumulative prospect theory

DOI10.1007/s11238-022-09873-0zbMath1484.91186OpenAlexW4293100469MaRDI QIDQ2125255

George Wu, Richard Gonzalez

Publication date: 13 April 2022

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-022-09873-0

zbMATH Keywords

prospect theoryrank-dependent expected utilityprobability weighting functioncomposition rules

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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