The correct formula of 1979 prospect theory for multiple outcomes
From MaRDI portal
Publication:2689840
DOI10.1007/s11238-022-09885-wOpenAlexW4229036774WikidataQ113900468 ScholiaQ113900468MaRDI QIDQ2689840
Publication date: 14 March 2023
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-022-09885-w
Cites Work
- Unnamed Item
- Hierarchical Bayesian parameter estimation for cumulative prospect theory
- The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity
- Erratum to: ``Hierarchical Bayesian parameter estimation for cumulative prospect theory
- Advances in prospect theory: cumulative representation of uncertainty
- Violations of the betweenness axiom and nonlinearity in probability
- Testing theories of choice under risk: Estimation of individual functionals
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Evolutionary stability of prospect theory preferences
- Prospect theory for continuous distributions
- Computational aspects of prospect theory with asset pricing applications
- The Framing of Decisions and the Psychology of Choice
- Prospect Theory: An Analysis of Decision under Risk
- Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
- On the Empirical Validity of Cumulative Prospect Theory: Experimental Evidence of Rank‐Independent Probability Weighting
- Naturally Occurring Preferences and Exogenous Laboratory Experiments: A Case Study of Risk Aversion
This page was built for publication: The correct formula of 1979 prospect theory for multiple outcomes