Stability of risk preferences and the reflection effect of prospect theory
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Publication:849310
DOI10.1007/s11238-009-9153-3zbMath1197.91087OpenAlexW2056092441WikidataQ57461837 ScholiaQ57461837MaRDI QIDQ849310
Manel Baucells, Antonio Villasís
Publication date: 25 February 2010
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-009-9153-3
Related Items (5)
Measuring the time stability of prospect theory preferences ⋮ A tractable method to measure utility and loss aversion under prospect theory ⋮ Equal Tails: A Simple Method to Elicit Utility Under Violations of Expected Utility ⋮ Models of risky choice: a state-trace and signed difference analysis ⋮ Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
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- "Coherent Arbitrariness": Stable Demand Curves Without Stable Preferences
- Equal Tails: A Simple Method to Elicit Utility Under Violations of Expected Utility
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