The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
type: Item
instance of: scholarly article
title: The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
zbMATH Open document ID: 1179.91074
author: Jie Zhang
author: David Peel
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
full work available at URL: 10.pdf
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 5651009
zbMATH Keywords: cumulative prospect theory
zbMATH Keywords: expo-power value function
zbMATH Keywords: exponential value function
MaRDI profile type: Publication
OpenAlex ID: W2063538096
cites work: Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
cites work: Myopic Loss Aversion and the Equity Premium Puzzle
cites work: Violations of the betweenness axiom and nonlinearity in probability
cites work: An index of loss aversion
cites work: A simple test of expected utility theory using professional traders
cites work: A further examination of cumulative prospect theory parameterizations
cites work: The Probability Weighting Function
cites work: What is loss aversion?
cites work: Advances in prospect theory: cumulative representation of uncertainty
cites work: Curvature of the Probability Weighting Function
DOI: 10.1016/J.ECONLET.2009.09.007
description: scientific article; zbMATH DE number 5651009