Pages that link to "Item:Q4198292"

The following pages link to Prospect Theory: An Analysis of Decision under Risk (Q4198292):

Displaying 50 items.

• Boltzmann-type models for price formation in the presence of behavioral aspects (Q258513) (← links)
• Voluntary vaccination strategy and the spread of sexually transmitted diseases (Q259549) (← links)
• A cumulative perceived value-based dynamic user equilibrium model considering the travelers' risk evaluation on arrival time (Q264237) (← links)
• Risk preferences of Australian academics: where retirement funds are invested tells the story (Q266511) (← links)
• Expected utility theory and inner and outer measures of loss aversion (Q268600) (← links)
• When expectations become aspirations: reference-dependent preferences and liquidity constraints (Q272290) (← links)
• Belief and truth in hypothesised behaviours (Q274416) (← links)
• Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory (Q277177) (← links)
• Discrete bipolar universal integrals (Q279430) (← links)
• A Bayesian decision model based on expected utility and uncertainty risk (Q279618) (← links)
• Reference dependent ambiguity (Q281374) (← links)
• Inverse S-shaped probability weighting functions in first-price sealed-bid auctions (Q283185) (← links)
• Robust competence assessment for job assignment (Q296828) (← links)
• Risk averse decision making under catastrophic risk (Q297090) (← links)
• Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
• House selection via the Internet by considering homebuyers' risk attitudes with S-shaped utility functions (Q299811) (← links)
• Cumulative weighting optimization (Q300756) (← links)
• Stability of probability effects in utility elicitation (Q301330) (← links)
• On the fault (in)tolerance of coordination mechanisms for distributed investment decisions (Q301498) (← links)
• It's about how the task is set: the inclusion-exclusion effect and accountability in preprocessing management information (Q301875) (← links)
• Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
• Memorable consumption (Q308638) (← links)
• Preferences in artificial intelligence (Q314443) (← links)
• Portfolio decisions and brain reactions via the CEAD method (Q316742) (← links)
• Misunderstanding of the binomial distribution, market inefficiency, and learning behavior: evidence from an exotic sports betting market (Q319088) (← links)
• E-NAUTILUS: a decision support system for complex multiobjective optimization problems based on the NAUTILUS method (Q319747) (← links)
• Optimal product line pricing in the presence of budget-constrained consumers (Q320658) (← links)
• Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
• Inverse portfolio problem with coherent risk measures (Q321032) (← links)
• Reference points in revenue sharing contracts -- how to design optimal supply chain contracts (Q321094) (← links)
• Upgrade auctions in build-to-order manufacturing with loss-averse customers (Q322496) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Portfolio optimization with disutility-based risk measure (Q322717) (← links)
• Autonomous and advertising-dependent `word of mouth' under costly dynamic pricing (Q322786) (← links)
• Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
• Stability and chaos in demand-based pricing under social interactions (Q323194) (← links)
• Probability weighting and L-moments (Q323492) (← links)
• Allocation of tasks for reliability growth using multi-attribute utility (Q323523) (← links)
• Stat trek. An interview with Christian Genest (Q325009) (← links)
• Comparing human behavior models in repeated Stackelberg security games: an extended study (Q329050) (← links)
• An introduction to lattice based probability theories (Q334461) (← links)
• Optimal versioning strategy for information products with behavior-based utility function of heterogeneous customers (Q336525) (← links)
• Using the TODIM-FSE method as a decision-making support methodology for oil spill response (Q336853) (← links)
• Risk decision analysis in emergency response: a method based on cumulative prospect theory (Q336858) (← links)
• Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
• A monotone model of intertemporal choice (Q345199) (← links)
• The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
• Emotional balance and probability weighting (Q365791) (← links)
• Why do groups cooperate more than individuals to reduce risks? (Q365796) (← links)
• Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)