Options traders exhibit subadditive decision weights (Q1817324): Difference between revisions

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+Expected utility with purely subjective non-additive probabilities
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+Prospect Theory: An Analysis of Decision under Risk
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+Rank- and sign-dependent linear utility models for finite first-order gambles
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+Subjective Probability and Expected Utility without Additivity
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+Ambiguity Aversion and Comparative Ignorance
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+Advances in prospect theory: cumulative representation of uncertainty
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+Risk Attitudes and Decision Weights
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+Continuous subjective expected utility with non-additive probabilities
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+An axiomatization of cumulative prospect theory
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+Curvature of the Probability Weighting Function
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
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