Risk preferences of Australian academics: where retirement funds are invested tells the story (Q266511): Difference between revisions

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+Parameter-Free Elicitation of Utility and Probability Weighting Functions
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+Myopic Loss Aversion and the Equity Premium Puzzle
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+Exposition of a New Theory on the Measurement of Risk
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+The Dual Theory of Choice under Risk
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+Betting on own knowledge: Experimental test of overconfidence
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+Error propagation in the elicitation of utility and probability weighting functions
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+Back to the St. Petersburg Paradox?
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+Prospect Theory: An Analysis of Decision under Risk
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+The Probability Weighting Function
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+Advances in prospect theory: cumulative representation of uncertainty
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+Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
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