Stability of risk preferences and the reflection effect of prospect theory (Q849310): Difference between revisions

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+Parameter-Free Elicitation of Utility and Probability Weighting Functions
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+"Coherent Arbitrariness": Stable Demand Curves Without Stable Preferences
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+Equal Tails: A Simple Method to Elicit Utility Under Violations of Expected Utility
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+Violations of betweenness or random errors?
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+Stochastic expected utility theory
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+Generalized expected utility, heteroscedastic error, and path dependence in risky choice
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+Violations of the betweenness axiom and nonlinearity in probability
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+The effects of financial incentives in experiments: A review and capital-labor-production framework. (With commentaries)
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+Measuring the utility of losses by means of the tradeoff method
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+The Predictive Utility of Generalized Expected Utility Theories
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+Investigating Generalizations of Expected Utility Theory Using Experimental Data
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+Prospect Theory: An Analysis of Decision under Risk
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+The Relationship Between Risk Attitude and Strength of Preference: A Test of Intrinsic Risk Attitude
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+Stochastic choice and consistency in decision making under risk: An experimental study
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+Q3993437
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+Advances in prospect theory: cumulative representation of uncertainty
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+Q57461837
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