Delayed probabilistic risk attitude: a parametric approach (Q2329155): Difference between revisions

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+Parameter-Free Elicitation of Utility and Probability Weighting Functions
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+Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
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+Separating curvature and elevation: a parametric probability weighting function
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+Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
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+Bargaining and Reputation
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+Preference for gradual resolution of uncertainty
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+Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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+Individual decision-making experiments with risk and intertemporal choice
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+Money burning and multiple equilibria in bargaining
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+Koopmans' constant discounting for intertemporal choice: A simplification and a generalization
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+Perfect Equilibria in a Negotiation Model
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+Risk seeking with diminishing marginal utility in a non-expected utility model
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+Choice under uncertainty with the best and worst in mind: Neo-additive capacities
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+Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
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+Risk aversion in the theory of expected utility with rank dependent probabilities
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+The bargaining problem without convexity. Extending the egalitarian and Kalai-Smorodinsky solutions
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+Parametric weighting functions
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+Living with Risk
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+Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
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+Ambiguity Aversion and Comparative Ignorance
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+Weighted temporal utility
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+A Theory of Disappointment Aversion
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+On Delay in Bargaining with One-Sided Uncertainty
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+Prospect Theory: An Analysis of Decision under Risk
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+What Determines the Shape of the Probability Weighting Function Under Uncertainty?
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+The effect of decision weights in bargaining problems.
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+Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
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+Stationary Ordinal Utility and Impatience
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+Temporal Resolution of Uncertainty and Dynamic Choice Theory
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+Golden Eggs and Hyperbolic Discounting
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+Risk Aversion in the Small and in the Large
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+The Probability Weighting Function
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+Decision Making Over Time and Under Uncertainty: A Common Approach
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+Time and risk
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+Perfect Equilibrium in a Bargaining Model
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+A Bargaining Model with Incomplete Information About Time Preferences
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+Risk aversion in RDEU
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+The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
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+A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis
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+Cumulative prospect theory's functional menagerie
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+Advances in prospect theory: cumulative representation of uncertainty
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+The Midweight Method to Measure Attitudes Toward Risk and Ambiguity
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+Separating marginal utility and probabilistic risk aversion
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+Prospect Theory
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+Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
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+Piecewise additivity for non-expected utility
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+Piecewise linear rank-dependent utility
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+Accounting for optimism and pessimism in expected utility
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+A revealed reference point for prospect theory
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+Anxiety and decision making with delayed resolution of uncertainty
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+Curvature of the Probability Weighting Function
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