On probabilities and loss aversion (Q2270214): Difference between revisions

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+Parameter-Free Elicitation of Utility and Probability Weighting Functions
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+Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
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+A behavioral condition for Prelec's weighting function on the positive line without assuming \(W(1)=1\)
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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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+A simple derivation of Prelec's probability weighting function
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+Q5618987
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+Prospect Theory and Asset Prices
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+Myopic Loss Aversion and the Equity Premium Puzzle
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+Reference-dependent utility with shifting reference points and incomplete preferences
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+Loss averse behavior
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+Bounded rationality in individual decision making
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+Violations of the betweenness axiom and nonlinearity in probability
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+An axiomatization of cumulative prospect theory for decision under risk
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+Risk, Ambiguity, and the Savage Axioms
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+Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
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+Measuring the utility of losses by means of the tradeoff method
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+Prospect Theory: An Analysis of Decision under Risk
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+The Framing of Decisions and the Psychology of Choice
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+Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
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+An index of loss aversion
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+The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory
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+Rank- and sign-dependent linear utility models for binary gambles
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+Q4505024
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+Reduction invariance and Prelec's weighting functions
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+Rank- and sign-dependent linear utility models for finite first-order gambles
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+Comparative risk sensitivity with reference-dependent preferences
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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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+Subjective Probability and Expected Utility without Additivity
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+Reference dependence in cumulative prospect theory.
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+An experimental test of loss aversion
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+What is loss aversion?
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+Linear cumulative prospect theory with applications to portfolio selection and insurance demand
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+Third-generation prospect theory
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+Optimal saving rules for loss-averse agents under uncertainty
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+Reference-dependent subjective expected utility.
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+Advances in prospect theory: cumulative representation of uncertainty
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+Separating marginal utility and probabilistic risk aversion
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+Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
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+An axiomatization of cumulative prospect theory
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+Curvature of the Probability Weighting Function
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+Common consequence conditions in decision making under risk
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+Testing prospect theories using probability tradeoff consistency
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+Cumulative Prospect Theory for Parametric and Multiattribute Utilities
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