Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences (Q417637): Difference between revisions

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+Parameter-Free Elicitation of Utility and Probability Weighting Functions
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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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+Preferences with frames: A new utility specification that allows for the framing of risks
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+Violations of the betweenness axiom and nonlinearity in probability
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+Risk, Ambiguity, and the Savage Axioms
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+Prospect Theory: An Analysis of Decision under Risk
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+A Model of Reference-Dependent Preferences*
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+The Probability Weighting Function
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+Cumulative prospect theory and the St. Petersburg paradox
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+Advances in prospect theory: cumulative representation of uncertainty
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+Curvature of the Probability Weighting Function
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+Nonlinear Decision Weights in Choice Under Uncertainty
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