Measuring the time stability of prospect theory preferences (Q430889): 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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+Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
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+A tractable method to measure utility and loss aversion under prospect theory
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+Eliciting Risk and Time Preferences
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+Stability of risk preferences and the reflection effect of prospect theory
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+Error propagation in the elicitation of utility and probability weighting functions
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+Resolving Inconsistencies in Utility Measurement Under Risk: Tests of Generalizations of Expected Utility
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+Changing the probability versus changing the reward
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+The effects of financial incentives in experiments: A review and capital-labor-production framework. (With commentaries)
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+Risk seeking with diminishing marginal utility in a non-expected utility model
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+Sources of Bias in Assessment Procedures for Utility Functions
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+Just who are you calling risk averse?
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+Q4505024
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+Risk aversion and expected-utility theory: a calibration exercise
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+The Relationship Between Risk Attitude and Strength of Preference: A Test of Intrinsic Risk Attitude
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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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+Prospect Theory
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