Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory

DOI10.1007/s11166-007-9011-zzbMath1306.91042OpenAlexW2010233489MaRDI QIDQ995664

Peter P. Wakker, Marcel Zeelenberg, Enrico Diecidue

Publication date: 10 September 2007

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11166-007-9011-z

zbMATH Keywords

prospect theoryambiguityrank-dependent utilityoptimismpessimisminverse-S

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Financial applications of other theories (91G80)

Related Items (4)

Introduction to the special issue in honor of Peter Wakker ⋮ Composition rules in original and cumulative prospect theory ⋮ Betting on Machina's reflection example: An experiment on ambiguity ⋮ Measuring Beliefs Under Ambiguity

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