Pages that link to "Item:Q867443"

The following pages link to Cumulative prospect theory's functional menagerie (Q867443):

Displaying 49 items.

• Comparing attitudes toward time and toward money in experience-based decisions (Q256777) (← links)
• Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions (Q319807) (← links)
• Risk pricing in a non-expected utility framework (Q319904) (← links)
• Estimating risk preferences of bettors with different bet sizes (Q321112) (← links)
• Emotional balance and probability weighting (Q365791) (← links)
• Models of best-worst choice and ranking among multiattribute options (profiles) (Q423112) (← links)
• Measuring the time stability of prospect theory preferences (Q430889) (← links)
• On lottery sales, jackpot sizes and irrationality: a cautionary note (Q617560) (← links)
• Individual and couple decision behavior under risk: evidence on the dynamics of power balance (Q618901) (← links)
• Hierarchical Bayesian parameter estimation for cumulative prospect theory (Q631949) (← links)
• Properties of reverse hazard functions (Q634585) (← links)
• Does probability weighting matter in probability elicitation? (Q634604) (← links)
• Risk aversion elicitation: reconciling tractability and bias minimization (Q649973) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• An experimental test of reduction invariance (Q730172) (← links)
• Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function (Q730176) (← links)
• Mixture models of choice under risk (Q737883) (← links)
• Erratum to: ``Hierarchical Bayesian parameter estimation for cumulative prospect theory'' (Q826905) (← links)
• Violations of coalescing in parametric utility measurement (Q829483) (← links)
• A parametric analysis of prospect theory's functionals for the general population (Q849304) (← links)
• Analyzing test-taking behavior: decision theory meets psychometric theory (Q906057) (← links)
• A tractable method to measure utility and loss aversion under prospect theory (Q941734) (← links)
• Competence effects for choices involving gains and losses (Q989912) (← links)
• Parametric weighting functions (Q1017784) (← links)
• Changing the probability versus changing the reward (Q1047779) (← links)
• Consistency of determined risk attitudes and probability weightings across different elicitation methods (Q1648922) (← links)
• Deciding about human lives: an experimental measure of risk attitudes under prospect theory (Q1649094) (← links)
• Foresight, risk attitude, and utility maximization in naturalistic sequential high-stakes decision making (Q1736007) (← links)
• On the potential for observational equivalence in experiments on risky choice when a power value function is assumed (Q1925671) (← links)
• Do financial professionals behave according to prospect theory? An experimental study (Q1945663) (← links)
• Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
• Dynamic decision making under ambiguity: an experimental investigation (Q2031170) (← links)
• Stochastic expected utility for binary choice: a `modular' axiomatic foundation (Q2059077) (← links)
• Certainty-based marking on multiple-choice items: psychometrics meets decision theory (Q2066600) (← links)
• Probability weighting for losses and for gains among smallholder farmers in Uganda (Q2114559) (← links)
• A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations (Q2116080) (← links)
• Composition rules in original and cumulative prospect theory (Q2125255) (← links)
• On the learning patterns and adaptive behavior of terrorist organizations (Q2282507) (← links)
• Delayed probabilistic risk attitude: a parametric approach (Q2329155) (← links)
• \textsc{QTest} 2.1: quantitative testing of theories of binary choice using Bayesian inference (Q2332851) (← links)
• Probabilistic choice (models) as a result of balancing multiple goals (Q2437213) (← links)
• Using logarithmic derivative functions for assessing the risky weighting function for binary gambles (Q2437214) (← links)
• Return smoothing in life insurance from a client perspective (Q2665845) (← links)
• Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
• All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components (Q2685997) (← links)
• A Tailor-Made Test of Intransitive Choice (Q3195239) (← links)
• Collective Choice May Tell Nothing About Anyone’s Individual Preferences (Q4991776) (← links)
• Mixture independence foundations for expected utility (Q6121880) (← links)
• Empirical underidentification in estimating random utility models: The role of choice sets and standardizations (Q6126886) (← links)