Curvature of the Probability Weighting Function
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- Myopic loss aversion, reference point, and money illusion
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- Composition rules in original and cumulative prospect theory
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- Cumulative prospect theory preferences in rent-seeking contests
- Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities
- Behavioral biases and the representative agent
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- Underestimation of probabilities modifications: characterization and economic implications
- Forecast aggregation via recalibration
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- An integrated operation module for individual risk management
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- An experimental test of reduction invariance
- Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function
- Bimodal bidding in experimental all-pay auctions
- Consistent investment of sophisticated rank‐dependent utility agents in continuous time
- Options traders exhibit subadditive decision weights
- Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)]
- Equal tails: a simple method to elicit utility under violations of expected utility
- Risk perception, risk attitude, and decision: a rank-dependent analysis
- Why we should not be silent about noise
- Disappointment without prior expectation: a unifying perspective on decision under risk
- Extreme events and entropy: a multiple quantile utility model
- Optimal exit time from casino gambling: strategies of precommitted and naive gamblers
- The influence of probabilities on the response mode bias in utility elicitation
- Probability weighting and utility curvature in QALY-based decision making
- Special issue on Practical implications of basic research on uncertainty and utility
- Dual moments and risk attitudes
- Statistical inference in evolutionary dynamics
- A new behavioral model for portfolio selection using the half-full/half-empty approach
- Consistent probability attitudes
- Alternative probability weighting functions in behavioral portfolio selection
- A note on the utility function under prospect theory
- Probability weighting and L-moments
- Equilibrium notions for agents with cumulative prospect theory preferences
- Reference dependence in cumulative prospect theory.
- What drives voter turnout? Experimental insights on collectivism and probability weighting
- Probabilistic choice and stochastic dominance
- Concave/convex weighting and utility functions for risk: a new light on classical theorems
- Parametric weighting functions
- Reduction invariance and Prelec's weighting functions
- Modelling intransitive preferences: a random-effects approach
- Risk Attitudes and Decision Weights
- Risk decision analysis in emergency response: a method based on cumulative prospect theory
- Separating curvature and elevation: a parametric probability weighting function
- Risk apportionment: the dual story
- Prospect theory for continuous distributions
- Dynamic decision making without expected utility: an operational approach
- Emotion and knowledge in decision making under uncertainty
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