Curvature of the Probability Weighting Function
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(only showing first 100 items - show all)- Parametric weighting functions
- An integrated operation module for individual risk management
- The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
- Special issue on Practical implications of basic research on uncertainty and utility
- Probability weighting and utility curvature in QALY-based decision making
- Reference dependence in cumulative prospect theory.
- Probability weights in rank-dependent utility with binary even-chance independence.
- Reduction invariance and Prelec's weighting functions
- Are employee stock option exercise decisions better explained through the prospect theory?
- Violations of betweenness and choice shifts in groups
- Probability weighting, stop-loss and the disposition effect
- Optimal inequality behind the veil of ignorance
- Learning to set the reserve price optimally in laboratory first price auctions
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Behavioral demand effects when buyers anticipate inventory shortages
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- Quantum-like model of subjective expected utility
- Options traders exhibit subadditive decision weights
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- Causes of Allais common consequence paradoxes: an experimental dissection
- A note on the utility function under prospect theory
- Multi-stock portfolio optimization under prospect theory
- Biased Bayesian learning with an application to the risk-free rate puzzle
- Inverse S-shaped probability weighting and its impact on investment
- A parsimonious model of subjective life expectancy
- Market failure in light of non-expected utility
- Propensity for hedging and ambiguity aversion
- Probability weighting for losses and for gains among smallholder farmers in Uganda
- A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations
- Composition rules in original and cumulative prospect theory
- Decision making generalized by a cumulative probability weighting function
- Towards a general class of parametric probability weighting functions
- An axiomatization of the Goldstein-Einhorn weighting functions
- Sequential route choice modeling based on dynamic reference points and its empirical study
- Aversion to risk of regret and preference for positively skewed risks
- Concave/convex weighting and utility functions for risk: a new light on classical theorems
- The dual theory of the smooth ambiguity model
- Underestimation of probabilities modifications: characterization and economic implications
- Forecast aggregation via recalibration
- On probabilities and loss aversion
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Risk apportionment: the dual story
- Dynamic consumption and portfolio choice under prospect theory
- Emotion and knowledge in decision making under uncertainty
- Cumulative prospect theory preferences in rent-seeking contests
- A revealed reference point for prospect theory
- Delayed probabilistic risk attitude: a parametric approach
- Behavioral premium principles
- Bimodal bidding in experimental all-pay auctions
- Individual vs. couple behavior: an experimental investigation of risk preferences
- Measuring time and risk preferences in an integrated framework
- Using logarithmic derivative functions for assessing the risky weighting function for binary gambles
- Prospect theory for continuous distributions
- Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities
- Modelling intransitive preferences: a random-effects approach
- Dynamic decision making without expected utility: an operational approach
- Two-stage contests with budget constraints: an experimental study
- Piecewise linear rank-dependent utility
- Statistical inference in evolutionary dynamics
- Second-best probability weighting
- Skepticism and credulity: a model and applications to political spin, belief formation, and decision weights
- Hope, fear, and aspirations
- The beta stochastic utility (-SU)
- Marginal indemnification function formulation for optimal reinsurance
- Inverse S-shaped probability weighting functions in first-price sealed-bid auctions
- Sensitivity analysis of nonlinear behavior with distorted probability
- Loss aversion and the price of risk
- What determines the shape of the probability weighting function under uncertainty?
- Probability weighting and L-moments
- Risk decision analysis in emergency response: a method based on cumulative prospect theory
- Proposing a Normative Basis for the S-Shaped Value Function
- Emotional balance and probability weighting
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
- Probabilistic choice and stochastic dominance
- The Probability Weighting Function
- Behavioral biases and the representative agent
- Decision making on energy options: a case study
- Risk aversion in travel mode choice with rank-dependent utility
- Risk perception, risk attitude, and decision: a rank-dependent analysis
- All over the map: A worldwide comparison of risk preferences
- PROFIT SHARING IN HEDGE FUNDS
- A note on the shape of the probability weighting function
- Equal tails: a simple method to elicit utility under violations of expected utility
- Equilibrium notions for agents with cumulative prospect theory preferences
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- Optimal lottery
- The bipolar Choquet integral representation
- Risk Attitudes and Decision Weights
- Risk behavior for gain, loss, and mixed prospects
- Probability weighting and default risk: a possible explanation for distressed stock puzzles
- Dual moments and risk attitudes
- When Risk Perception Gets in the Way: Probability Weighting and Underprevention
- Robust spectral risk optimization when information on risk spectrum is incomplete
- Optimal insurance design under rank-dependent expected utility
- Incremental analysis for generalized TODIM
- Optimal exit time from casino gambling: strategies of precommitted and naive gamblers
- Myopic loss aversion, reference point, and money illusion
- A re-examination of the algebraic properties of the AHP as a ratio-scaling technique
- Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities
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