Incentive contracts when agents distort probabilities
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Cites work
- A Method for Obtaining and Analyzing Sensitivity Data
- A tractable method to measure utility and loss aversion under prospect theory
- Advances in prospect theory: cumulative representation of uncertainty
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- All over the map: A worldwide comparison of risk preferences
- Atemporal dynamic consistency and expected utility theory
- Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Do subjects separate (or are they sophisticated)?
- Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- Goal-based construction of preferences: task goals and the prominence effect
- Incentive contracts when agents distort probabilities
- Justifying the First-Order Approach to Principal-Agent Problems
- On the Empirical Validity of Cumulative Prospect Theory: Experimental Evidence of Rank‐Independent Probability Weighting
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Prize-linked savings games: theory and experiment
- Prospect theory. For risk and ambiguity.
- Risk and rationality: uncovering heterogeneity in probability distortion
- Risk Attitudes and Decision Weights
- The Dual Theory of Choice under Risk
- The effect of the background risk in a simple chance improving decision model
- The Probability Weighting Function
- The Theory of Moral Hazard and Unobservable Behaviour: Part I
- Two-Stage Lotteries without the Reduction Axiom
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