Parameter-Free Elicitation of Utility and Probability Weighting Functions
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Cited in
(only showing first 100 items - show all)- Parametric weighting functions
- Eliciting beliefs
- Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses
- Measuring the utility of losses by means of the tradeoff method
- Coherence without additivity.
- Probability weights in rank-dependent utility with binary even-chance independence.
- Reduction invariance and Prelec's weighting functions
- Testing theories of choice under risk: Estimation of individual functionals
- Are employee stock option exercise decisions better explained through the prospect theory?
- Weighted temporal utility
- Consistency of determined risk attitudes and probability weightings across different elicitation methods
- Regret theory: a new foundation
- Stake effects on ambiguity attitudes for gains and losses
- Estimating cumulative prospect theory parameters from an international survey
- A commuter departure-time model based on cumulative prospect theory
- Multi-attribute non-expected utility
- An index of loss aversion
- Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
- Causes of Allais common consequence paradoxes: an experimental dissection
- A note on Wakker's cardinal coordinate independence
- On the potential for observational equivalence in experiments on risky choice when a power value function is assumed
- Modeling uncertainty in multi-criteria decision analysis
- Attitudes toward uncertainty among the poor: an experiment in rural Ethiopia
- Do financial professionals behave according to prospect theory? An experimental study
- Segregation and integration: a study of the behaviors of investors with extended value functions
- Market failure in light of non-expected utility
- Attention-driven probability weighting
- Lack of prevalence of the endowment effect: an equilibrium analysis
- Probability weighting for losses and for gains among smallholder farmers in Uganda
- Introduction to the special issue in honor of Peter Wakker
- Individual-level loss aversion in riskless and risky choices
- Composition rules in original and cumulative prospect theory
- Information efficient learning of complexly structured preferences: elicitation procedures and their application to decision making under uncertainty
- Decision making generalized by a cumulative probability weighting function
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- On complementary symmetry under cumulative prospect theory
- Sequential route choice modeling based on dynamic reference points and its empirical study
- Aversion to risk of regret and preference for positively skewed risks
- Flexible utility function approximation via cubic Bezier splines
- Portfolio optimization with behavioural preferences and investor memory
- Coopetition for innovation -- the more, the better? An empirical study based on preference disaggregation analysis
- A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity
- Salience, systemic risk and spectral risk measures as capital requirements
- On probabilities and loss aversion
- Dynamic consumption and portfolio choice under prospect theory
- Emotion and knowledge in decision making under uncertainty
- A revealed reference point for prospect theory
- Delayed probabilistic risk attitude: a parametric approach
- Physician behavior and conditional altruism: the effects of payment system and uncertain health benefit
- Behavioral premium principles
- Preference under risk in the presence of indistinguishable probabilities
- Individual fairness in Harsanyi's utilitarianism: operationalizing all-inclusive utility
- Measuring time and risk preferences in an integrated framework
- A prescriptive approach to elicitation of decision data
- Using logarithmic derivative functions for assessing the risky weighting function for binary gambles
- Utility of a quarter-million
- Reference-dependent utility with shifting reference points and incomplete preferences
- The Pearson system of utility functions
- Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities
- Error propagation in the elicitation of utility and probability weighting functions
- Risk preferences of Australian academics: where retirement funds are invested tells the story
- All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
- Hope, fear, and aspirations
- Marginal indemnification function formulation for optimal reinsurance
- Empirical justification of the uncertain equivalence method
- Comparison of linear interpolation and arctan approximation of one-dimensional monotonic utility functions based on experimental data
- Loss aversion and the price of risk
- Incomplete preferences and confidence
- Making descriptive use of prospect theory to improve the prescriptive use of expected utility
- What determines the shape of the probability weighting function under uncertainty?
- A Tailor-Made Test of Intransitive Choice
- Probability weighting and L-moments
- scientific article; zbMATH DE number 3850774 (Why is no real title available?)
- Risk decision analysis in emergency response: a method based on cumulative prospect theory
- A monotone model of intertemporal choice
- Information and ambiguity: herd and contrarian behaviour in financial markets
- “Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment
- scientific article; zbMATH DE number 4024497 (Why is no real title available?)
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- Measuring the time stability of prospect theory preferences
- Curvature of the Probability Weighting Function
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- Behavioral biases and the representative agent
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Eliciting welfare preferences from behavioural data sets
- Risk perception, risk attitude, and decision: a rank-dependent analysis
- All over the map: A worldwide comparison of risk preferences
- An empirical examination of multiple objective risk attitudes
- Equal tails: a simple method to elicit utility under violations of expected utility
- Equilibrium notions for agents with cumulative prospect theory preferences
- scientific article; zbMATH DE number 952989 (Why is no real title available?)
- Optimal lottery
- The bipolar Choquet integral representation
- Risk Attitudes and Decision Weights
- Risk behavior for gain, loss, and mixed prospects
- Greed, leverage, and potential losses: a prospect theory perspective
- Eliciting risk preferences and elasticity of substitution
- Dual moments and risk attitudes
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