Parameter-Free Elicitation of Utility and Probability Weighting Functions
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- scientific article; zbMATH DE number 1989767
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Cited in
(only showing first 100 items - show all)- Testing theories of choice under risk: Estimation of individual functionals
- The Pearson system of utility functions
- Decision making generalized by a cumulative probability weighting function
- Measuring time and risk preferences in an integrated framework
- Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses
- Lack of prevalence of the endowment effect: an equilibrium analysis
- Does probability weighting matter in probability elicitation?
- Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting
- Regret theory: a new foundation
- Modeling uncertainty in multi-criteria decision analysis
- On complementary symmetry under cumulative prospect theory
- A new evaluation technique based on DEA, prospect theory and ER approach: assessment of airports
- Coordination after gains and losses: is prospect theory's value function predictive for games?
- How sure are you? — the properties of self-reported conviction in the elicitation of health preferences with discrete choice experiments
- Incentive contracts when agents distort probabilities
- Competence effects for choices involving gains and losses
- Do financial professionals behave according to prospect theory? An experimental study
- Risk behavior for gain, loss, and mixed prospects
- Computing rank dependent utility in graphical models for sequential decision problems
- Preference under risk in the presence of indistinguishable probabilities
- Multi-attribute non-expected utility
- Weighted temporal utility
- Using logarithmic derivative functions for assessing the risky weighting function for binary gambles
- Hurwicz expected utility and subjective sources
- Sequential route choice modeling based on dynamic reference points and its empirical study
- All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components
- Risk aversion elicitation: reconciling tractability and bias minimization
- Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement
- Loss averse behavior
- Disappointment aversion in internet bidding-decisions
- Endowment effects? ``Even with half a million on the table!
- Noise and bias in eliciting preferences
- Aversion to risk of regret and preference for positively skewed risks
- Information and ambiguity: herd and contrarian behaviour in financial markets
- Preference robust distortion risk measure and its application
- The likelihood method for decision under uncertainty
- Segregation and integration: a study of the behaviors of investors with extended value functions
- Learning preference representations based on Choquet integrals for multicriteria decision making
- Individual-level loss aversion in riskless and risky choices
- Individual fairness in Harsanyi's utilitarianism: operationalizing all-inclusive utility
- Stake effects on ambiguity attitudes for gains and losses
- Eliciting welfare preferences from behavioural data sets
- A revealed reference point for prospect theory
- Attitudes toward uncertainty among the poor: an experiment in rural Ethiopia
- Are the treasures of game theory ambiguous?
- Portfolio optimization with behavioural preferences and investor memory
- Learning additive decompositions of multiattribute utility functions
- Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities
- Coherence without additivity.
- What is loss aversion?
- Testing Hurwicz expected utility
- Optimal insurance design under rank-dependent expected utility
- Estimating cumulative prospect theory parameters from an international survey
- A new decision analysis framework for multi-attribute decision-making under interval uncertainty
- Reference-dependent utility with shifting reference points and incomplete preferences
- Testing prospect theories using probability tradeoff consistency
- “Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment
- Development of prospect theory in decision making with different types of fuzzy sets: a state-of-the-art literature review
- Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle
- Loss aversion and the price of risk
- Choices under ambiguity with familiar and unfamiliar outcomes
- On probabilities and loss aversion
- Causes of Allais common consequence paradoxes: an experimental dissection
- Eliciting beliefs
- A prescriptive approach to elicitation of decision data
- Risk preferences of Australian academics: where retirement funds are invested tells the story
- The behavioural components of risk aversion
- A reflection on the reflection example
- When Risk Perception Gets in the Way: Probability Weighting and Underprevention
- Dynamic consumption and portfolio choice under prospect theory
- Violations of coalescing in parametric utility measurement
- A note on Wakker's cardinal coordinate independence
- Delayed probabilistic risk attitude: a parametric approach
- Physician behavior and conditional altruism: the effects of payment system and uncertain health benefit
- Empirical justification of the uncertain equivalence method
- Comparison of linear interpolation and arctan approximation of one-dimensional monotonic utility functions based on experimental data
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- A Tailor-Made Test of Intransitive Choice
- Behavioral heterogeneity in dynamic search situations: theory and experimental evidence
- Utility of a quarter-million
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- Flexible utility function approximation via cubic Bezier splines
- Behavioral premium principles
- What determines the shape of the probability weighting function under uncertainty?
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- Are employee stock option exercise decisions better explained through the prospect theory?
- Cumulative prospect theory's functional menagerie
- An empirical examination of multiple objective risk attitudes
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
- Probability weighting for losses and for gains among smallholder farmers in Uganda
- A tractable method to measure utility and loss aversion under prospect theory
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
- scientific article; zbMATH DE number 3850774 (Why is no real title available?)
- Marginal indemnification function formulation for optimal reinsurance
- Myopic loss aversion, reference point, and money illusion
- Almost stochastic dominance for most risk-averse decision makers
- A betting market: Description and a theoretical explanation of bets in Pelota matches
- Accounting for optimism and pessimism in expected utility
- All over the map: A worldwide comparison of risk preferences
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
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