Advances in prospect theory: cumulative representation of uncertainty

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An innovative instrument for longevity risk management in an aging society, A novel IVPLTS decision method based on regret theory and cobweb area model, Parameter estimation approaches for multinomial processing tree models: a comparison for models of memory and judgment, Erratum to: ``Hierarchical Bayesian parameter estimation for cumulative prospect theory, A model of discrete choice based on reinforcement learning under short-term memory, Optimal life-cycle consumption and investment decisions under age-dependent risk preferences, Violations of coalescing in parametric utility measurement, Subjective probability weighting and the discovered preference hypothesis, The neutrality of money revisited with a bottom-up approach: Decentralisation, limited information and bounded rationality, Range effects and lottery pricing, The influence of fear in decisions: experimental evidence, Noise and bias in eliciting preferences, Asset pricing with loss aversion, Perception of probabilities in situations of risk: a case based approach, A simple model of cumulative prospect theory, A parametric analysis of prospect theory's functionals for the general population, Endowment effects? ``Even with half a million on the table!, Stability of risk preferences and the reflection effect of prospect theory, A further critique of cumulative prospect theory and related approaches, Portfolio selection: a linear approach with dual expected utility, Building bridges between neural models and complex decision making behaviour, Investment behavior under ambiguity: the case of pessimistic decision makers, Entropy of bi-capacities, A weight-based approach to the measurement of the interaction among criteria in the framework of aggregation by the bipolar Choquet integral, Choices at various levels of uncertainty: an experimental test of the restated diversification theorem, Reflections on gains and losses: a $2 \times 2 \times 7$ experiment, Learning in the Allais paradox, Disappointment without prior expectation: a unifying perspective on decision under risk, Cumulative prospect theory's functional menagerie, Lottery qualities, A simple derivation of Prelec's probability weighting function, Approximate CAPM when preferences are CRRA, Loss aversion, survival and asset prices, Individual differences in the algebraic structure of preferences, ``Success breeds success or ``Pride goes before a fall? Teams and individuals in multi-contest tournaments, The tradeoff insurance premium as a two-sided generalisation of the distortion premium, Surprising gifts: theory and laboratory evidence, Hurwicz expected utility and subjective sources, Does probability weighting matter in probability elicitation?, Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting, A representation of preferences by the Choquet integral with respect to a 2-additive capacity, Computing rank dependent utility in graphical models for sequential decision problems, Extreme events and entropy: a multiple quantile utility model, Dynamically consistent updating of multiple prior beliefs -- an algorithmic approach, Risk aversion elicitation: reconciling tractability and bias minimization, Jaffray's ideas on ambiguity, Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement, Subjective expected utility without preferences, Behavioral optimal insurance, The puzzle of cooperation in a game of chicken: An experimental study, Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion?, Market dynamics when agents anticipate correlation breakdown, Accounting for optimism and pessimism in expected utility, A note on additive risk measures in rank-dependent utility, Prospect and Markowitz stochastic dominance, Robust portfolio optimization with a generalized expected utility model under ambiguity, Empirical evaluation of third-generation prospect theory, A second-generation disappointment aversion theory of decision making under risk, Risk attitudes in axiomatic decision theory: a conceptual perspective, Sleepiness, choice consistency, and risk preferences, Influence of big traders on the stock market: theory and simulation, A simple axiomatization of binary rank-dependent utility of gains (Losses), Order preservation of PEST determined certainty equivalents: A test based on lotteries with a fixed preference strength, Testing lexicographic semiorders as models of decision making: priority dominance, integration, interaction, and transitivity, On the coefficient of variation as a criterion for decision under risk, On the coefficient of variation as a predictor of risk sensitivity: behavioral and neural evidence for the relative encoding of outcome variability, Coordination after gains and losses: is prospect theory's value function predictive for games?, Distribution-free tests of stochastic dominance for small samples, Betting on Machina's reflection example: An experiment on ambiguity, The influence of probabilities on the response mode bias in utility elicitation, SP/A and CPT: A reconciliation of two behavioral decision theories, A proposal to extend expected utility in a quantum probabilistic framework, Behavioral mean-variance portfolio selection, Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds, An experimental test of reduction invariance, Empirical evaluation of four models of buying and selling prices of gambles, Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function, Behavioral heterogeneity in dynamic search situations: theory and experimental evidence, Reference-dependent expected utility with incomplete preferences, Mixture models of choice under risk, `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk, Statistical treatment choice based on asymmetric minimax regret criteria, Fragility of the commons under prospect-theoretic risk attitudes, The ratio bias phenomenon: fact or artifact?, Re-examining the law of iterated expectations for Choquet decision makers, On the construction of optimal payoffs, An extended prospect theory -- VIKOR approach for emergency decision making with 2-dimension uncertain linguistic information, The participation puzzle with reference-dependent expected utility preferences, On a derivation of the Goldstein-Einhorn probability weighting functions, The St. Petersburg gamble and risk, Modelling the stochastic component of behaviour in experiments: Some issues for the interpretation of data, Testing prospect theories using probability tradeoff consistency, What is loss aversion?, A comparison of five models that predict violations of first-order stochastic dominance in risky decision making, Loss averse behavior, Great expectations. II: Generalized expected utility as a universal decision rule, Independence properties vis-à-vis several utility representations, The likelihood method for decision under uncertainty, Choices under ambiguity with familiar and unfamiliar outcomes, A cumulative perceived value-based dynamic user equilibrium model considering the travelers' risk evaluation on arrival time, Risk preferences of Australian academics: where retirement funds are invested tells the story, Expected utility theory and inner and outer measures of loss aversion, When expectations become aspirations: reference-dependent preferences and liquidity constraints, Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory, Discrete bipolar universal integrals, Marginal indemnification function formulation for optimal reinsurance, Inverse S-shaped probability weighting functions in first-price sealed-bid auctions, Risk averse decision making under catastrophic risk, Investment under duality risk measure, Modeling parking behavior under uncertainty: a static game theoretic versus a sequential neo-additive capacity modeling approach, Cumulative weighting optimization, On a decision rule supported by a forecasting stage based on the decision maker's coefficient of optimism, Risk pricing in a non-expected utility framework, Inverse portfolio problem with coherent risk measures, Do `big losses' in judgmental adjustments to statistical forecasts affect experts' behaviour?, Estimating risk preferences of bettors with different bet sizes, Upgrade auctions in build-to-order manufacturing with loss-averse customers, Portfolio optimization under loss aversion, Portfolio optimization with disutility-based risk measure, Optimal asset allocation: risk and information uncertainty, Probability weighting and L-moments, Allocation of tasks for reliability growth using multi-attribute utility, Comparing human behavior models in repeated Stackelberg security games: an extended study, From ambiguity aversion to a generalized expected utility. Modeling preferences in a quantum probabilistic framework, Risk decision analysis in emergency response: a method based on cumulative prospect theory, A monotone model of intertemporal choice, The leverage effect puzzle: the case of European sovereign credit default swap market, Power or loss aversion? Reinterpreting the bargaining weights in search and matching models, Emotional balance and probability weighting, Financial market equilibria with heterogeneous agents: CAPM and market segmentation, Utility maximization with a given pricing measure when the utility is not necessarily concave, Is there a plausible theory for decision under risk? A dual calibration critique, The foundations of probability with black swans, Consistent probability attitudes, Scale-free memory model for multiagent reinforcement learning. Mean field approximation and rock-paper-scissors dynamics, Loss aversion, On lottery sales, jackpot sizes and irrationality: a cautionary note, Financial market equilibria with cumulative prospect theory, Consumption paths under prospect utility in an optimal growth model, Optimistic and pessimistic decision making with dissonance reduction using interval-valued fuzzy sets, Sugeno integral based on absolutely monotone real set functions, Asymmetric integral as a limit of generated Choquet integrals based on absolutely monotone real set functions, Ambiguity aversion and the propensities for self-insurance and self-protection, Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences, Gradualness, uncertainty and bipolarity: making sense of fuzzy sets, Behavioral assumptions for a class of utility theories: a program of experiments, Separating curvature and elevation: a parametric probability weighting function, Fuzzy linear programming under interval uncertainty based on IFS representation, Hierarchical Bayesian parameter estimation for cumulative prospect theory, Dynamic portfolio choice and asset pricing with narrow framing and probability weighting, When normative and descriptive diverge: how to bridge the difference, Reconciling normative and behavioural economics: the problems to be solved, Optimal financial investments for non-concave utility functions, The role of fuzzy sets in decision sciences: old techniques and new directions, A characterization of the 2-additive Choquet integral through cardinal information, Parametric multi-attribute utility functions for optimal profit under risk constraints, Measuring the time stability of prospect theory preferences, Asset pricing in a Lucas fruit-tree economy with the best and worst in mind, A choice for `me' or for `us'? Using we-reasoning to predict cooperation and coordination in games, Behavioral biases and the representative agent, Fuzzy logic-based generalized decision theory with imperfect information, Utilities bounded below, Optimal portfolio choice for a behavioural investor in continuous-time markets, A decision-theoretic model of asset-price underreaction and overreaction to dividend news, When can expected utility handle first-order risk aversion?, The bipolar Choquet integral representation, Overbidding and overspreading in rent-seeking experiments: cost structure and prize allocation rules, A new characterization of comonotonicity and its application in behavioral finance, Risk behavior for gain, loss, and mixed prospects, Axiomatizing bounded rationality: the priority heuristic, Reconsidering the common ratio effect: the roles of compound independence, reduction, and coalescing, Probabilistic risk attitudes and local risk aversion: a paradox, Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study, Dealing with interaction between bipolar multiple criteria preferences in PROMETHEE methods, Rationalizing investors' choices, The optimal insurance under disappointment theories, Non-concave utility maximisation on the positive real axis in discrete time, Extended present bias: a direct experimental test, Randomized strategies and prospect theory in a dynamic context, Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment, Existence of solutions in non-convex dynamic programming and optimal investment, Quantum cognition and bounded rationality, Expected utility with uncertain probabilities theory, Incremental analysis for generalized TODIM, Testing for prospect and Markowitz stochastic dominance efficiency, Diversification preferences in the theory of choice, Multi-polar t-conorms and uninorms, Bipolar semicopulas, Behavior in the centipede game: a decision-theoretical perspective, A re-examination of the algebraic properties of the AHP as a ratio-scaling technique, Dynamic decision making: what do people do?, Self-protection against repeated low probability risks, Prospect theory for continuous distributions: a preference foundation, Uncertainty and measurement error in welfare models for risk changes, Bivariate models of optimism and pessimism in multi-criteria decision-making based on intuitionistic fuzzy sets, The Choquet integral with respect to a level dependent capacity, Framing effects in public goods: prospect theory and experimental evidence, Is risk-aversion hereditary?, Is majority consistency possible?, Causes of Allais common consequence paradoxes: an experimental dissection, The Möbius transform on symmetric ordered structures and its application to capacities on finite sets, Preference based subjective beliefs, Optimal allocation method of discrete manufacturing resources for demand coordination between suppliers and customers in a fuzzy environment, Non-expected route choice model under risk on stochastic traffic networks, Complementary symmetry in cumulative prospect theory with random reference, An examination of parallel versus coactive processing accounts of redundant-target audiovisual signal processing, Consistency of determined risk attitudes and probability weightings across different elicitation methods, Deciding about human lives: an experimental measure of risk attitudes under prospect theory, It takes all sorts: a heterogeneous agent explanation for prediction market mispricing, Equilibrium asset pricing with Epstein-Zin and loss-averse investors, A note on deriving rank-dependent utility using additive joint receipts, A theory of coarse utility, Discrete-time behavioral portfolio selection under cumulative prospect theory, A rank-dependent utility model of uncertain lifetime, The effect of the integrated service mode and travel time uncertainty on taxis network equilibrium, Domain-specific risk preference and cognitive ability, A critical note on salience theory of choice under risk, The pricing kernel puzzle: survey and outlook, Regret theory: a new foundation, Regret theory: state dominance and expected utility, Optimal insurance design with a bonus, On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations, Optimal investment strategies for participating contracts, Optimal investment with transaction costs under cumulative prospect theory in discrete time, Comment on Cenci et al. (2015): ``Half-full or half-empty? A model of decision making under risk, Risk analysis and decision theory: a bridge, The general Pettis-Sugeno integral of vector multifunctions relative to a vector fuzzy multimeasure, The park-and-ride behavior in a cumulative prospect theory-based model, Optimal investment and consumption when allowing terminal debt, Stake effects on ambiguity attitudes for gains and losses, Optimal inequality behind the veil of ignorance, A triple test for behavioral economics models and public health policy, An I-TODIM method for multi-attribute decision making with interval numbers, Dynamic approaches for some time-inconsistent optimization problems, Probabilism, representation theorems, and whether deliberation crowds out prediction, Prospect theory and tax evasion: a reconsideration of the Yitzhaki puzzle, Estimating cumulative prospect theory parameters from an international survey, Risk measures based on behavioural economics theory, How to split gains and losses? Experimental evidence of dictator and ultimatum games, Learning to set the reserve price optimally in laboratory first price auctions, An equilibrium model of the supply chain network under multi-attribute behaviors analysis, Probabilistically distorted risk-sensitive infinite-horizon dynamic programming, The effects of prior outcomes on risky choice: evidence from the stock market, Regret theory and equilibrium asset prices, Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study, European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions, A new methodology for hesitant fuzzy emergency decision making with unknown weight information, Credibilistic loss aversion Nash equilibrium for bimatrix games with triangular fuzzy payoffs, Project net present value estimation under uncertainty, Adaptive decision making via entropy minimization, Revisiting prospect theory and the newsvendor problem, Behavioral demand effects when buyers anticipate inventory shortages, Valuation of power option for uncertain financial market, Optimal investment of DC pension plan under short-selling constraints and portfolio insurance, Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints, On the optimality of path-dependent structured funds: the cost of standardization, Foresight, risk attitude, and utility maximization in naturalistic sequential high-stakes decision making, Stocks for the log-run and constant relative risk aversion preferences, Stochastic distortion and its transformed copula, On existence and uniqueness of the principle of equivalent utility under cumulative prospect theory, Optimal stopping and the sufficiency of randomized threshold strategies, An analysis of the generalized TODIM method, A commuter departure-time model based on cumulative prospect theory, The general theory of decisions, A configuration-based recommender system for supporting e-commerce decisions, Belief updating and the demand for information, An experiment on first-price common-value auctions with asymmetric information structures: the blessed winner, Loss aversion and rationality in the newsvendor problem under recourse option, Prospect dynamics and loss dominance, Budget-constrained optimal insurance without the nonnegativity constraint on indemnities, Multi-attribute non-expected utility, Bi-capacities. I: Definition, Möbius transform and interaction, Bi-capacities. II: The Choquet integral, It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice, Ranked additive utility representations of gambles: Old and new axiomatizations, More likely than unlikely, An index of loss aversion, Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces, Decision making for others: the case of loss aversion, Estimating the index of increase via balancing deterministic and random data, Newsvendor problem under complete uncertainty: a case of innovative products, Fuzzy optimality based decision making under imperfect information without utility, Generalized bipolar product and sum, Reference-dependent preferences, super-dominance and stochastic stability, Editorial: Introduction to quantum probability theory and its economic applications, Quantum-like model of subjective expected utility, Probability interference in expected utility theory, Testing ambiguity and Machina preferences within a quantum-theoretic framework for decision-making, A quantum-probabilistic paradigm: non-consequential reasoning and state dependence in investment choice, Approximate portfolio analysis, On the extension of pseudo-Boolean functions for the aggregation of interacting criteria., The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis, Options traders exhibit subadditive decision weights, A test of rank-dependent utility in the context of ambiguity, An experimental investigation of the impact of ambiguity on the valuation of self-insurance and self-protection, A new foundation for the mean-variance analysis, Coherent odds and subjective probability, Loss aversion and scale compatibility in two-attribute trade-offs, Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension, Subjective trusts and prospects: some practical remarks on decision making with imperfect information, Optimal consumption with reference to past spending maximum, Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation, Introduction to the special issue in honor of Peter Wakker, A gene-brain-behavior basis for familiarity bias in source preference, Individual-level loss aversion in riskless and risky choices, Composition rules in original and cumulative prospect theory, Risk aversion for losses and the Nash bargaining solution, How we decide shapes what we choose: decision modes track consumer decisions that help decarbonize electricity generation, Debiasing or regularisation? Two interpretations of the concept of `true preference' in behavioural economics, Selecting products through text reviews: an MCDM method incorporating personalized heuristic judgments in the prospect theory, Estimation of distributions via multilevel Monte Carlo with stratified sampling, Expected utility with threshold disappointment sensitivity, Interval-valued Choquet integral for set-valued mappings: definitions, integral representations and primitive characteristics, Tripartite evolutionary game analysis for ``deceive acquaintances behavior of e-commerce platforms in cooperative supervision, Expected utility versus cumulative prospect theory in an evolutionary model of bargaining, Option-implied lottery demand and IPO returns, Two-sided matching and strategic selection on freight resource sharing platforms, Portfolio optimization under safety first expected utility with nonlinear probability distortion, Characterization of positive homogeneity for the principle of equivalent utility, Risk-robust mechanism design for a prospect-theoretic buyer, Dynamic route and departure time choice model based on self-adaptive reference point and reinforcement learning, Decision making generalized by a cumulative probability weighting function, Optimal execution with price impact under cumulative prospect theory, On open $(c, \epsilon)$-balls in topological spaces that capture convergence in non-additive probability measure with probability-one coincidence, Network models to improve robot advisory portfolios, A numerical method for hedging Bermudan options under model uncertainty, Failure mode and effects analysis: an integrated approach based on rough set theory and prospect theory, Multi-stage multi-attribute decision-making method based on the prospect theory and triangular fuzzy MULTIMOORA, On reference dependence and complementary symmetry, S-shaped narrow framing, skewness and the demand for insurance, Towards a general class of parametric probability weighting functions, Nonmonotonic risk preferences over lottery comparison, An axiomatization of the Goldstein-Einhorn weighting functions, The comonotonic sure-thing principle, Judged knowledge and ambiguity aversion, Towards a more precise decision framework. A separation of the negative utility of chance from diminishing marginal utility and the preference for safety, On the potential for observational equivalence in experiments on risky choice when a power value function is assumed, The representative bettor, bet size, and prospect theory, Modeling uncertainty in multi-criteria decision analysis, Violations of betweenness or random errors?, Utility analysis, luxuries and risk, A prospect-theoretical interpretation of momentum returns, Static portfolio choice under cumulative prospect theory, Congestion-based leadtime quotation and pricing for revenue maximization with heterogeneous customers, A note on the utility function under prospect theory, Option price without expected utility, Loss aversion with multiple investment goals, Multi-stock portfolio optimization under prospect theory, Do financial professionals behave according to prospect theory? An experimental study, Optimal stopping under probability distortion, Segregation and integration: a study of the behaviors of investors with extended value functions, An $(R, S)$-norm information measure for hesitant fuzzy sets and its application in decision-making, Biased Bayesian learning with an application to the risk-free rate puzzle, D number theory based game-theoretic framework in adversarial decision making under a fuzzy environment, Stochastic maximum principle on a continuous-time behavioral portfolio model, Decisions under uncertainty in social contexts, Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans, An evolutionary game model of knowledge workers' counterproductive work behaviors based on preferences, A parsimonious model of subjective life expectancy, Market failure in light of non-expected utility, Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes, A comparison of regret theory and salience theory for decisions under risk, A neutral cross-efficiency evaluation method based on interval reference points in consideration of bounded rational behavior, Dynamic decision making under ambiguity: an experimental investigation, Day-to-day evolution model based on dynamic reference point with heterogeneous travelers, Fair dynamic valuation of insurance liabilities via convex hedging, A unified approach to the monotone integral-based premium principles under the CPT theory, An extended fuzzy TODIM approach for multiple-attribute decision-making with dual-connection numbers, Uncertain strike lookback options pricing with floating interest rate, Attention-driven probability weighting, Stochastic maximum principle under probability distortion, How do risk attitudes affect pro-social behavior? Theory and experiment, A new preference model that allows for narrow framing, Probabilistic-based expressions in behavioral multi-attribute decision making considering pre-evaluation, An inverse prospect theory-based algorithm in extended incomplete additive probabilistic linguistic preference relation environment and its application in financial products selection, Impossible worlds and partial belief, Selecting green third party logistics providers for a loss-averse fourth party logistics provider in a multiattribute reverse auction, Certainty-based marking on multiple-choice items: psychometrics meets decision theory, Competitive equilibria in a comonotone market, Discrete Arrow-Pratt indexes for risk and uncertainty, An inter-temporal CAPM based on first order stochastic dominance, An improved three-way decision model based on prospect theory, Do people maximize quantiles?, On the economic foundations of decision theory, Mathematical foundation of artificial intelligence, The loss-averse newsvendor problem with quantity-oriented reference point under CVaR criterion, A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness, Lack of prevalence of the endowment effect: an equilibrium analysis, A matching method for second-hand goods exchange considering loss aversion of buyer and seller in e-brokerage, The case of ``Less is more: modelling risk-preference with expected downside risk, Interval-valued hesitant fuzzy TODIM method for dynamic emergency responses, A new framework for multiple-criteria decision making: the baseline approach, Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory, Insurance premium-based shortfall risk measure induced by cumulative prospect theory, Speculative trading, prospect theory and transaction costs, Expected return -- expected loss approach to optimal portfolio investment, Probability weighting for losses and for gains among smallholder farmers in Uganda, Peril, prudence and planning as risk, avoidance and worry, A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations, Are employee stock option exercise decisions better explained through the prospect theory?, Option implied ambiguity and its information content: evidence from the subprime crisis, On the robustness of portfolio allocation under copula misspecification, Discriminating between preference functionals: A preliminary Monte Carlo study, Multi-agent fare optimization model of two modes problem and its analysis based on edge of chaos, Violations of betweenness and choice shifts in groups, Probability weighting, stop-loss and the disposition effect, The average risk sharing problem under risk measure and expected utility theory, Large-group risk dynamic emergency decision method based on the dual influence of preference transfer and risk preference, Modeling attitudes towards uncertainty and risk through the use of Choquet integral, Comonotonic independence: The critical test between classical and rank- dependent utility theories, Observing different orders of risk aversion, Making social trade-offs among lives, disabilities, and cost, Reference dependence in cumulative prospect theory., Coherence without additivity., Conditions for Choquet integral representation of the comonotonically additive and monotone functional., The effect of decision weights in bargaining problems., The symmetric and asymmetric Choquet integrals on finite spaces for decision making, Half-full or half-empty? A model of decision making under risk, Probability weights in rank-dependent utility with binary even-chance independence., A multiple criteria decision making method based on relative value distances, Reference-dependent subjective expected utility., Competitive insurance pricing with complete information, loss-averse utility and finitely many policies, Multi-objective optimization of urban bus network using cumulative prospect theory, Detecting heterogeneous risk attitudes with mixed gambles, Analyzing test-taking behavior: decision theory meets psychometric theory, The symmetric Sugeno integral., On the determination of strength of belief for decision support under uncertainty. I: Generating strengths of belief., What impacts the impact of rare events, Preferences representable by a lower expectation: Some characterizations, Disappointment aversion in internet bidding-decisions, Risk aversion when gains are likely and unlikely: Evidence from a natural experiment with large stakes, Dynamic choice, independence and emotions, A betting market: Description and a theoretical explanation of bets in Pelota matches, Utility of gambling. II: Risk, paradoxes, and data, Qualitative heuristics for balancing the pros and cons, A tractable method to measure utility and loss aversion under prospect theory, Third-generation prospect theory, Where does subjective expected utility fail descriptively?, Evaluating the injury risk associated with all-terrain vehicles: An application of Bayes' rule, One-reason decision-making: modeling violations of expected utility theory, Myopic risk-seeking: The impact of narrow decision bracketing on lottery play, An experimental investigation of violations of transitivity in choice under uncertainty, Job-market signaling and screening: An experimental comparison, Recent developments in modeling preferences: Uncertainty and ambiguity, Singular points in generalized concatenation structures that otherwise are homogeneous, Combining additive representations on subsets into an overall representation, Stochastic dominance theory for location-scale family, A closer look at the Russian roulette problem: a re-examination of the nonlinearity of the prospect theory's decision weight $\pi $, A preference foundation for Fehr and Schmidt's model of inequity aversion, Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman, Physics of risk and uncertainty in quantum decision making, Status quo bias, multiple priors and uncertainty aversion, Ambiguity and the value of information, Competence effects for choices involving gains and losses, The balancing Choquet integral, Economically relevant preferences for all observed epsilon, The behavioural components of risk aversion, Intertemporal choice under timing risk: an experimental approach, Stochastic expected utility theory, Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory, Parametric weighting functions, Risk aversion in the small and in the large: Calibration results for betweenness functionals, Naive, resolute or sophisticated? A study of dynamic decision making, Eliciting beliefs, The effects of beliefs versus risk attitude on bargaining outcomes, Risk preference modeling with conditional average: An application to portfolio optimization, An integrated operation module for individual risk management, Associative joint receipts, A spectrum of compromise aggregation operators for multi-attribute decision making, Representation of preferences on fuzzy measures by a fuzzy integral, Relative risk-value models, Regular fuzzy measure and representation of comonotonically additive functional, Recursive expected utility and the separation of attitudes towards risk and ambiguity: An experimental study, Framing effects as violations of extensionality, Preference structures and their numerical representations, Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses, Taste uncertainty and status quo effects in consumer choice, Multiagent system simulations of signal averaging in English auctions with two-dimensional value signals, Expected utility versus the changes in knowledge ahead, Satisficing in financial decision making - a theoretical and experimental approach to bounded rationality, Star-shaped probability weighting functions and overbidding in first-price auctions, A value function that explains the magnitude and sign effects, The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory, Construction of probability metrics on classes of investors, Changing the probability versus changing the reward, Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain, Restricting independence to convex cones, Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences, Special issue on Practical implications of basic research on uncertainty and utility, Quality-adjusted life years (QALY) utility models under expected utility and rank dependent utility assumptions, Probability weighting and utility curvature in QALY-based decision making, The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory, An axiomatization of cumulative prospect theory, Reduction invariance and Prelec's weighting functions, Knock-out for descriptive utility or experimental-design error?, Separating marginal utility and probabilistic risk aversion, From local to global additive representation, A variational model of preference under uncertainty, Violations of the betweenness axiom and nonlinearity in probability, Optimal consumption with reference-dependent preferences in on-the-job search and savings, The consumption-investment decision of a prospect theory household: a two-period model, Preference under risk in the presence of indistinguishable probabilities, Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk, The fundamental theorem of mutual insurance, Ambiguity aversion in first-price sealed-bid auctions, Dominated choices in a simple game with large stakes, A theoretical foundation of ambiguity measurement, Cross-efficiency aggregation method based on prospect consensus process, Indistinguishability of small probabilities, subproportionality, and the common ratio effect, On complementary symmetry under cumulative prospect theory, A survey of decision-making methods with probabilistic linguistic information: bibliometrics, preliminaries, methodologies, applications and future directions, Stochastic dominance tests, Sequential route choice modeling based on dynamic reference points and its empirical study, The two faces of independence: betweenness and homotheticity, Discrete bipolar pseudo-integrals, On distributionally robust optimization problems with $k$-th order stochastic dominance constraints induced by full random quadratic recourse, On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory, Evolutionary game of government subsidy strategy for prefabricated buildings based on prospect theory, Aversion to risk of regret and preference for positively skewed risks, Flexible utility function approximation via cubic Bezier splines, Three-reference-point decision-making method with incomplete weight information considering independent and interactive characteristics, Convergence results in Birkhoff weak integrability, Some properties of the optimal investment strategy in a behavioral portfolio choice model, Concave/convex weighting and utility functions for risk: a new light on classical theorems, Vaccination lottery, Detection of rare events with uncertain outcomes, When a combination of convexity and continuity forces monotonicity of preferences, Portfolio optimization with behavioural preferences and investor memory, A belief-dependent utility model, Asset allocation: new evidence through network approaches, A survey of decision making and optimization under uncertainty, A novel version of the TODIM method based on the exponential model of prospect theory: the ExpTODIM method, Prospect-theoretic Q-learning, A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity, A cumulative prospect theory explanation of gamblers cashing-out, The impact of a reference point determined by social comparison on wealth growth and inequality, Salience, systemic risk and spectral risk measures as capital requirements, Option-implied skewness: insights from ITM-options, Asymmetric micro-dynamics in spatial anonymous public goods game, Forecast aggregation via recalibration, Empirical properties of group preference aggregation methods employed in AHP: theory and evidence, Decision making in phantom spaces, Measurement analogies: comparisons of behavioral and physical measures, Standardized covariance. A measure of association, similarity and co-riskiness between choice options, Reconciling support theory and the book-making principle, On probabilities and loss aversion, Generalized real analysis and its applications, Preferences with frames: A new utility specification that allows for the framing of risks, Expected utility theory and prospect theory: One wedding and a decent funeral, Dual utilities on risk aggregation under dependence uncertainty, Two explicit Skorokhod embeddings for simple symmetric random walk, The consumption-investment decision of a prospect theory household: a two-period model with an endogenous second period reference level, Necessary and possible interaction between criteria in a 2-additive Choquet integral model, Risk apportionment: the dual story, Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach, Mean-variance analysis and the modified market portfolio, Risk decision-making method using interval numbers and its application based on the prospect value with multiple reference points, On the investment direction of a behavioral portfolio choice model, Electricity market equilibrium under information asymmetry, Soft rough Pythagorean $m$-polar fuzzy sets and Pythagorean $m$-polar fuzzy soft rough sets with application to decision-making, High price or low price? An experimental study on a markdown pricing policy, Behavioural economics and mathematics: chronicles of an alliance, Is the inf-convolution of law-invariant preferences law-invariant?, Dynamic consumption and portfolio choice under prospect theory, A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation, Emotion and knowledge in decision making under uncertainty, A Bayesian method for characterizing population heterogeneity, Partial liquidation under reference-dependent preferences, Weighted allocations, their concomitant-based estimators, and asymptotics, Cumulative prospect theory preferences in rent-seeking contests, An enhanced approach for two-sided matching with 2-tuple linguistic multi-attribute preference, Investors' risk preference characteristics based on different reference point, A revealed reference point for prospect theory, Delayed probabilistic risk attitude: a parametric approach, Income inequality and risk taking: the impact of social comparison information, On the predictive risk in misspecified quantile regression, Behavioral premium principles, Models of risky choice: a state-trace and signed difference analysis, A general approach to prior transformation, \textsc{QTest} 2.1: quantitative testing of theories of binary choice using Bayesian inference, Optimal investment with S-shaped utility and trading and value at risk constraints: an application to defined contribution pension plan, Managing non-homogeneous information and experts' psychological behavior in group emergency decision making, Extension of the TODIM method to intuitionistic linguistic multiple attribute decision making, Trapezoidal intuitionistic fuzzy multiattribute decision making method based on cumulative prospect theory and Dempster-Shafer theory, The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility, A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences, Satisficing versus optimality: criteria for sustainability, From uniform expected utility to uniform rank-dependent utility: an experimental study, Optimal contracting with moral hazard and behavioral preferences, Strong integral of multifunctions relative to a fuzzy measure, Downside loss aversion: winner or loser?, Bimodal bidding in experimental all-pay auctions, A bipolar approach in fuzzy multi-objective linear programming, Extended multi-polarity and multi-polar-valued fuzzy sets, Skewness seeking: risk loving, optimism or overweighting of small probabilities?, Within- versus between-country differences in risk attitudes: implications for cultural comparisons, Dynamic asset allocation with loss aversion in a jump-diffusion model, Multiattribute preference models with reference points, A note on ``Prospect theory and the newsvendor problem, Catastrophic risk: social influences on insurance decisions, The valuation ``by-tranche of composite investment instruments, Two new characterizations of universal integrals on the scale $[0,1$], Risk preferences and development revisited, What are the minimal requirements of rational choice? Arguments from the sequential-decision setting, The role of information search and its influence on risk preferences, The curse of hope, Shunning uncertainty: the neglect of learning opportunities, Evaluating decision maker ``type under $p$-additive utility representations, Social welfare functions with a reference income, Computational aspects of prospect theory with asset pricing applications, Capacities with values in compact Hausdorff lattices, Linear cumulative prospect theory with applications to portfolio selection and insurance demand, Quadratic distances for capacity and bi-capacity approximation and identification, Individual vs. couple behavior: an experimental investigation of risk preferences, Multi- and multi-polar capacities, Semi-parametric order-based generalized multivariate regression, Prospect theory and mutual fund flows, A three-way decision model based on cumulative prospect theory, On expected utility in optimal stopping of diffusions, Goal-based portfolio choice model with discounted preference, On the efficiency of neurally-informed cognitive models to identify latent cognitive states, Learning preferences from paired opposite-based semantics, Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance, Return smoothing in life insurance from a client perspective, A quantum-like model of selection behavior, The Ellsberg paradox: a challenge to quantum decision theory?, Multigranulation behavioral three-way group decisions under hesitant fuzzy linguistic environment, Contests with group size uncertainty: experimental evidence, The hybridisation of conflict: a prospect theoretic analysis, Random rank-dependent expected utility, Tripartite evolutionary game analysis of trust relationship between enterprises in a cloud manufacturing environment: a service composition perspective, Optimal asset allocation, consumption and retirement time with the variation in habitual persistence, A powerful tool for analyzing concave/convex utility and weighting functions, Testing constant absolute and relative ambiguity aversion, Revealed preferences under uncertainty: incomplete preferences and preferences for randomization, Non-cooperative games with prospect theory players and dominated strategies, Measuring time and risk preferences in an integrated framework, Is trading in the shortest-term index options profitable?, Optimal insurance under rank-dependent expected utility, Characterizations of risk aversion in cumulative prospect theory, Applying prospect theory to multiattribute problems with independence assumptions, What are axiomatizations good for?, Strategic framing to influence clients' risky decisions, Distance from a distance: the robustness of psychological distance effects, On some aspects of decision theory under uncertainty: rationality, price-probabilities and the Dutch book argument, Influence modeling: mathematical programming representations of persuasion under either risk or uncertainty, Pricing insurance contracts under cumulative prospect theory, A preference foundation for constant loss aversion, Lottery pricing under time pressure, Behavioral portfolio selection with loss control, Introduction to financial economics, Prospect theory and market quality, Using logarithmic derivative functions for assessing the risky weighting function for binary gambles, Compound invariance implies prospect theory for simple prospects, Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets, Evolutionary stability of prospect theory preferences, Quantile portfolio optimization under risk measure constraints, The connection between distortion risk measures and ordered weighted averaging operators, On iterative premium calculation principles under Cumulative Prospect Theory, Common consequence effects in pricing and choice, A note on weighted premium calculation principles, Multi-polar Choquet integral, Bipolar fuzzy integrals, A note on derivatives of functions with respect to fuzzy measures, The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity, Fast and frugal heuristics: rationality and the limits of naturalism, Behavioral multi-criteria decision analysis: the TODIM method with criteria interactions, A hybrid approach to combine fuzziness and randomness in travel choice prediction, Continuous ascending vs. pooled multiple unit auctions, Risk attributes theory: Decision making under risk, Security and potential level preferences with thresholds, Integrating long-term care insurance purchase decisions with saving and investment for retirement, Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory, How politicians make decisions: A political choice experiment, Negotiating wisely: Considerations based on MCDM/MAUT, Reference-dependent utility with shifting reference points and incomplete preferences, Mixed model prediction and small area estimation. 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A comprehensive and tractable semi-parametric method to elicit prospect theory components, Determinants of Experienced Utility: Laws and Implications, Location selection of electric vehicles charging stations by using the spherical fuzzy CPT-CoCoSo and D-CRITIC method, The correct formula of 1979 prospect theory for multiple outcomes, Goals and guesses as reference points: a field experiment on student performance, Skepticism and credulity: a model and applications to political spin, belief formation, and decision weights, Predictive decision making under risk and uncertainty: A support vector machines model, The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty, Alien Functional Equations: A Selective Survey of Results, Improving the estimation and predictions of small time series models, SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY, Multi-attribute decision-making method with triangular fuzzy numbers based on regret theory and the catastrophe progression method, An introduction to bipolar representations of information and preference, When are two portfolios better than one? A prospect theory approach, Fundamental Principles of Modeling in Macroeconomics, Betting against the Zen monk: on preferences and partial belief, Incremental preference elicitation with bipolar Choquet integrals, Ambiguity and the Bayesian Paradigm, Covered Call Writing and Framing: A Cumulative Prospect Theory Approach, Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses, Nash equilibria for relative investors via no-arbitrage arguments, Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory, Taking Risk into Account in Electricity Portfolio Management, Algebraic Structures for Bipolar Constraint-Based Reasoning, An analytical approach for behavioral portfolio model with time discounting preference, Bipolar and bivariate models in multicriteria decision analysis: Descriptive and constructive approaches, Behavioral multi-criteria decision analysis: further elaborations on the todim method, RISK-SEEKING VERSUS RISK-AVOIDING INVESTMENTS IN NOISY PERIODIC ENVIRONMENTS, OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION, A premium principle based on the g-integral, Triangular intuitionistic fuzzy random decision making based on combination of parametric estimation, score functions, and prospect theory, μ-Canonical fuzzy measure on (0, 1], Risk Aversion in Travel Mode Choice with Rank-Dependent Utility, ZOOMING IN ON AMBIGUITY ATTITUDES, All over the map: A worldwide comparison of risk preferences, Loss aversion and the price of risk, Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk, The Annuity Puzzle and an Outline of Its Solution, PROFIT SHARING IN HEDGE FUNDS, Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution, Improving the Design of Financial Products in a Multidimensional Black-Scholes Market, Comonotonic proper scoring rules to measure ambiguity and subjective beliefs, Test statistics for prospect and Markowitz stochastic dominances with applications, HOPE, FEAR, AND ASPIRATIONS, BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS, Ranking discrete outcome alternatives with partially quantified uncertainty, A Note on the Shape of the Probability Weighting Function, Do Bayesians Learn Their Way Out of Ambiguity?, Nonconvex Equilibrium Prices in Prediction Markets, Use of Insurance Against a Small Loss as an Incentive Strategy, Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models, Integration of Prospect Theory into the Outranking Approach PROMETHEE, Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging, The beta stochastic utility (β-SU), OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES, PORTFOLIO CHOICE VIA QUANTILES, Behavioral influences on strategic interactions outcomes in game theory models, Local Computation Schemes with Partially Ordered Preferences, Orderings and Probability Functionals Consistent with Preferences, Optimal Portfolio Choice Based on α-MEU Under Ambiguity, How do Non-Linear Relations of Social Macro-Variables Arise from Aggregation of Individual Decisions?, PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS, Effects of individual decision theory assumptions on predictions of cooperation in social dilemmas, Multi-polar Aggregation, On efficiency of mean–variance based portfolio selection in defined contribution pension schemes, Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities, Steam turbine fault diagnosis based on single-valued neutrosophic multigranulation rough sets over two universes, Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory, Cross-Efficiency Evaluation Method Taking Management Objectives as Reference Points from Peer Perspective, The optimal payoff for a Yaari investor, Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation, Does Gold Still Shelter Inflation, and, if so, When? Evidence From Four Countries, An extended hesitant group decision-making technique based on the prospect theory for emergency situations, The Cricket and the Ant: Organizational Trade-offs in Changing Environments, Kelly investing with downside risk control in a regime-switching market, Location Selection of Express Distribution Centre with Probabilistic Linguistic MABAC Method Based on the Cumulative Prospect Theory, Pricing risk when distributions are fat tailed, The bounded rationality of probability distortion, THE QUEST FOR RINGS ON BIPOLAR SCALES, Optimal asset allocation for participating contracts with mortality risk under minimum guarantee, A simple robust asset pricing model under statistical ambiguity, Computing Sensitivities for Distortion Risk Measures, Dual Moments and Risk Attitudes, When Risk Perception Gets in the Way: Probability Weighting and Underprevention, Dynamic Risked Equilibrium, Risk-Sensitive Reinforcement Learning via Policy Gradient Search, Reference Dependence and Market Participation, Behavioral Portfolio Optimization with Social Reference Point, OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON, On the Geometry of Nash and Correlated Equilibria with Cumulative Prospect Theoretic Preferences, Valuation of Research and Development Projects Using Buying and Selling Prices: Generalized Definitions, Behavioral Investors in Conic Market Models, Loss aversion in an agent-based asset pricing model, Weighted utility optimization of the participating endowment contract, Efficiency of Betting Markets and Rationality of Players: Evidence from the French 6/49 Lotto, Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment, Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions, Risk-Sensitive Reinforcement Learning, A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints, RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS, Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach, Decision Making When Things Are Only a Matter of Time, Evolutionary Tax Evasion, Prospect Theory and Heterogeneous Taxpayers, DISPLAYING UNCERTAIN INFORMATION ABOUT PROBABILITY: EXPERIMENTAL EVIDENCE, AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY, Agent-Based Computational Economics, Purchase Channel Decision Based on Prospect Theory in the Context of Showrooming, GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE, SKEWNESS‐AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE, An Individual’s Chosen Retirement Age: When is the Economically Feasible Retirement Age Chosen over the Anchor Provided by Known Others?, Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces, Oscillatory dynamics in the dilemma of social distancing, Mean–semivariance portfolio selection under probability distortion, ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES, A NOTE ON THE QUANTILE FORMULATION, ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS, OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY, Optimal insurance contract and coverage levels under loss aversion utility preference, Do the Wealthy Risk More Money? An Experimental Comparison, The Impact of Learning by Thought on Violations of Independence and Coalescing, Modeling Public–Private Partnerships in Disaster Management via Centralized and Decentralized Models, Equal Tails: A Simple Method to Elicit Utility Under Violations of Expected Utility, Equilibrium Notions for Agents with Cumulative Prospect Theory Preferences, Time-Consistent Conditional Expectation Under Probability Distortion, BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS, Multivalued Functions Integration: from Additive to Arbitrary Non-negative Set Function, Use and communication of probabilistic forecasts, Multiagent opinion dynamics influenced by individual susceptibility and anchoring effect, REALISTIC UTILITY VERSUS GAME UTILITY: A PROPOSAL FOR DEALING WITH THE SPREAD OF UNCERTAIN PROSPECTS, Nonconcave Optimal Investment with Value-at-Risk Constraint: An Application to Life Insurance Contracts, On the Optimal Investment, RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS, Unnamed Item, Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers, BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME, PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS, Probability weighting and default risk: a possible explanation for distressed stock puzzles, Implied volatility sentiment: a tale of two tails, Collective Choice May Tell Nothing About Anyone’s Individual Preferences, Basic Geometric Dispersion Theory of Decision Making Under Risk: Asymmetric Risk Relativity, New Predictions of Empirical Behaviors, and Risk Triad, Measuring Beliefs Under Ambiguity, Multi-criteria decision-making methods with optimism and pessimism based on Atanassov's intuitionistic fuzzy sets, Optimal portfolios under worst-case scenarios, Can utility optimization explain the demand for structured investment products?, Use and Applications of Non-Additive Measures and Integrals, Integral with Respect to a Non Additive Measure: An Overview, Optimal claims with fixed payoff structure, Myopic loss aversion, reference point, and money illusion, Optimal capital growth with convex shortfall penalties, A study of decision process in MCDM problems with large number of criteria, BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION, Multiple subordinated modeling of asset returns: Implications for option pricing, Right tail information and asset pricing, Mean-variance portfolio selection with non-negative state-dependent risk aversion, Extended TODIM Based on Cumulative Prospect Theory for Picture Fuzzy Multiple Attribute Group Decision Making, Diagnosis of lumbar degenerative disc disease by using Lp-spaces related to generalized interval-valued m-polar neutrosophic choquet integral Operator, Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy, Realization Utility with Path-Dependent Reference Points, Modeling Ethical and Operational Preferences in Automated Driving Systems, Stochastic Superiority Equilibrium in Game Theory, Rank-Dependent Utility and Risk Taking in Complete Markets, Combining prospect theory with fuzzy theory to handle disruption in production scheduling, Stay Home or Not? 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