Comparative risk sensitivity with reference-dependent preferences
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Publication:1349048
DOI10.1023/A:1014015926103zbMATH Open1051.91048MaRDI QIDQ1349048FDOQ1349048
Authors: William S. Neilson 
Publication date: 21 May 2002
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
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Cited In (21)
- Comparative risk aversion
- A preference foundation for constant loss aversion
- Comparing risks with reference points: a stochastic dominance approach
- Reference dependence and market participation
- Loss aversion and perceptual risk aversion
- Downside loss aversion: winner or loser?
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- An index of loss aversion
- The gain-loss asymmetry and single-self preferences
- Axiomatic reference-dependence in behavior toward others and toward risk
- The Pearson system of utility functions
- Staying ahead and getting even: risk attitudes of experienced poker players
- The participation puzzle with reference-dependent expected utility preferences
- Loss averse behavior
- Individual-level loss aversion in riskless and risky choices
- A revealed reference point for prospect theory
- What is loss aversion?
- Risk aversion for losses and the Nash bargaining solution
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
- On probabilities and loss aversion
- Static portfolio choice under cumulative prospect theory
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