Consistency of determined risk attitudes and probability weightings across different elicitation methods
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Publication:1648922
DOI10.1007/S11238-017-9616-XzbMATH Open1397.91206OpenAlexW2663295205MaRDI QIDQ1648922FDOQ1648922
Authors: Golo-Friedrich Bauermeister, Daniel Hermann, Oliver Mußhoff
Publication date: 5 July 2018
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-017-9616-x
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probability weightingcumulative prospect theoryrisk attitudeTanaka-Camerer-Nguyen methodWakker-Deneffe method
Cites Work
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- The Probability Weighting Function
- Cumulative prospect theory's functional menagerie
- Advances in prospect theory: cumulative representation of uncertainty
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Prospect Theory: An Analysis of Decision under Risk
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Making descriptive use of prospect theory to improve the prescriptive use of expected utility
- Gender, financial risk, and probability weights
- Bounded rationality in individual decision making
- Subjective probability weighting and the discovered preference hypothesis
- Elicitation using multiple price list formats
- Which error story is best?
- Risk aversion elicitation: reconciling tractability and bias minimization
Cited In (4)
- The Midweight Method to Measure Attitudes Toward Risk and Ambiguity
- Prospect theory in multiple price list experiments: further insights on behaviour in the loss domain
- Lottery- and survey-based risk attitudes linked through a multichoice elicitation task
- Stability of probability effects in utility elicitation
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