Estimating cumulative prospect theory parameters from an international survey
From MaRDI portal
Publication:1707539
DOI10.1007/s11238-016-9582-8zbMath1395.91188OpenAlexW2551646293MaRDI QIDQ1707539
Marc Oliver Rieger, Thorsten Hens, Mei Wang
Publication date: 3 April 2018
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-016-9582-8
loss aversionprospect theoryrisk preferencescumulative prospect theoryprobability weightingcross-country comparison
Related Items (6)
Return smoothing in life insurance from a client perspective ⋮ Sequential route choice modeling based on dynamic reference points and its empirical study ⋮ All over the map: A worldwide comparison of risk preferences ⋮ Vaccination lottery ⋮ A neutral cross-efficiency evaluation method based on interval reference points in consideration of bounded rational behavior ⋮ Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model
Cites Work
- Unnamed Item
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- Incorporating framing into prospect theory modeling: a mixture-model approach
- What is loss aversion?
- Reflections on gains and losses: a \(2 \times 2 \times 7\) experiment
- Advances in prospect theory: cumulative representation of uncertainty
- On probabilities and loss aversion
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Within- versus between-country differences in risk attitudes: implications for cultural comparisons
- Evolutionary stability of prospect theory preferences
- Cumulative prospect theory and the St. Petersburg paradox
- Gender, financial risk, and probability weights
- Cross-Cultural Differences in Risk Perception, but Cross-Cultural Similarities in Attitudes Towards Perceived Risk
- Prospect Theory
- Prospect Theory: An Analysis of Decision under Risk
This page was built for publication: Estimating cumulative prospect theory parameters from an international survey