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- scientific article; zbMATH DE number 3769296 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3086058 (Why is no real title available?)
- A Characterization of Quality-Adjusted Life-Years Under Cumulative Prospect Theory
- Advances in prospect theory: cumulative representation of uncertainty
- Alternative Approaches to the Theory of Choice in Risk-Taking Situations
- An axiomatization of cumulative prospect theory
- An axiomatization of cumulative prospect theory for decision under risk
- An experimental test of loss aversion
- Comparative risk sensitivity with reference-dependent preferences
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- Exposition of a New Theory on the Measurement of Risk
- First order versus second order risk aversion
- Individual Sense of Justice: A Utility Representation
- Loss aversion equilibrium
- Making descriptive use of prospect theory to improve the prescriptive use of expected utility
- Measuring the utility of losses by means of the tradeoff method
- Myopic Loss Aversion and the Equity Premium Puzzle
- Neoclassical Theory Versus Prospect Theory: Evidence from the Marketplace
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Perception of probabilities in situations of risk: a case based approach
- Prospect Theory: An Analysis of Decision under Risk
- Prospect theory and asset prices
- Rank- and sign-dependent linear utility models for finite first-order gambles
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
- Reference dependence in cumulative prospect theory.
- Reference-dependent subjective expected utility.
- Relative Risk Aversion
- Risk Aversion in the Small and in the Large
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Separating marginal utility and probabilistic risk aversion
- Sources of Bias in Assessment Procedures for Utility Functions
- Subjective Probability and Expected Utility without Additivity
- The Dual Theory of Choice under Risk
Cited in
(66)- On probabilities and loss aversion
- Static portfolio choice under cumulative prospect theory
- Optimal investment and consumption when allowing terminal debt
- Technical Note—Ranking Distributions When Only Means and Variances Are Known
- A preference foundation for constant loss aversion
- The behavioural components of risk aversion
- OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION
- Behavioral heterogeneity in dynamic search situations: theory and experimental evidence
- Expected utility theory and inner and outer measures of loss aversion
- A tractable method to measure utility and loss aversion under prospect theory
- Framing effects in public goods: prospect theory and experimental evidence
- Loss aversion
- Reference dependence and market participation
- Prospect and Markowitz stochastic dominance
- All over the map: A worldwide comparison of risk preferences
- When normative and descriptive diverge: how to bridge the difference
- Introduction to the special issue in honor of Peter Wakker
- Loss aversion and perceptual risk aversion
- Prospect theory and tax evasion: a reconsideration of the Yitzhaki puzzle
- A parametric analysis of prospect theory's functionals for the general population
- The Kalai-Smorodinsky bargaining solution with loss aversion
- Joint pricing and inventory control for additive demand models with reference effects
- A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity
- Prospect theory in multiple price list experiments: further insights on behaviour in the loss domain
- PROFIT SHARING IN HEDGE FUNDS
- Downside loss aversion: winner or loser?
- Reference-dependent expected utility with incomplete preferences
- Loss aversion and consumption plans with stochastic reference points
- Fragility of the commons under prospect-theoretic risk attitudes
- Optimal exit time from casino gambling: strategies of precommitted and naive gamblers
- Optimizing hedonic editing for multiple outcomes: an algorithm
- Risk preferences and development revisited
- Comparing uncertainty aversion towards different sources
- Probability weighting and L-moments
- S-shaped narrow framing, skewness and the demand for insurance
- The ratio bias phenomenon: fact or artifact?
- Detecting heterogeneous risk attitudes with mixed gambles
- Can loss aversion explain sourcing diversification under supply risk?
- scientific article; zbMATH DE number 7370632 (Why is no real title available?)
- Reference dependence, expectations and anchoring in the Becker-DeGroot-Marschak mechanism
- Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting
- Optimal consumption sequences under habit formation and satiation
- Rethinking risk attitude: Aspiration as pure risk
- The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
- Do financial professionals behave according to prospect theory? An experimental study
- Certainty-based marking on multiple-choice items: psychometrics meets decision theory
- The participation puzzle with reference-dependent expected utility preferences
- Optimal investment with transaction costs under cumulative prospect theory in discrete time
- All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components
- Loss averse behavior
- Pareto utility
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation
- Risk aversion and expected utility of consumption over time
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Loss aversion and scale compatibility in two-attribute trade-offs
- Individual-level loss aversion in riskless and risky choices
- A central limit theorem, loss aversion and multi-armed bandits
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
- Multi-stock portfolio optimization under prospect theory
- Randomized strategies and prospect theory in a dynamic context
- A revealed reference point for prospect theory
- Portfolio performance evaluation with loss aversion
- What is loss aversion?
- Risk aversion for losses and the Nash bargaining solution
- Loss aversion and the price of risk
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
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