Options traders exhibit subadditive decision weights
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Publication:1817324
DOI10.1007/BF00055335zbMath0861.90037MaRDI QIDQ1817324
Amos Tversky, Brett A. Rogers, Craig R. Fox
Publication date: 14 January 1997
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
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Cites Work
- Expected utility with purely subjective non-additive probabilities
- Continuous subjective expected utility with non-additive probabilities
- Rank- and sign-dependent linear utility models for finite first-order gambles
- Advances in prospect theory: cumulative representation of uncertainty
- An axiomatization of cumulative prospect theory
- Subjective Probability and Expected Utility without Additivity
- Prospect Theory: An Analysis of Decision under Risk
- Curvature of the Probability Weighting Function
- The Dual Theory of Choice under Risk
- Risk Attitudes and Decision Weights
- Ambiguity Aversion and Comparative Ignorance
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