Composition rules in original and cumulative prospect theory

DOI10.1007/S11238-022-09873-0MaRDI QIDQ2125255zbMATH OpenOpenAlexFDO

Authors Richard Gonzalez, George Wu

Publication date 13 April 2022

Published in Theory and Decision (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11238-022-09873-0

zbMATH Keywords

prospect theoryprobability weighting functionrank-dependent expected utilitycomposition rules

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

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• scientific article; zbMATH DE number 1510510 (Why is no real title available?)
• scientific article; zbMATH DE number 920136 (Why is no real title available?)
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Cited in

(1)

• The correct formula of 1979 prospect theory for multiple outcomes

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