Composition rules in original and cumulative prospect theory
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Publication:2125255
DOI10.1007/S11238-022-09873-0zbMATH Open1484.91186OpenAlexW4293100469MaRDI QIDQ2125255FDOQ2125255
Authors: Richard Gonzalez, George Wu 
Publication date: 13 April 2022
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-022-09873-0
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Cites Work
- The Dual Theory of Choice under Risk
- Prospect theory. For risk and ambiguity.
- Risk and rationality: uncovering heterogeneity in probability distortion
- 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
- Ambiguity Aversion and Comparative Ignorance
- An axiomatization of cumulative prospect theory
- Characterizing optimism amd pessimism directly through comonotonicity
- The framing of decisions and the psychology of choice
- Prospect theory: much ado about nothing?
- Violations of the betweenness axiom and nonlinearity in probability
- Title not available (Why is that?)
- Curvature of the Probability Weighting Function
- Title not available (Why is that?)
- Title not available (Why is that?)
- Gender, financial risk, and probability weights
- On the intuition of rank-dependent utility
- From aggregate betting data to individual risk preferences
- A belief-based account of decision under uncertainty
- Separating marginal utility and probabilistic risk aversion
- A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
- Hierarchical Bayesian parameter estimation for cumulative prospect theory
- Detecting failures of backward induction: Monitoring information search in sequential bargaining
- Common consequence conditions in decision making under risk
- Anticipated utility: A measure representation approach
- Risk Attitudes and Decision Weights
- Rank- and sign-dependent linear utility models for finite first-order gambles
- The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory
- The data of Levy and Levy (2002) ``Prospect theory: much ado about nothing? actually support prospect theory
- Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
- On the Empirical Validity of Cumulative Prospect Theory: Experimental Evidence of Rank‐Independent Probability Weighting
- Testing prospect theories using probability tradeoff consistency
- Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory
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