On complementary symmetry under cumulative prospect theory

DOI10.1016/j.jmp.2019.102312zbMath1437.91201OpenAlexW2998884584WikidataQ126378856 ScholiaQ126378856MaRDI QIDQ2177479

Jacek Chudziak

Publication date: 6 May 2020

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2019.102312

zbMATH Keywords

cumulative prospect theoryselling pricebuying pricecomplementary symmetry

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (4)

A one-line proof for complementary symmetry ⋮ Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization ⋮ On reference dependence and complementary symmetry ⋮ A consequence of complementary symmetry

Cites Work

• Empirical evaluation of four models of buying and selling prices of gambles
• Advances in prospect theory: cumulative representation of uncertainty
• Complementary symmetry in cumulative prospect theory with random reference
• Parameter-Free Elicitation of Utility and Probability Weighting Functions
• Solution of a functional equation arising from utility that is both separable and additive
• The Probability Weighting Function
• Risk Aversion in the Small and in the Large
• Certainty Equivalent under Cumulative Prospect Theory

This page was built for publication: On complementary symmetry under cumulative prospect theory