Preferences with frames: A new utility specification that allows for the framing of risks
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Publication:2270552
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Cites work
- Advances in prospect theory: cumulative representation of uncertainty
- Choice bracketing. (With commentaries)
- First order versus second order risk aversion
- Prospect Theory: An Analysis of Decision under Risk
- Prospect theory and asset prices
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- The framing of decisions and the psychology of choice
Cited in
(17)- Framing effects as violations of extensionality
- Framing effects on the strength of higher-order risk preferences
- Asset pricing with loss aversion
- Optimal insurance design under mean-variance preference with narrow framing
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- Explaining risk attitude in framing tasks by regulatory focus: a verbal protocol analysis and a simulation using fuzzy logic
- Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
- A new preference model that allows for narrow framing
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences
- Shifts of reference points for framing of strategic decisions and changing risk-return associations
- S-shaped narrow framing, skewness and the demand for insurance
- Myopic loss aversion, reference point, and money illusion
- Discrete-time behavioral portfolio selection under cumulative prospect theory
- Loss aversion with multiple investment goals
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors
- Existence of solutions in non-convex dynamic programming and optimal investment
- Loss aversion, survival and asset prices
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