A preference foundation for constant loss aversion

DOI10.1016/j.jmateco.2011.11.003zbMath1236.91071OpenAlexW2014393765MaRDI QIDQ2427871

H. J. M. Peters

Publication date: 18 April 2012

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

Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/40a104b6-98ad-4b79-bfbe-361cb93a128b

zbMATH Keywords

loss aversiondecision making under riskreference outcome

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (8)

Introduction to the special issue in honor of Peter Wakker ⋮ Risk aversion for losses and the Nash bargaining solution ⋮ The stochastic mitra-wan forestry model: risk neutral and risk averse cases ⋮ The Kalai-Smorodinsky bargaining solution with loss aversion ⋮ Credibilistic loss aversion Nash equilibrium for bimatrix games with triangular fuzzy payoffs ⋮ Alternating offers bargaining with loss aversion ⋮ Subgame perfect equilibrium in the Rubinstein bargaining game with loss aversion ⋮ Reference-dependent aggregation in multi-attribute group decision-making

Cites Work

• Advances in prospect theory: cumulative representation of uncertainty
• Reference dependence in cumulative prospect theory.
• Reference-dependent subjective expected utility.
• Loss aversion equilibrium
• An index of loss aversion
• On loss aversion in bimatrix games
• Reference-dependent utility with shifting reference points and incomplete preferences
• Loss Aversion and Seller Behavior: Evidence from the Housing Market
• A Model of Reference-Dependent Preferences*
• Prospect Theory: An Analysis of Decision under Risk
• An Axiomatic Approach to Measurable Utility

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