Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets
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Publication:2439799
DOI10.1016/j.econlet.2013.02.030zbMath1283.91043OpenAlexW1984234636MaRDI QIDQ2439799
Publication date: 17 March 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2013.02.030
Related Items (1)
Cites Work
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory
- Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman
- Advances in prospect theory: cumulative representation of uncertainty
- Cumulative prospect theory and the St. Petersburg paradox
- Prospect Theory: An Analysis of Decision under Risk
- The medium prizes paradox: Evidence from a simulated casino
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