Prospect theory for continuous distributions
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Publication:2481255
DOI10.1007/s11166-007-9029-2zbMath1133.91503MaRDI QIDQ2481255
Publication date: 9 April 2008
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/4268/3/PT-continuous.pdf
Prospect theory; Cumulative prospect theory; Continuity; First-order stochastic dominance; Probability weighting
91B70: Stochastic models in economics
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Cites Work
- Testing prospect theories using probability tradeoff consistency
- A comparison of five models that predict violations of first-order stochastic dominance in risky decision making
- Advances in prospect theory: cumulative representation of uncertainty
- Coalescing, event commutativity, and theories of utility
- Common consequence conditions in decision making under risk
- Violations of the betweenness axiom and nonlinearity in probability
- Existence and uniqueness of monotone measure-preserving maps
- Cumulative prospect theory and the St. Petersburg paradox
- The Framing of Decisions and the Psychology of Choice
- Prospect Theory: An Analysis of Decision under Risk
- Curvature of the Probability Weighting Function
- Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
