Loss aversion and perceptual risk aversion
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Publication:2497772
DOI10.1016/J.JMP.2006.03.001zbMATH Open1184.91074OpenAlexW2005175219MaRDI QIDQ2497772FDOQ2497772
Authors: Mario Alessandro Maggi 
Publication date: 4 August 2006
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmp.2006.03.001
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Cites Work
- The Probability Weighting Function
- Advances in prospect theory: cumulative representation of uncertainty
- Prospect Theory: An Analysis of Decision under Risk
- Myopic Loss Aversion and the Equity Premium Puzzle
- An index of loss aversion
- Stochastic dominance and prospect dominance with subjective weighting functions
- What is loss aversion?
- Reference dependence in cumulative prospect theory.
- Measuring the utility of losses by means of the tradeoff method
- Comparative risk sensitivity with reference-dependent preferences
- Amos Tversky and the ascent of behavioral economics
Cited In (15)
- A preference foundation for constant loss aversion
- Hedonic Utility, Loss Aversion and Moral Hazard
- The behavioural components of risk aversion
- Risk-induced discounting
- Loss aversion
- A behavioral definition of loss aversion
- Degeneracy resolution for bilinear utility functions
- Loss aversion equilibrium
- On loss aversion, level-1 reasoning, and betting
- A note on the utility function under prospect theory
- Aversion to risk of regret and preference for positively skewed risks
- Comparative risk sensitivity with reference-dependent preferences
- What is loss aversion?
- Loss aversion and the price of risk
- On probabilities and loss aversion
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