Cumulative prospect theory and the St. Petersburg paradox

DOI10.1007/s00199-005-0641-6zbMath1145.91328OpenAlexW2061411014WikidataQ56286551 ScholiaQ56286551MaRDI QIDQ2502345

Mei Wang, Marc Oliver Rieger

Publication date: 12 September 2006

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/32060

zbMATH Keywords

St. Petersburg paradoxCumulative prospect theoryProbability weighting function

Mathematics Subject Classification ID

Utility theory (91B16) Characterization and structure theory of statistical distributions (62E10)

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