Prospect theory. For risk and ambiguity.
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Publication:3559189
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- Risk perception and ambiguity in a quantile cumulative prospect theory
- A framework for measures of risk under uncertainty
- Empirical evaluation of third-generation prospect theory
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Belief hedges: Measuring ambiguity for all events and all models
- scientific article; zbMATH DE number 45418 (Why is no real title available?)
- When Risk Perception Gets in the Way: Probability Weighting and Underprevention
- Prospect theory, indifference curves, and hedging risks
- scientific article; zbMATH DE number 2227260 (Why is no real title available?)
- Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure
- Violations of coalescing in parametric utility measurement
- Use of insurance against a small loss as an incentive strategy
- Delayed probabilistic risk attitude: a parametric approach
- Trichotomic discounted utility
- Decision making in the environment of heterogeneous uncertainty
- A theoretical foundation of ambiguity measurement
- A logico-geometric comparison of coherence for non-additive uncertainty measures
- A life-cycle model with ambiguous survival beliefs
- Heterogeneity of probability weighting in investment decisions
- Subjective expected utility without preferences
- Framing of incentives and effort provision
- Guilt moderation
- A survey of decision making and optimization under uncertainty
- Multicriteria decision making inspired by human cognitive processes
- Propensity for hedging and ambiguity aversion
- Who saves more, the naive or the sophisticated agent?
- Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity
- Expected utility theory and inner and outer measures of loss aversion
- On the cardinal utility equivalence of biseparable preferences
- Behavioral premium principles
- Fast and frugal heuristics: rationality and the limits of naturalism
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- The overconfident and optimistic price-setting newsvendor
- A rank-dependent utility model of uncertain lifetime
- Probabilistically distorted risk-sensitive infinite-horizon dynamic programming
- Choquet operators and belief functions
- Do Bayesians Learn Their Way Out of Ambiguity?
- Probability weighting for losses and for gains among smallholder farmers in Uganda
- Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
- Reference dependent ambiguity
- Violations of betweenness and choice shifts in groups
- All over the map: A worldwide comparison of risk preferences
- When normative and descriptive diverge: how to bridge the difference
- Parametric multi-attribute utility functions for optimal profit under risk constraints
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
- A framework for the analysis of self-confirming policies
- Composition rules in original and cumulative prospect theory
- Introduction to the special issue in honor of Peter Wakker
- How we decide shapes what we choose: decision modes track consumer decisions that help decarbonize electricity generation
- Optimality of deductible: a characterization, with application to Yaari's dual theory
- The impact of experience on decisions based on pre-choice samples and the face-or-cue hypothesis
- A behavioral definition of loss aversion
- The Ellsberg paradox: a challenge to quantum decision theory?
- Preferences over all random variables: incompatibility of convexity and continuity
- A canon of probabilistic rationality
- Modeling Ethical and Operational Preferences in Automated Driving Systems
- Optimal stopping and the sufficiency of randomized threshold strategies
- Subjective foundation of possibility theory: Anscombe-Aumann approach
- Social and strategic ambiguity versus betrayal aversion
- Measuring risk aversion with lists: a new bias
- Base topologies and convergence in nonadditive measure
- Measuring the time stability of prospect theory preferences
- Negative recency, randomization device choice, and reduction of compound lotteries
- Prospect theory in multiple price list experiments: further insights on behaviour in the loss domain
- The valuation ``by-tranche of composite investment instruments
- Towards a Bayesian theory of second-order uncertainty: lessons from non-standard logics
- Beyond the Pearson correlation: heavy-tailed risks, weighted Gini correlations, and a Gini-type weighted insurance pricing model
- Zooming in on ambiguity attitudes
- Underestimation of probabilities modifications: characterization and economic implications
- Lottery- and survey-based risk attitudes linked through a multichoice elicitation task
- Expected utility versus cumulative prospect theory in an evolutionary model of bargaining
- When a combination of convexity and continuity forces monotonicity of preferences
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- Discrete Arrow-Pratt indexes for risk and uncertainty
- A dual approach to ambiguity aversion
- scientific article; zbMATH DE number 4085360 (Why is no real title available?)
- An experimental test of reduction invariance
- Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds
- Source and rank-dependent utility
- Learning in games with cumulative prospect theoretic preferences
- The price for information about probabilities and its relation with risk and ambiguity
- Weighted allocations, their concomitant-based estimators, and asymptotics
- Ambiguity and the Bayesian paradigm
- On attitude polarization under Bayesian learning with non-additive beliefs
- Fragility of the commons under prospect-theoretic risk attitudes
- A premium principle based on the \(g\)-integral
- scientific article; zbMATH DE number 50042 (Why is no real title available?)
- Randomization and dynamic consistency
- Necessary and possible interaction between criteria in a 2-additive Choquet integral model
- Mathematical foundation of artificial intelligence
- Bayesian decision theory and stochastic independence
- Risk-robust mechanism design for a prospect-theoretic buyer
- Optimizing hedonic editing for multiple outcomes: an algorithm
- On the geometry of Nash and correlated equilibria with cumulative prospect theoretic preferences
- A unified approach to the monotone integral-based premium principles under the CPT theory
- Attention-driven probability weighting
- On the convex hull of \(k\)-additive 0-1 capacities and its application to model identification in decision making
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