Curvature of the Probability Weighting Function

DOI10.1287/mnsc.42.12.1676zbMath0893.90003OpenAlexW1978844375MaRDI QIDQ4361487

Richard Gonzalez, George Wu

Publication date: 16 August 1998

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.42.12.1676

zbMATH Keywords

prospect theoryrisk aversionrank-dependent utility theoriesS-shaped weighting function

Mathematics Subject Classification ID

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