Risk Attitudes and Decision Weights
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Publication:4859512
DOI10.2307/2171769zbMath0836.90007OpenAlexW2120947277MaRDI QIDQ4859512
Publication date: 7 January 1996
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9e7ef7c306e5a3490c025a698c0b9e5ec1492f30
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Preference under risk in the presence of indistinguishable probabilities ⋮ Causes of Allais common consequence paradoxes: an experimental dissection ⋮ Introduction to the special issue in honor of Peter Wakker ⋮ A gene-brain-behavior basis for familiarity bias in source preference ⋮ Composition rules in original and cumulative prospect theory ⋮ Risk preferences and development revisited ⋮ Investment behavior under ambiguity: the case of pessimistic decision makers ⋮ Anchored preference relations ⋮ When Risk Perception Gets in the Way: Probability Weighting and Underprevention ⋮ Preference robust distortion risk measure and its application ⋮ Service facilities with risk‐averse customers: a simulation approach ⋮ Reference dependence in cumulative prospect theory. ⋮ Source and rank-dependent utility ⋮ Hurwicz expected utility and subjective sources ⋮ Half-full or half-empty? A model of decision making under risk ⋮ A test of (weak) certainty independence ⋮ Probability weights in rank-dependent utility with binary even-chance independence. ⋮ On the predictions of cumulative prospect theory for third and fourth order risk preferences ⋮ Comparing uncertainty aversion towards different sources ⋮ Are the treasures of game theory ambiguous? ⋮ Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions ⋮ On the determination of strength of belief for decision support under uncertainty. I: Generating strengths of belief. ⋮ Uncertainty aversion vs. competence: An experimental market study ⋮ Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis ⋮ ZOOMING IN ON AMBIGUITY ATTITUDES ⋮ All over the map: A worldwide comparison of risk preferences ⋮ Risk attributes theory: Decision making under risk ⋮ The premium as informational cue in insurance decision making ⋮ Small worlds: Modeling attitudes toward sources of uncertainty ⋮ Ambiguity made precise: A comparative foundation ⋮ Market failure in light of non-expected utility ⋮ The influence of probabilities on the response mode bias in utility elicitation ⋮ Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces ⋮ Do trade union leaders violate subjective expected utility? some insights from experimental data ⋮ Competence effects for choices involving gains and losses ⋮ Characteristics of semi-convex frontier optimization ⋮ Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory ⋮ Do Bayesians Learn Their Way Out of Ambiguity? ⋮ Equal Tails: A Simple Method to Elicit Utility Under Violations of Expected Utility ⋮ Equilibrium Notions for Agents with Cumulative Prospect Theory Preferences ⋮ Probability interference in expected utility theory ⋮ Imprecise probabilistic beliefs as a context for decision-making under ambiguity ⋮ Parametric weighting functions ⋮ Propensity for hedging and ambiguity aversion ⋮ Options traders exhibit subadditive decision weights ⋮ A test of rank-dependent utility in the context of ambiguity ⋮ The Nash bargaining solution for decision weight utility functions ⋮ Re-examining the law of iterated expectations for Choquet decision makers ⋮ Belief hedges: Measuring ambiguity for all events and all models ⋮ Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses ⋮ The topology of fear ⋮ Uncertainty and compound lotteries: calibration ⋮ Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences ⋮ Probability weighting and utility curvature in QALY-based decision making ⋮ A comparison of five models that predict violations of first-order stochastic dominance in risky decision making ⋮ The likelihood method for decision under uncertainty ⋮ Choices under ambiguity with familiar and unfamiliar outcomes
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