Risk behavior for gain, loss, and mixed prospects
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Recommendations
- Advances in prospect theory: cumulative representation of uncertainty
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Cites work
- A microeconometric test of alternative stochastic theories of risky choice
- A tractable method to measure utility and loss aversion under prospect theory
- Advances in prospect theory: cumulative representation of uncertainty
- An axiomatization of cumulative prospect theory
- An axiomatization of cumulative prospect theory for decision under risk
- An empirical test of gain-loss separability in prospect theory
- Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
- Comonotonic independence: The critical test between classical and rank- dependent utility theories
- Curvature of the Probability Weighting Function
- Exploring higher order risk effects
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Investigating risky choices over losses using experimental data
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice
- Loss averse behavior
- Making descriptive use of prospect theory to improve the prescriptive use of expected utility
- Measuring the time stability of prospect theory preferences
- On the validity of the random lottery incentive system
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Parametric weighting functions
- Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
- Prospect Theory: An Analysis of Decision under Risk
- Prospect theory for continuous distributions: a preference foundation
- Prospect theory. For risk and ambiguity.
- Prospect theory: much ado about nothing?
- Reasons for rank-dependent utility evaluation
- Research Bibliography—Stochastic Dominance: A Research Bibliography
- Risk aversion in RDEU
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Risk aversion or myopia? Choices in repeated gambles and retirement investments
- Separating curvature and elevation: a parametric probability weighting function
- Special theory of relativity through the Doppler effect
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- Testing descriptive utility theories: Violations of stochastic dominance and cumulative independence
- The Predictive Utility of Generalized Expected Utility Theories
- The Probability Weighting Function
- The data of Levy and Levy (2002) ``Prospect theory: much ado about nothing? actually support prospect theory
- The impact of incentives upon risky choice experiments
- Three new tests of independence that differentiate models of risky decision making
- Violations of cumulative prospect theory in mixed gambles with moderate probabilities
- Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
- What is loss aversion?
Cited in
(16)- The case of ``Less is more: modelling risk-preference with expected downside risk
- Reflections on gains and losses: a \(2 \times 2 \times 7\) experiment
- Moment Risks: Investment for Self and for a Firm
- Advances in prospect theory: cumulative representation of uncertainty
- An experimental test of loss aversion
- The valuation ``by-tranche of composite investment instruments
- Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman
- Testing for risk aversion: A stochastic dominance approach
- Risk and rationality: uncovering heterogeneity in probability distortion
- An empirical test of gain-loss separability in prospect theory
- Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses
- Mixed risk aversion
- Do financial professionals behave according to prospect theory? An experimental study
- It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice
- Risk attitudes of children and adults: Choices over small and large probability gains and losses
- Violations of cumulative prospect theory in mixed gambles with moderate probabilities
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