Prospect theory for continuous distributions: a preference foundation

DOI10.1007/s11166-011-9118-0zbMath1214.91032MaRDI QIDQ544845

Amit Kothiyal, Vitalie Spinu, Peter P. Wakker

Publication date: 16 June 2011

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11166-011-9118-0

zbMATH Keywords

Continuous distributions; Preference foundations; Prospect theory; Unbounded utility

Mathematics Subject Classification ID

91B16: Utility theory

Related Items

Risk behavior for gain, loss, and mixed prospects, Randomized strategies and prospect theory in a dynamic context, Expected utility with uncertain probabilities theory, Probability weighting, stop-loss and the disposition effect, Optimal inequality behind the veil of ignorance, European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions, A theoretical foundation of ambiguity measurement, A survey of decision making and optimization under uncertainty, A revealed reference point for prospect theory, Behavioral premium principles

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