A further examination of cumulative prospect theory parameterizations
From MaRDI portal
Publication:5959925
DOI10.1023/A:1013225326328zbMath1001.91013MaRDI QIDQ5959925
Jill Stowe, William S. Neilson
Publication date: 11 April 2002
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
expected utility theoryAllais paradoxcumulative prospect theoryprobability weighting functionrank-dependent utilityrisk attitudes
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