Loss aversion

DOI10.1007/s00199-009-0504-7zbMath1203.91076OpenAlexW4229907275MaRDI QIDQ617351

Pavlo R. Blavatskyy

Publication date: 21 January 2011

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-009-0504-7

zbMATH Keywords

loss aversionprobabilistic choicerank-dependent utility theorymore loss averse thannonmonetary outcomes

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Utility theory (91B16)

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Expected utility theory and inner and outer measures of loss aversion, Risk aversion for losses and the Nash bargaining solution, Probability weighting and L-moments, A behavioral definition of loss aversion, Probabilistic choice and stochastic dominance, Comparing uncertainty aversion towards different sources, Anticipated regret as an explanation of uncertainty aversion, A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity, A revealed reference point for prospect theory

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