Optimal stopping in a dynamic salience model
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Publication:6572253
DOI10.1111/IERE.12681zbMATH Open1545.91109MaRDI QIDQ6572253FDOQ6572253
Authors: Markus Dertwinkel-Kalt, Jonas Frey 
Publication date: 15 July 2024
Published in: International Economic Review (Search for Journal in Brave)
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Cites Work
- Advances in prospect theory: cumulative representation of uncertainty
- Prospect Theory: An Analysis of Decision under Risk
- A Theory of Disappointment Aversion
- Optimal stopping under probability distortion
- Behaviorally consistent optimal stopping rules
- Randomized strategies and prospect theory in a dynamic context
- Cautious Expected Utility and the Certainty Effect
- Salience theory of choice under risk
- Probability weighting, stop-loss and the disposition effect
- General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
- Optimal exit time from casino gambling: strategies of precommitted and naive gamblers
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