Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences
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Publication:6664587
DOI10.1016/J.JET.2024.105925MaRDI QIDQ6664587FDOQ6664587
Authors: Xue Dong He, Sang Hu 
Publication date: 16 January 2025
Published in: Journal of Economic Theory (Search for Journal in Brave)
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Cites Work
- The Probability Weighting Function
- Investment and consumption without commitment
- Advances in prospect theory: cumulative representation of uncertainty
- Prospect Theory: An Analysis of Decision under Risk
- A model of reference-dependent preferences
- Cumulative prospect theory and the St. Petersburg paradox
- Optimal stopping under probability distortion
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach
- First order versus second order risk aversion
- Prospect theory and asset prices
- Randomized strategies and prospect theory in a dynamic context
- Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model
- Optimal Stopping Under Probability Distortions
- Probability weighting, stop-loss and the disposition effect
- Time-consistent stopping under decreasing impatience
- On time-inconsistent stopping problems and mixed strategy stopping times
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
- 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
- Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency
- Stochastic Analysis, Filtering, and Stochastic Optimization
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