Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function
From MaRDI portal
Publication:730176
DOI10.1016/j.jmp.2016.06.003zbMath1396.91174OpenAlexW2469653312MaRDI QIDQ730176
Daniel H. Barch, Richard A. Chechile
Publication date: 23 December 2016
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmp.2016.06.003
Decision theory (91B06) Utility theory (91B16) Probabilistic games; gambling (91A60) Applications of statistics to psychology (62P15)
Related Items
A commuter departure-time model based on cumulative prospect theory ⋮ A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations
Cites Work
- Cumulative prospect theory's functional menagerie
- Parametric weighting functions
- Advances in prospect theory: cumulative representation of uncertainty
- Is ``generic utility theory a suitable theory of choice behavior for gambles with mixed gains and losses?
- Reduction invariance and Prelec's weighting functions
- Reassessing the testing of generic utility models for mixed gambles
- The importance of complexity in model selection
- Using logarithmic derivative functions for assessing the risky weighting function for binary gambles
- The Framing of Decisions and the Psychology of Choice
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Maximum likelihood identification of Gaussian autoregressive moving average models
- Prospect Theory: An Analysis of Decision under Risk
- Curvature of the Probability Weighting Function
- The Probability Weighting Function
- Algorithmic Solutions for Envy-Free Cake Cutting
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine