Choices under ambiguity with familiar and unfamiliar outcomes

DOI10.1007/S11238-005-5682-6zbMATH Open1126.91013OpenAlexW2070553286MaRDI QIDQ816095FDOQ816095

Authors: Marcello Basili, Alain Chateauneuf, Fulvio Fontini 

Publication date: 20 February 2006

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-005-5682-6

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Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

• Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
• The Probability Weighting Function
• Advances in prospect theory: cumulative representation of uncertainty
• Parameter-Free Elicitation of Utility and Probability Weighting Functions
• Prospect Theory: An Analysis of Decision under Risk
• An axiomatization of cumulative prospect theory
• Prospect theory: much ado about nothing?
• Violations of the betweenness axiom and nonlinearity in probability
• Making descriptive use of prospect theory to improve the prescriptive use of expected utility
• The Predictive Utility of Generalized Expected Utility Theories
• An axiomatization of cumulative prospect theory for decision under risk
• Nash equilibrium under Knightian uncertainty: Breaking down backward induction
• Ambiguous games
• What determines the shape of the probability weighting function under uncertainty?
• Measuring the utility of losses by means of the tradeoff method
• Risk Attitudes and Decision Weights
• The data of Levy and Levy (2002) ``Prospect theory: much ado about nothing? actually support prospect theory
• An experimental test of loss aversion
• Probability weighting in choice under risk: An empirical test
• The risk-structure dependence effect: Experimenting with an eye to decision-aiding

Cited In (7)

• Risk perception and ambiguity in a quantile cumulative prospect theory
• Title not available (Why is that?)
• Robust portfolio optimization with a generalized expected utility model under ambiguity
• Extreme events and entropy: a multiple quantile utility model
• Newsvendor problem under complete uncertainty: a case of innovative products
• Competence effects for choices involving gains and losses
• Uncertainty in the traveler's dilemma

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