Third-generation prospect theory
From MaRDI portal
Publication:941735
Recommendations
Cites work
- "Preference Reversal" and the Observability of Preferences by Experimental Methods
- A microeconometric test of alternative stochastic theories of risky choice
- A model of reference-dependent preferences
- Advances in prospect theory: cumulative representation of uncertainty
- An axiomatization of cumulative prospect theory
- Are preference reversals errors? An experimental investigation
- Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
- Curvature of the Probability Weighting Function
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- Nonlinear Decision Weights in Choice Under Uncertainty
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Prospect Theory: An Analysis of Decision under Risk
- Rank- and sign-dependent linear utility models for finite first-order gambles
- Reference-dependent subjective expected utility.
- Regret in Decision Making under Uncertainty
- Testing prospect theories using probability tradeoff consistency
- The Probability Weighting Function
- Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
Cited in
(33)- Taste uncertainty and status quo effects in consumer choice
- Complementary symmetry in cumulative prospect theory with random reference
- A comparison of regret theory and salience theory for decisions under risk
- Endowment effects in the risky investment game?
- Individual-level loss aversion in riskless and risky choices
- Product sales forecasting using macroeconomic indicators and online reviews: a method combining prospect theory and sentiment analysis
- On reference dependence and complementary symmetry
- On probabilities and loss aversion
- A revealed reference point for prospect theory
- Gender differences in ambiguity aversion under different outcome correlation structures
- Pricing insurance contracts under cumulative prospect theory
- Expected utility theory and inner and outer measures of loss aversion
- Consistent inconsistencies? Evidence from decision under risk
- Probability weighting and L-moments
- Risk decision analysis in emergency response: a method based on cumulative prospect theory
- A descriptive decision-making model under uncertainty: combination of Dempster-Shafer theory and prospect theory
- Measuring the time stability of prospect theory preferences
- Money matters: an axiomatic theory of the endowment effect
- Risk perception and ambiguity in a quantile cumulative prospect theory
- Multicriteria analysis of the destination of gas reserves in Brazil: an application of the TODIM method
- On a disparity between willingness to pay and willingness to accept under the rank-dependent utility model
- On some applications of quasideviation means
- Three-way decision based on third-generation prospect theory with Z-numbers
- On the predictions of cumulative prospect theory for third and fourth order risk preferences
- Extreme events and entropy: a multiple quantile utility model
- Optimized third-generation prospect theory-based three-way decision approach for conflict analysis in multi-scale Z-number information systems
- Empirical evaluation of third-generation prospect theory
- Caution and reference effects
- Empirical evaluation of four models of buying and selling prices of gambles
- A one-line proof for complementary symmetry
- Improving the Bass model's predictive power through online reviews, search traffic and macroeconomic data
- Explaining satisficing through risk aversion
- Preference reversals and probabilistic decisions
This page was built for publication: Third-generation prospect theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q941735)
