The behavioural components of risk aversion
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Publication:995651
DOI10.1016/J.JMP.2006.10.003zbMATH Open1141.91357OpenAlexW1984774990MaRDI QIDQ995651FDOQ995651
Authors: J. Martínez 
Publication date: 3 September 2007
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/cwpe0458.pdf
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Cites Work
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- Title not available (Why is that?)
- Advances in prospect theory: cumulative representation of uncertainty
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- Prospect Theory: An Analysis of Decision under Risk
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- Characterizing optimism amd pessimism directly through comonotonicity
- Risk Aversion in the Small and in the Large
- Relative Risk Aversion
- Curvature of the Probability Weighting Function
- What is loss aversion?
- Title not available (Why is that?)
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Separating marginal utility and probabilistic risk aversion
- Statistical modelling of asymmetric risk in asset returns
- Arrow-Pratt risk aversion, risk premium and decision weights
- Rethinking risk attitude: Aspiration as pure risk
Cited In (18)
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Explaining satisficing through risk aversion
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory
- Behavioral premium principles
- Peril, prudence and planning as risk, avoidance and worry
- SP/A and CPT: A reconciliation of two behavioral decision theories
- Loss aversion and perceptual risk aversion
- On the predictions of cumulative prospect theory for third and fourth order risk preferences
- Characterizations of risk aversion in cumulative prospect theory
- Covered call writing and framing: a cumulative prospect theory approach
- Risk-aversion, prudence and temperance
- Gain-loss hedging and cumulative prospect theory
- A note on the shape of the probability weighting function
- Coordination after gains and losses: is prospect theory's value function predictive for games?
- A Behavioural Approach to the Pricing of European Options
- Arrow-Pratt risk aversion, risk premium and decision weights
- Computational models for cumulative prospect theory: application to the knapsack problem under risk
- Static portfolio choice under cumulative prospect theory
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