Pages that link to "Item:Q1196177"
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The following pages link to Advances in prospect theory: cumulative representation of uncertainty (Q1196177):
Displaying 50 items.
- Is majority consistency possible? (Q258932) (← links)
- A cumulative perceived value-based dynamic user equilibrium model considering the travelers' risk evaluation on arrival time (Q264237) (← links)
- Risk preferences of Australian academics: where retirement funds are invested tells the story (Q266511) (← links)
- Expected utility theory and inner and outer measures of loss aversion (Q268600) (← links)
- When expectations become aspirations: reference-dependent preferences and liquidity constraints (Q272290) (← links)
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory (Q277177) (← links)
- Discrete bipolar universal integrals (Q279430) (← links)
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- Inverse S-shaped probability weighting functions in first-price sealed-bid auctions (Q283185) (← links)
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Investment under duality risk measure (Q297406) (← links)
- Modeling parking behavior under uncertainty: a static game theoretic versus a sequential neo-additive capacity modeling approach (Q300330) (← links)
- Cumulative weighting optimization (Q300756) (← links)
- On a decision rule supported by a forecasting stage based on the decision maker's coefficient of optimism (Q301932) (← links)
- Risk pricing in a non-expected utility framework (Q319904) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Do `big losses' in judgmental adjustments to statistical forecasts affect experts' behaviour? (Q321050) (← links)
- Estimating risk preferences of bettors with different bet sizes (Q321112) (← links)
- Upgrade auctions in build-to-order manufacturing with loss-averse customers (Q322496) (← links)
- Portfolio optimization under loss aversion (Q322671) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Optimal asset allocation: risk and information uncertainty (Q322719) (← links)
- Probability weighting and L-moments (Q323492) (← links)
- Allocation of tasks for reliability growth using multi-attribute utility (Q323523) (← links)
- Comparing human behavior models in repeated Stackelberg security games: an extended study (Q329050) (← links)
- From ambiguity aversion to a generalized expected utility. Modeling preferences in a quantum probabilistic framework (Q334470) (← links)
- Risk decision analysis in emergency response: a method based on cumulative prospect theory (Q336858) (← links)
- A monotone model of intertemporal choice (Q345199) (← links)
- The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
- Power or loss aversion? Reinterpreting the bargaining weights in search and matching models (Q356609) (← links)
- Emotional balance and probability weighting (Q365791) (← links)
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Is there a plausible theory for decision under risk? A dual calibration critique (Q382326) (← links)
- Asymmetric integral as a limit of generated Choquet integrals based on absolutely monotone real set functions (Q409760) (← links)
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences (Q417637) (← links)
- Gradualness, uncertainty and bipolarity: making sense of fuzzy sets (Q419038) (← links)
- Fuzzy linear programming under interval uncertainty based on IFS representation (Q423157) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- When normative and descriptive diverge: how to bridge the difference (Q427531) (← links)
- Reconciling normative and behavioural economics: the problems to be solved (Q427539) (← links)
- Optimal financial investments for non-concave utility functions (Q429148) (← links)
- The role of fuzzy sets in decision sciences: old techniques and new directions (Q429410) (← links)
- A characterization of the 2-additive Choquet integral through cardinal information (Q429418) (← links)
- Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155) (← links)
- Measuring the time stability of prospect theory preferences (Q430889) (← links)
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- A choice for `me' or for `us'? Using we-reasoning to predict cooperation and coordination in games (Q453650) (← links)
- Behavioral biases and the representative agent (Q453651) (← links)
- Fuzzy logic-based generalized decision theory with imperfect information (Q454977) (← links)
