Pages that link to "Item:Q1304538"

The following pages link to The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory (Q1304538):

Displaying 36 items.

• Axiomatizing bounded rationality: the priority heuristic (Q490053) (← links)
• Testing lexicographic semiorders as models of decision making: priority dominance, integration, interaction, and transitivity (Q708244) (← links)
• SP/A and CPT: A reconciliation of two behavioral decision theories (Q709090) (← links)
• Behavioral mean-variance portfolio selection (Q724154) (← links)
• Economic harmony: an epistemic theory of economic interactions (Q725072) (← links)
• Fearing the worst: the importance of uncertainty for inequality (Q747350) (← links)
• On the construction of optimal payoffs (Q777925) (← links)
• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making (Q813406) (← links)
• Explaining satisficing through risk aversion (Q829485) (← links)
• A simple model of cumulative prospect theory (Q845610) (← links)
• A further critique of cumulative prospect theory and related approaches (Q849743) (← links)
• Half-full or half-empty? A model of decision making under risk (Q901229) (← links)
• One-reason decision-making: modeling violations of expected utility theory (Q946664) (← links)
• Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory (Q995664) (← links)
• Satisficing in financial decision making - a theoretical and experimental approach to bounded rationality (Q1042301) (← links)
• Multi-attribute non-expected utility (Q1761819) (← links)
• It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice (Q1777424) (← links)
• Coherent odds and subjective probability (Q1867353) (← links)
• Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension (Q1867804) (← links)
• Causes of Allais common consequence paradoxes: an experimental dissection (Q1877594) (← links)
• An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
• Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
• Composition rules in original and cumulative prospect theory (Q2125255) (← links)
• Portfolio choice in the model of expected utility with a safety-first component (Q2145696) (← links)
• On probabilities and loss aversion (Q2270214) (← links)
• Expected utility theory and prospect theory: One wedding and a decent funeral (Q2271092) (← links)
• Non-cooperative games with prospect theory players and dominated strategies (Q2416659) (← links)
• An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk (Q2427205) (← links)
• Behavioral portfolio selection with loss control (Q2430900) (← links)
• How politicians make decisions: A political choice experiment (Q2468328) (← links)
• Rethinking risk attitude: Aspiration as pure risk (Q2509075) (← links)
• Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
• Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
• HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)