Pages that link to "Item:Q3114813"

The following pages link to Prospect Theory: Much Ado About Nothing? (Q3114813):

Displaying 41 items.

• When expectations become aspirations: reference-dependent preferences and liquidity constraints (Q272290) (← links)
• Do investors like to diversify? A study of Markowitz preferences (Q421640) (← links)
• The bipolar Choquet integral representation (Q483630) (← links)
• Risk behavior for gain, loss, and mixed prospects (Q490050) (← links)
• Testing for prospect and Markowitz stochastic dominance efficiency (Q524818) (← links)
• Is risk-aversion hereditary? (Q556407) (← links)
• Extreme events and entropy: a multiple quantile utility model (Q648372) (← links)
• Prospect and Markowitz stochastic dominance (Q665805) (← links)
• Testing prospect theories using probability tradeoff consistency (Q813044) (← links)
• An empirical investigation of the assumptions of risk-value models (Q813046) (← links)
• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making (Q813406) (← links)
• Choices under ambiguity with familiar and unfamiliar outcomes (Q816095) (← links)
• Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
• Preferences over location-scale family (Q943343) (← links)
• Stochastic dominance theory for location-scale family (Q955475) (← links)
• Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman (Q974197) (← links)
• Economically relevant preferences for all observed epsilon (Q993717) (← links)
• Regret theory: state dominance and expected utility (Q1679027) (← links)
• Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
• It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice (Q1777424) (← links)
• On the potential for observational equivalence in experiments on risky choice when a power value function is assumed (Q1925671) (← links)
• Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
• Stochastic dominance efficient sets and stochastic spanning (Q2044829) (← links)
• Interval-based stochastic dominance: theoretical framework and application to portfolio choices (Q2070730) (← links)
• An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
• Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
• Composition rules in original and cumulative prospect theory (Q2125255) (← links)
• Nonmonotonic risk preferences over lottery comparison (Q2160537) (← links)
• Stochastic dominance tests (Q2177995) (← links)
• Spanning tests for Markowitz stochastic dominance (Q2190226) (← links)
• The valuation ``by-tranche'' of composite investment instruments (Q2628290) (← links)
• When are two portfolios better than one? A prospect theory approach (Q2694761) (← links)
• PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS (Q2853378) (← links)
• Universal Domination and Stochastic Domination—an Improved lower Bound for the Dimensionality (Q2873923) (← links)
• Loss aversion and the price of risk (Q2994842) (← links)
• Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
• Orderings and Probability Functionals Consistent with Preferences (Q3395730) (← links)
• Rao’s quadratic entropy and maximum diversification indexation (Q4554479) (← links)
• Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory (Q4562489) (← links)
• New Tests for Richness and Poorness: A Stochastic Dominance Analysis of Income Distributions in Hong Kong (Q5057288) (← links)
• Portfolio performance evaluation with loss aversion (Q5245027) (← links)