Pages that link to "Item:Q3116624"
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The following pages link to Nonlinear Decision Weights in Choice Under Uncertainty (Q3116624):
Displaying 25 items.
- Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences (Q417637) (← links)
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
- Bayesian learning with multiple priors and nonvanishing ambiguity (Q683822) (← links)
- Betting on Machina's reflection example: An experiment on ambiguity (Q708798) (← links)
- The influence of probabilities on the response mode bias in utility elicitation (Q708806) (← links)
- The likelihood method for decision under uncertainty (Q816091) (← links)
- What impacts the impact of rare events (Q928729) (← links)
- Third-generation prospect theory (Q941735) (← links)
- Competence effects for choices involving gains and losses (Q989912) (← links)
- Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory (Q995664) (← links)
- Eliciting beliefs (Q1025640) (← links)
- Reference dependence in cumulative prospect theory. (Q1398446) (← links)
- Probability weights in rank-dependent utility with binary even-chance independence. (Q1404959) (← links)
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (Q1722761) (← links)
- Behavioral demand effects when buyers anticipate inventory shortages (Q1728498) (← links)
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces (Q1779842) (← links)
- Belief hedges: Measuring ambiguity for all events and all models (Q2067357) (← links)
- Reconciling support theory and the book-making principle (Q2269601) (← links)
- Emotion and knowledge in decision making under uncertainty (Q2307365) (← links)
- Behavioral premium principles (Q2331011) (← links)
- Risk Perception and Ambiguity in a Quantile Cumulative Prospect Theory (Q4562489) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- Equal Tails: A Simple Method to Elicit Utility Under Violations of Expected Utility (Q4692008) (← links)
- BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
- Development of prospect theory in decision making with different types of fuzzy sets: a state-of-the-art literature review (Q6125205) (← links)