Pages that link to "Item:Q4198292"
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The following pages link to Prospect Theory: An Analysis of Decision under Risk (Q4198292):
Displaying 50 items.
- Boltzmann-type models for price formation in the presence of behavioral aspects (Q258513) (← links)
- Voluntary vaccination strategy and the spread of sexually transmitted diseases (Q259549) (← 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)
- Belief and truth in hypothesised behaviours (Q274416) (← links)
- Reconciling introspective utility with revealed preference: experimental arguments based on prospect theory (Q277177) (← links)
- Discrete bipolar universal integrals (Q279430) (← links)
- A Bayesian decision model based on expected utility and uncertainty risk (Q279618) (← links)
- Reference dependent ambiguity (Q281374) (← links)
- Inverse S-shaped probability weighting functions in first-price sealed-bid auctions (Q283185) (← links)
- Robust competence assessment for job assignment (Q296828) (← links)
- Risk averse decision making under catastrophic risk (Q297090) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- House selection via the Internet by considering homebuyers' risk attitudes with S-shaped utility functions (Q299811) (← links)
- Cumulative weighting optimization (Q300756) (← links)
- Stability of probability effects in utility elicitation (Q301330) (← links)
- On the fault (in)tolerance of coordination mechanisms for distributed investment decisions (Q301498) (← links)
- It's about how the task is set: the inclusion-exclusion effect and accountability in preprocessing management information (Q301875) (← links)
- Assessing value at risk with CARE, the conditional autoregressive expectile models (Q302198) (← links)
- Memorable consumption (Q308638) (← links)
- Preferences in artificial intelligence (Q314443) (← links)
- Portfolio decisions and brain reactions via the CEAD method (Q316742) (← links)
- Misunderstanding of the binomial distribution, market inefficiency, and learning behavior: evidence from an exotic sports betting market (Q319088) (← links)
- E-NAUTILUS: a decision support system for complex multiobjective optimization problems based on the NAUTILUS method (Q319747) (← links)
- Optimal product line pricing in the presence of budget-constrained consumers (Q320658) (← links)
- Loss-averse preferences and portfolio choices: an extension (Q320908) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Reference points in revenue sharing contracts -- how to design optimal supply chain contracts (Q321094) (← 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)
- Autonomous and advertising-dependent `word of mouth' under costly dynamic pricing (Q322786) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Stability and chaos in demand-based pricing under social interactions (Q323194) (← links)
- Probability weighting and L-moments (Q323492) (← links)
- Allocation of tasks for reliability growth using multi-attribute utility (Q323523) (← links)
- Stat trek. An interview with Christian Genest (Q325009) (← links)
- Comparing human behavior models in repeated Stackelberg security games: an extended study (Q329050) (← links)
- An introduction to lattice based probability theories (Q334461) (← links)
- Optimal versioning strategy for information products with behavior-based utility function of heterogeneous customers (Q336525) (← links)
- Using the TODIM-FSE method as a decision-making support methodology for oil spill response (Q336853) (← links)
- Risk decision analysis in emergency response: a method based on cumulative prospect theory (Q336858) (← links)
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- A monotone model of intertemporal choice (Q345199) (← links)
- The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
- Emotional balance and probability weighting (Q365791) (← links)
- Why do groups cooperate more than individuals to reduce risks? (Q365796) (← links)
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
