Pages that link to "Item:Q4361487"

The following pages link to Curvature of the Probability Weighting Function (Q4361487):

Displaying 50 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Inverse S-shaped probability weighting functions in first-price sealed-bid auctions (Q283185) (← links)
• Risk decision analysis in emergency response: a method based on cumulative prospect theory (Q336858) (← links)
• Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences (Q417637) (← links)
• Probabilistic choice and stochastic dominance (Q420975) (← links)
• Behavioral biases and the representative agent (Q453651) (← links)
• A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
• Optimal lottery (Q478108) (← links)
• The bipolar Choquet integral representation (Q483630) (← links)
• Risk behavior for gain, loss, and mixed prospects (Q490050) (← links)
• Incremental analysis for generalized TODIM (Q519012) (← links)
• A re-examination of the algebraic properties of the AHP as a ratio-scaling technique (Q534436) (← links)
• Consistent probability attitudes (Q612003) (← links)
• Separating curvature and elevation: a parametric probability weighting function (Q629569) (← links)
• Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting (Q638617) (← links)
• Extreme events and entropy: a multiple quantile utility model (Q648372) (← links)
• Accounting for optimism and pessimism in expected utility (Q660098) (← links)
• Prospect and Markowitz stochastic dominance (Q665805) (← links)
• Quantal response equilibrium and overbidding in private-value auctions (Q697954) (← links)
• The influence of probabilities on the response mode bias in utility elicitation (Q708806) (← links)
• Assessing risky weighting functions for positive and negative binary gambles using the logarithmic derivative function (Q730176) (← links)
• On a derivation of the Goldstein-Einhorn probability weighting functions (Q785652) (← links)
• Why we should not be silent about noise (Q812033) (← links)
• Stochastic choice and the allocation of cognitive effort (Q812035) (← links)
• Testing prospect theories using probability tradeoff consistency (Q813044) (← links)
• A comparison of five models that predict violations of first-order stochastic dominance in risky decision making (Q813406) (← links)
• Loss averse behavior (Q813409) (← links)
• Independence properties vis-à-vis several utility representations (Q816090) (← links)
• Violations of coalescing in parametric utility measurement (Q829483) (← links)
• A parametric analysis of prospect theory's functionals for the general population (Q849304) (← links)
• Axiomatization of a preference for most probable winner (Q850472) (← links)
• Disappointment without prior expectation: a unifying perspective on decision under risk (Q867132) (← links)
• Cumulative prospect theory's functional menagerie (Q867443) (← links)
• Lottery qualities (Q867444) (← links)
• Modeling international investment decisions for financial holding companies (Q869623) (← links)
• Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy'' by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)] (Q879325) (← links)
• Hurwicz expected utility and subjective sources (Q900437) (← links)
• Half-full or half-empty? A model of decision making under risk (Q901229) (← links)
• A tractable method to measure utility and loss aversion under prospect theory (Q941734) (← links)
• Third-generation prospect theory (Q941735) (← links)
• One-reason decision-making: modeling violations of expected utility theory (Q946664) (← links)
• Stochastic utility theorem (Q952679) (← links)
• A closer look at the Russian roulette problem: a re-examination of the nonlinearity of the prospect theory's decision weight \(\pi \) (Q962872) (← links)
• Competence effects for choices involving gains and losses (Q989912) (← links)
• The behavioural components of risk aversion (Q995651) (← links)
• Intertemporal choice under timing risk: an experimental approach (Q995661) (← links)
• Stochastic expected utility theory (Q995662) (← links)
• Parametric weighting functions (Q1017784) (← links)
• An integrated operation module for individual risk management (Q1026794) (← links)
• The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory (Q1046312) (← links)