Pages that link to "Item:Q4962982"

The following pages link to Salience Theory of Choice Under Risk (Q4962982):

Displaying 33 items.

• When irrelevant alternatives do matter. The effect of focusing on loan decisions (Q683529) (← links)
• Settling with salience-biased defendants (Q777754) (← links)
• Financial reporting and market efficiency with extrapolative investors (Q894056) (← links)
• Theory of decisions by intra-dimensional comparisons (Q900431) (← links)
• Detecting heterogeneous risk attitudes with mixed gambles (Q905084) (← links)
• Salience and strategy choice in \(2\times 2\) games (Q1651826) (← links)
• A critical note on salience theory of choice under risk (Q1668665) (← links)
• Multi-attribute decision by sampling: an account of the attraction, compromise and similarity effects (Q1690595) (← links)
• Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies (Q1734354) (← links)
• Salience, risky choices and gender (Q1925967) (← links)
• A comparison of regret theory and salience theory for decisions under risk (Q2025022) (← links)
• Attention-driven probability weighting (Q2036936) (← links)
• Nudge the lunch: a field experiment testing menu-primacy effects on lunch choices (Q2052479) (← links)
• Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction (Q2095906) (← links)
• Selective attribute rules (Q2099503) (← links)
• Bilevel programming approaches to production planning for multiple products with short life cycles (Q2190796) (← links)
• The Achilles' heel of salience theory and a way to fix it (Q2208645) (← links)
• Optimal similarity judgments in intertemporal choice (and beyond) (Q2220919) (← links)
• Public information: relevance or salience? (Q2221235) (← links)
• A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
• Competitive persuasive advertising under consumer loss aversion (Q2334313) (← links)
• Salience bias and overwork (Q2669175) (← links)
• Price signaling with salient-thinking consumers (Q2685838) (← links)
• How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
• Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)
• Context-sensitive rationality: choice by salience (Q6146444) (← links)
• New discounting functions (Q6154278) (← links)
• Fiscal stimulus with imperfect expectations: spending vs. tax policy (Q6537233) (← links)
• Top-down and bottom-up information acquisition: application to financial markets (Q6549815) (← links)
• Optimal stopping in a dynamic salience model (Q6572253) (← links)
• Time varying risk aversion and its connectedness: evidence from cryptocurrencies (Q6588514) (← links)
• Skewness preferences: evidence from online poker (Q6634134) (← links)
• Reference dependence, expectations and anchoring in the Becker-DeGroot-Marschak mechanism (Q6640947) (← links)