The Probability Weighting Function
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(only showing first 100 items - show all)- Parametric weighting functions
- Measurement by subjective estimation: Testing for separable representations
- An integrated operation module for individual risk management
- Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses
- Star-shaped probability weighting functions and overbidding in first-price auctions
- The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
- Changing the probability versus changing the reward
- Advances in prospect theory: cumulative representation of uncertainty
- Probability weighting and utility curvature in QALY-based decision making
- Probability weights in rank-dependent utility with binary even-chance independence.
- Probability transformations in the study of behavior toward risk
- Risk averse behavior in generalized matching pennies games.
- Reduction invariance and Prelec's weighting functions
- Multi-agent fare optimization model of two modes problem and its analysis based on edge of chaos
- Behavioral patterns and reduction of sub-optimality: an experimental choice analysis
- Probability weighting, stop-loss and the disposition effect
- Preference based subjective beliefs
- Consistency of determined risk attitudes and probability weightings across different elicitation methods
- Deciding about human lives: an experimental measure of risk attitudes under prospect theory
- It takes all sorts: a heterogeneous agent explanation for prediction market mispricing
- The pricing kernel puzzle: survey and outlook
- Optimal investment with transaction costs under cumulative prospect theory in discrete time
- The park-and-ride behavior in a cumulative prospect theory-based model
- Optimal inequality behind the veil of ignorance
- Prospect theory and tax evasion: a reconsideration of the Yitzhaki puzzle
- Learning to set the reserve price optimally in laboratory first price auctions
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Behavioral demand effects when buyers anticipate inventory shortages
- A commuter departure-time model based on cumulative prospect theory
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- Editorial: Introduction to quantum probability theory and its economic applications
- Quantum-like model of subjective expected utility
- Probability interference in expected utility theory
- A new foundation for the mean-variance analysis
- Coherent odds and subjective probability
- Consistency stability intervals for a judgement in AHP decision support systems
- Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses
- A note on the utility function under prospect theory
- Optimal stopping under probability distortion
- Decisions under uncertainty in social contexts
- Market failure in light of non-expected utility
- Learning under ambiguity: an experiment in gradual information processing
- A stochastic user equilibrium formulation for the cumulative prospect theory-based cross-nested logit
- Certainty-based marking on multiple-choice items: psychometrics meets decision theory
- Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory
- Probability weighting for losses and for gains among smallholder farmers in Uganda
- A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations
- Individual-level loss aversion in riskless and risky choices
- Composition rules in original and cumulative prospect theory
- Dynamic route and departure time choice model based on self-adaptive reference point and reinforcement learning
- Decision making generalized by a cumulative probability weighting function
- Towards a general class of parametric probability weighting functions
- Generalized finite difference method (GFDM) based analysis for subsurface flow problems in anisotropic formation
- An axiomatization of the Goldstein-Einhorn weighting functions
- How auctioneers set reserve prices in procurement auctions
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- On complementary symmetry under cumulative prospect theory
- Sequential route choice modeling based on dynamic reference points and its empirical study
- Smart routing of electric vehicles for load balancing in smart grids
- Expected utility theory with probability grids and preference formation
- Social and strategic ambiguity versus betrayal aversion
- Flexible utility function approximation via cubic Bezier splines
- Portfolio optimization with behavioural preferences and investor memory
- Measurement analogies: comparisons of behavioral and physical measures
- On probabilities and loss aversion
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Dual utilities on risk aggregation under dependence uncertainty
- Risk apportionment: the dual story
- Risk decision-making method using interval numbers and its application based on the prospect value with multiple reference points
- A Bayesian method for characterizing population heterogeneity
- Cumulative prospect theory preferences in rent-seeking contests
- A revealed reference point for prospect theory
- Delayed probabilistic risk attitude: a parametric approach
- Behavioral premium principles
- Trapezoidal intuitionistic fuzzy multiattribute decision making method based on cumulative prospect theory and Dempster-Shafer theory
- Skewness seeking: risk loving, optimism or overweighting of small probabilities?
- Within- versus between-country differences in risk attitudes: implications for cultural comparisons
- Preference under risk in the presence of indistinguishable probabilities
- An anticipative hyperbolic discount utility on intertemporal decision making
- Individual vs. couple behavior: an experimental investigation of risk preferences
- A quantum-like model of selection behavior
- The Ellsberg paradox: a challenge to quantum decision theory?
- Testing constant absolute and relative ambiguity aversion
- Revealed preferences under uncertainty: incomplete preferences and preferences for randomization
- Measuring time and risk preferences in an integrated framework
- Pricing insurance contracts under cumulative prospect theory
- Using logarithmic derivative functions for assessing the risky weighting function for binary gambles
- Compound invariance implies prospect theory for simple prospects
- Quantile portfolio optimization under risk measure constraints
- The Pearson system of utility functions
- Survival risks, intertemporal consumption, and insurance: the case of distorted probabilities
- Loss aversion and perceptual risk aversion
- Comparing attitudes toward time and toward money in experience-based decisions
- Two-stage contests with budget constraints: an experimental study
- Risk preferences and development revisited
- A cumulative perceived value-based dynamic user equilibrium model considering the travelers' risk evaluation on arrival time
- Risk preferences of Australian academics: where retirement funds are invested tells the story
- Return smoothing in life insurance from a client perspective
- Generalized finite difference method for three-dimensional eigenproblems of Helmholtz equation
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