The behavioural components of risk aversion
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Cites work
- scientific article; zbMATH DE number 4087374 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- Advances in prospect theory: cumulative representation of uncertainty
- An index of loss aversion
- Arrow-Pratt risk aversion, risk premium and decision weights
- Characterizing optimism amd pessimism directly through comonotonicity
- Curvature of the Probability Weighting Function
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Prospect Theory: An Analysis of Decision under Risk
- Relative Risk Aversion
- Rethinking risk attitude: Aspiration as pure risk
- Risk Aversion in the Small and in the Large
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Risk seeking with diminishing marginal utility in a non-expected utility model
- Separating marginal utility and probabilistic risk aversion
- Statistical modelling of asymmetric risk in asset returns
- The Dual Theory of Choice under Risk
- The Probability Weighting Function
- Theory of games and economic behavior.
- What is loss aversion?
Cited in
(18)- A note on the shape of the probability weighting function
- Loss aversion and perceptual risk aversion
- Computational models for cumulative prospect theory: application to the knapsack problem under risk
- Explaining satisficing through risk aversion
- Peril, prudence and planning as risk, avoidance and worry
- Arrow-Pratt risk aversion, risk premium and decision weights
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
- Coordination after gains and losses: is prospect theory's value function predictive for games?
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory
- Characterizations of risk aversion in cumulative prospect theory
- On the predictions of cumulative prospect theory for third and fourth order risk preferences
- Gain-loss hedging and cumulative prospect theory
- Risk-aversion, prudence and temperance
- A Behavioural Approach to the Pricing of European Options
- Static portfolio choice under cumulative prospect theory
- SP/A and CPT: A reconciliation of two behavioral decision theories
- Covered call writing and framing: a cumulative prospect theory approach
- Behavioral premium principles
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