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Risk attributes theory: Decision making under risk

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  • He, Ying
  • Huang, Rui-Hua

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  • He, Ying & Huang, Rui-Hua, 2008. "Risk attributes theory: Decision making under risk," European Journal of Operational Research, Elsevier, vol. 186(1), pages 243-260, April.
    • Handle: RePEc:eee:ejores:v:186:y:2008:i:1:p:243-260
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    6. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    7. Matthew Rabin, 2000. "Risk Aversion and Expected-Utility Theory: A Calibration Theorem," Econometrica, Econometric Society, vol. 68(5), pages 1281-1292, September.
    8. Mohammed Abdellaoui, 2002. "A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem," Econometrica, Econometric Society, vol. 70(2), pages 717-736, March.
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    22. Susan K. Laury & Charles A. Holt, 2005. "Further Reflections on Prospect Theory," Experimental Economics Center Working Paper Series 2006-23, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
    23. Michael Nwogugu, 2005. "Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part II," Journal of Risk Finance, Emerald Group Publishing, vol. 6(2), pages 163-173, March.
    24. Peter C. Fishburn, 1984. "Multiattribute Nonlinear Utility Theory," Management Science, INFORMS, vol. 30(11), pages 1301-1310, November.
    25. Schmidt, Ulrich, 2003. "The axiomatic basis of risk-value models," European Journal of Operational Research, Elsevier, vol. 145(1), pages 216-220, February.
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    27. Michael Nwogugu, 2005. "Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part III," Journal of Risk Finance, Emerald Group Publishing, vol. 6(3), pages 267-274, May.
    28. Yang, Jiping & Qiu, Wanhua, 2005. "A measure of risk and a decision-making model based on expected utility and entropy," European Journal of Operational Research, Elsevier, vol. 164(3), pages 792-799, August.
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