Risk Aversion in Cumulative Prospect Theory
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Other versions of this item:
- Ulrich Schmidt & Horst Zank, 2008. "Risk Aversion in Cumulative Prospect Theory," Management Science, INFORMS, vol. 54(1), pages 208-216, January.
- Schmidt, Ulrich & Horst Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Royal Economic Society Annual Conference 2002 162, Royal Economic Society.
References listed on IDEAS
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This paper has been announced in the following NEP Reports:- NEP-FIN-2003-03-03 (Finance)
- NEP-RMG-2003-03-03 (Risk Management)
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