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An Axiomatization of Cumulative Prospect Theory for Decision Under Risk
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- repec:hal:journl:hal-03473431 is not listed on IDEAS
- Wang, Hsiao-Fan & Hsu, Fei-Chen, 2009. "An integrated operation module for individual risk management," European Journal of Operational Research, Elsevier, vol. 198(2), pages 610-617, October.
- Dorian Jullien, 2016. "Under Uncertainty, Over Time and Regarding Other People: Rationality in 3D," GREDEG Working Papers 2016-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Dino Borie, 2016. "Additively Separable Preferences Without the Completeness Axiom: An Algebraic Approach," GREDEG Working Papers 2016-11, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Honda, Edward, 2022. "Expected utility with threshold disappointment sensitivity," Economics Letters, Elsevier, vol. 213(C).
- Toritseju Begho & Kelvin Balcombe, 2023. "Attitudes to Risk and Uncertainty: New Insights From an Experiment Using Interval Prospects," SAGE Open, , vol. 13(3), pages 21582440231, July.
- Alexander L. Brown & Taisuke Imai & Ferdinand M. Vieider & Colin F. Camerer, 2024.
"Meta-analysis of Empirical Estimates of Loss Aversion,"
Journal of Economic Literature, American Economic Association, vol. 62(2), pages 485-516, June.
- Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand & Camerer, Colin, 2020. "Meta-Analysis of Empirical Estimates of Loss-Aversion," MetaArXiv hnefr, Center for Open Science.
- Alexander, L. Brown & Taisuke Imai & Ferdinand M. Vieider & Colin Camerer, 2021. "Meta-Analysis of Empirical Estimates of Loss-Aversion," CESifo Working Paper Series 8848, CESifo.
- Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand M. & Camerer, Colin F., 2021. "Meta-Analysis of Empirical Estimates of Loss-Aversion," Rationality and Competition Discussion Paper Series 275, CRC TRR 190 Rationality and Competition.
- Raphaël Giraud, 2004. "Framing under risk: Endogenizing the Reference Point and Separating Cognition and Decision," Cahiers de la Maison des Sciences Economiques bla04090, Université Panthéon-Sorbonne (Paris 1).
- Marcello Basili & Stefano Dalle Mura, 2004. "Ambiguity and macroeconomics:a rationale for price stickiness," Department of Economics University of Siena 428, Department of Economics, University of Siena.
- Soham R. Phade & Venkat Anantharam, 2021. "Mechanism Design for Cumulative Prospect Theoretic Agents: A General Framework and the Revelation Principle," Papers 2101.08722, arXiv.org.
- Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2023. "Gain-Loss Hedging and Cumulative Prospect Theory," Papers 2304.14843, arXiv.org.
- Schmidt, Ulrich & Zank, Horst, 2009.
"A simple model of cumulative prospect theory,"
Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 308-319, March.
- U Schmidt & H Zank, 2002. "A Simple Model of Cumulative Prospect Theory," Economics Discussion Paper Series 0206, Economics, The University of Manchester.
- Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005.
"Choices Under Ambiguity With Familiar And Unfamiliar Outcomes,"
Theory and Decision, Springer, vol. 58(2), pages 195-207, March.
- Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2004. "Choices under ambiguity with familiar and unfamiliar outcomes," Cahiers de la Maison des Sciences Economiques b04115, Université Panthéon-Sorbonne (Paris 1).
- Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices under ambiguity with familiar and unfamilar outcomes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00271349, HAL.
- Marcello Basili & Alain Chateauneuf & Fulvio Fontini, 2005. "Choices under ambiguity with familiar and unfamilar outcomes," Post-Print hal-00271349, HAL.
- Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020. "Behavioral portfolio insurance strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 353-399, December.
- Ulrich Schmidt & Horst Zank, 2008.
"Risk Aversion in Cumulative Prospect Theory,"
Management Science, INFORMS, vol. 54(1), pages 208-216, January.
- U Schmidt & H Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Economics Discussion Paper Series 0207, Economics, The University of Manchester.
- Schmidt, Ulrich & Horst Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," Royal Economic Society Annual Conference 2002 162, Royal Economic Society.
- Peter Brooks & Simon Peters & Horst Zank, 2014.
"Risk behavior for gain, loss, and mixed prospects,"
Theory and Decision, Springer, vol. 77(2), pages 153-182, August.
- Peter Brooks & Simon Peters & Horst Zank, 2011. "Risk Behaviour for Gain, Loss and Mixed Prospects," Economics Discussion Paper Series 1123, Economics, The University of Manchester.
- Jona Linde & Joep Sonnemans, 2012.
"Social comparison and risky choices,"
Journal of Risk and Uncertainty, Springer, vol. 44(1), pages 45-72, February.
- Jona Linde & Joep Sonnemans, 2009. "Social Comparison and Risky Choices," Tinbergen Institute Discussion Papers 09-097/1, Tinbergen Institute.
- Lanzi, Diego, 2011. "Frames as choice superstructures," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(2), pages 115-123, April.
- Ido Erev & Ira Glozman & Ralph Hertwig, 2008. "What impacts the impact of rare events," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 153-177, April.
- Tuthill, Jonathan W. & Frechette, Darren L., 2002. "Non-Expected Utility Theories: Weighted Expected, Rank Dependent, And Cumulative Prospect Theory Utility," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19073, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Katarzyna Werner & Horst Zank, 2012. "Foundations for Prospect Theory Through Probability Midpoint Consistency," Economics Discussion Paper Series 1210, Economics, The University of Manchester.
- Balcombe, Kelvin & Bardsley, Nicholas & Dadzie, Sam & Fraser, Iain, 2019. "Estimating parametric loss aversion with prospect theory: Recognising and dealing with size dependence," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 106-119.
- Katarzyna M. Werner & Horst Zank, 2019. "A revealed reference point for prospect theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 731-773, June.
- Horst Zank, 2007. "On the Paradigm of Loss Aversion," Economics Discussion Paper Series 0710, Economics, The University of Manchester.
- Horst Zank, 2007. "Social welfare functions with a reference income," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 28(4), pages 609-636, June.
- Mohammed Abdellaoui & Horst Zank, 2023. "Source and rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 949-981, May.
- Grechuk, Bogdan & Zabarankin, Michael, 2014. "Risk averse decision making under catastrophic risk," European Journal of Operational Research, Elsevier, vol. 239(1), pages 166-176.
- Tsoukias, Alexis, 2008. "From decision theory to decision aiding methodology," European Journal of Operational Research, Elsevier, vol. 187(1), pages 138-161, May.
- Dorian Jullien & Alexandre Truc, 2024. "Towards a History of Behavioral and Experimental Economics in France," GREDEG Working Papers 2024-23, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Josheski Dushko & Apostolov Mico, 2023. "The Prospect Theory and First Price Auctions: an Explanation of Overbidding," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 33-74, March.
- Ulrich Schmidt & Horst Zank, 2012.
"A genuine foundation for prospect theory,"
Journal of Risk and Uncertainty, Springer, vol. 45(2), pages 97-113, October.
- Ulrich Schmidt & Horst Zank, 2011. "A Genuine Foundation for Prospect Theory," Economics Discussion Paper Series 1114, Economics, The University of Manchester.
- repec:dau:papers:123456789/3480 is not listed on IDEAS
- repec:hal:cesptp:halshs-04810987 is not listed on IDEAS
- L'Haridon, Olivier, 2009. "Behavior in the loss domain: An experiment using the probability trade-off consistency condition," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 540-551, August.
- Laurent Denant-Boemont & Olivier L’Haridon, 2013.
"La rationalité à l'épreuve de l'économie comportementale,"
Revue française d'économie, Presses de Sciences-Po, vol. 0(2), pages 35-89.
- Laurent Denant-Boèmont & Olivier l'Haridon, 2013. "La rationalité à l’épreuve de l’économie comportementale," Economics Working Paper Archive (University of Rennes & University of Caen) 201323, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Laurent Denant-Boèmont & Olivier L’haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Post-Print halshs-00921070, HAL.
- Schmidt, Ulrich & Zank, Horst, 2010. "Endogenizing prospect theory's reference point," Kiel Working Papers 1611, Kiel Institute for the World Economy (IfW Kiel).
- Soham R. Phade & Venkat Anantharam, 2019. "On the Geometry of Nash and Correlated Equilibria with Cumulative Prospect Theoretic Preferences," Decision Analysis, INFORMS, vol. 16(2), pages 142-156, June.
- Birnbaum, Michael H., 2004. "Tests of rank-dependent utility and cumulative prospect theory in gambles represented by natural frequencies: Effects of format, event framing, and branch splitting," Organizational Behavior and Human Decision Processes, Elsevier, vol. 95(1), pages 40-65, September.
- Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
- Peter Brooks & Horst Zank, 2005. "Loss Averse Behavior," Journal of Risk and Uncertainty, Springer, vol. 31(3), pages 301-325, December.
- Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2011. "Prospect theory for continuous distributions: A preference foundation," Journal of Risk and Uncertainty, Springer, vol. 42(3), pages 195-210, June.
- Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006.
"Risk measurement with equivalent utility principles,"
Statistics & Risk Modeling, De Gruyter, vol. 24(1), pages 1-25, July.
- Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006. "Risk measurement with equivalent utility principles," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-25, July.
- Valerie Seror, 2008. "Fitting observed and theoretical choices – women's choices about prenatal diagnosis of Down syndrome," Health Economics, John Wiley & Sons, Ltd., vol. 17(5), pages 557-577, May.
- Veronika Köbberling & Peter P. Wakker, 2003. "Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 395-423, August.
- P Brooks & H Zank, 2004. "Attitudes on Gain and Loss Lotteries: A Simple Experiment," Economics Discussion Paper Series 0402, Economics, The University of Manchester.
- González-Jiménez, Víctor, 2024. "Incentive design for reference-dependent preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 221(C), pages 493-518.
- Bernard, Carole & Chen, Jit Seng & Vanduffel, Steven, 2015.
"Rationalizing investors’ choices,"
Journal of Mathematical Economics, Elsevier, vol. 59(C), pages 10-23.
- Carole Bernard & Jit Seng Chen & Steven Vanduffel, 2013. "Rationalizing Investors Choice," Papers 1302.4679, arXiv.org, revised Jan 2014.
- Marcello Basili & Stefano Dalle Mura, 2008. "Ambiguous Money Distribution And The Price Stickiness Phenomenon: A Rationale From An Ambiguous Rational Expectations Approach," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0708, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
- Heilpern, S., 2003. "A rank-dependent generalization of zero utility principle," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 67-73, August.
- Glenn W. Harrison & J. Todd Swarthout, 2016. "Cumulative Prospect Theory in the Laboratory: A Reconsideration," Experimental Economics Center Working Paper Series 2016-04, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Kobi Kriesler & Shmuel Nitzan, 2009.
"Framing-based Choice: A Model of Decision-making Under Risk,"
Korean Economic Review, Korean Economic Association, vol. 25, pages 65-89.
- Kobi Kriesler & Shmuel Nitzan, 2009. "Framing-Based Choice: A Model of Decision-Making Under Risk," Working Papers 2009-17, Bar-Ilan University, Department of Economics.
- repec:dau:papers:123456789/3479 is not listed on IDEAS
- Rosella Castellano & Roy Cerqueti, 2013. "Roots and effects of financial misperception in a stochastic dominance framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(6), pages 3371-3389, October.
- Horst Zank, 2010. "On probabilities and loss aversion," Theory and Decision, Springer, vol. 68(3), pages 243-261, March.
- Liang Zou, 2006. "An Alternative to Prospect Theory," Annals of Economics and Finance, Society for AEF, vol. 7(1), pages 1-28, May.
- Efe A. Ok & Pietro Ortoleva & Gil Riella, 2015. "Revealed (P)Reference Theory," American Economic Review, American Economic Association, vol. 105(1), pages 299-321, January.
- Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.
- Bastianello, Lorenzo & Chateauneuf, Alain & Cornet, Bernard, 2024. "Gain–loss hedging and cumulative prospect theory," Mathematical Social Sciences, Elsevier, vol. 131(C), pages 40-47.
- Schmidt, Ulrich & Zank, Horst, 2001. "A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes," Journal of Mathematical Economics, Elsevier, vol. 35(4), pages 483-491, July.