SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Further Analysis of the Markowitz Model of Utility with a small degree of probability distortion
16 references·0 citing·40 second hop
Further Analysis of the Markowitz Model of Utility with a small degree of probability distortion (2013)Further Analysis of the Markowitz Model o…Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets (2013)Heterogeneous agents and the …The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes (2007)The Markowitz model of utilit…Bounded cumulative prospect theory: some implications for gambling outcomes (2007)Bounded cumulative prospect t…PROBABILITY WEIGHTING FUNCTION (2005)PROBABILITY WEIGHTING FUNCTIONCumulative prospect theory and the St. Petersburg paradox (2005)Cumulative prospect theory an…Skewness as an explanation of gambling by locally risk averse agents (2002)Skewness as an explanation of…Risk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Risk Aversion and Expected-ut…Compound Invariant Weighting Functions in Prospect Theory (2000)Compound Invariant Weighting …Information Efficiency in Betting Markets: a Survey (1999)Information Efficiency in Bet…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …On the Optimal Design of Lotteries (1991)On the Optimal Design of Lott…Testing between alternative models of choice under uncertainty: Some initial results (1990)Testing between alternative m…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Risk and uncertainty: a fallacy of large numbers (1963)Risk and uncertainty: a falla…The Utility of Wealth (1952)The Utility of WealthThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Market Efficiency in Person‐to‐Person Betting (2006)Issues in sports forecasting (2010)A content analysis of how ‘normal’ sports betting behaviour is represented in gambling advertising (2017)Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)On the Validity of the Random Lottery Incentive System (1998)The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework (1999)Risk Aversion in the Laboratory (2008)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Risk Aversion and Incentive Effects (2002)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)The Probability Weighting Function (1998)On the Shape of the Probability Weighting Function (1999)Parameter-Free Elicitation of Utility and Probability Weighting Functions (2000)Salience Theory of Choice Under Risk (2012)Choices, Values, and Frames (2013)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)Preferences over location-scale family (2007)A network equilibrium model with travellers’ perception of stochastic travel times (2009)A novel version of the TODIM method based on the exponential model of prospect theory: The ExpTODIM method (2021)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Financial Intermediation and Delegated Monitoring (1984)Myopic Loss Aversion and the Equity Premium Puzzle (1995)
this work references cited by second hop

References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1952The Utility of Wealth1,845 cited
  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem1,623 cited
  • 2005PROBABILITY WEIGHTING FUNCTION1,041 cited
  • 1963Risk and uncertainty: a fallacy of large numbers615 cited
  • 1990Testing between alternative models of choice under uncertainty: Some initial results339 cited
  • 2005Cumulative prospect theory and the St. Petersburg paradox168 cited
  • 1999Information Efficiency in Betting Markets: a Survey138 cited
  • 1991On the Optimal Design of Lotteries123 cited
  • 2000Compound Invariant Weighting Functions in Prospect Theory89 cited
  • 2002Skewness as an explanation of gambling by locally risk averse agents15 cited
  • 2013Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets7 cited
  • 2007Bounded cumulative prospect theory: some implications for gambling outcomes7 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2007
The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes
4 cited

Cited by

No citing works inside the corpus for this window.