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Commutative Prospect Theory and Confident Behaviour Under Risk and Uncertainty in Psychological Space
16 references·0 citing·31 second hop
Commutative Prospect Theory and Confident Behaviour Under Risk and Uncertainty in Psychological Space (2012)Commutative Prospect Theory and Confident…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Stochastic Differential Equations (2003)Stochastic Differential Equat…The Probability Weighting Function (1998)The Probability Weighting Fun…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Brownian motion and stochastic calculus (1991)Brownian motion and stochasti…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Toward a Universal Law of Generalization for Psychological Science (1987)Toward a Universal Law of Gen…The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Martingales and arbitrage in multiperiod securities markets (1979)Martingales and arbitrage in …Conditional logit analysis of qualitative choice behavior (1972)Conditional logit analysis of…Intransitivity of preferences. (1969)Intransitivity of preferences.Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Rational choice and the structure of the environment. (1956)Rational choice and the struc…The Theory of Games and Economic Behavior (1945)The Theory of Games and Econo…The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Good News and Bad News: Representation Theorems and Applications (1981)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)The theory of decision making. (1954)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)The Framing of Decisions and the Psychology of Choice (1981)Extensional versus intuitive reasoning: The conjunction fallacy in probability judgment. (1983)Individual differences in reasoning: Implications for the rationality debate? (2000)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)A perspective on judgment and choice: Mapping bounded rationality. (2003)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Toward a positive theory of consumer choice (1980)Are Investors Reluctant to Realize Their Losses? (1998)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Macroeconomics and Reality (1980)Discrete Choice Methods with Simulation (2001)A pricing method for options based on average asset values (1990)Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Frontiers in Group Dynamics (1947)A Method for Evaluating the Distribution of Power in a Committee System (1954)Measurement of health state utilities for economic appraisal (1986)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1972Conditional logit analysis of qualitative choice behavior14,281 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1956Rational choice and the structure of the environment.5,918 cited
  • 1945The Theory of Games and Economic Behavior5,134 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1987Toward a Universal Law of Generalization for Psychological Science2,405 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1969Intransitivity of preferences.2,195 cited
  • 1991Brownian motion and stochastic calculus2,089 cited
  • 1998

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The Probability Weighting Function
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