SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Probability Weighting Function for Cumulative Prospect Theory and Mean-Gini Approach to Optimal Portfolio Investment
16 references·5 citing·27 second hop
A Probability Weighting Function for Cumulative Prospect Theory and Mean-Gini Approach to Optimal Portfolio Investment (2014)A Probability Weighting Function for Cumu…Theory of games and economic behavior (2019)Theory of games and economic …Prospect Theory: An Analysis of Decision Under Risk (2013)Prospect Theory: An Analysis …Representation of a preference ordering by a numerical function (2008)Representation of a preferenc…PROBABILITY WEIGHTING FUNCTION (2005)PROBABILITY WEIGHTING FUNCTIONParameter-Free Elicitation of Utility and Probability Weighting Functions (2000)Parameter-Free Elicitation of…Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk (2000)Developments in Non-Expected …The Probability Weighting Function (1998)The Probability Weighting Fun…Violations of the betweenness axiom and nonlinearity in probability (1994)Violations of the betweenness…Investigating Generalizations of Expected Utility Theory Using Experimental Data (1994)Investigating Generalizations…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Foundations of Measurement (1990)Foundations of MeasurementProspect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Risk preferences of Australian academics: where retirement funds are invested tells the story (2015)Risk preferences of Australia…Nonlinear Decision Weights or Skewness Preference? A Model Competition (2015)Nonlinear Decision Weights or…Discounted Incremental Utility Model of Intertemporal Choice (2015)Discounted Incremental Utilit…A Theory of Decision-Making Under Risk as a Tradeoff between Expected Utility, Expected Utility Deviation and Expected Utility Skewness (2014)A Theory of Decision-Making U…A Model of Intertemporal Choice with Rank-Dependent Discounted Utility (2014)A Model of Intertemporal Choi…Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)A theory of anticipated utility (1982)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Subjective probability and expected utility without additivity (2004)Risk Aversion in the Small and in the Large (1976)On the Shape of the Probability Weighting Function (1999)Risk as feelings. (2001)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)Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)The Role of Explanations and Need for Uniqueness in Consumer Decision Making: Unconventional Choices Based on Reasons (2000)Online Investors: Do the Slow Die First? (2002)A Survey of Fake News (2020)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Contest success functions (1996)Handbook on Constructing Composite Indicators (2005)Tools for Composite Indicators Building (2005)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 2013Prospect Theory: An Analysis of Decision Under Risk3,087 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1998The Probability Weighting Function1,998 cited
  • 1990Foundations of Measurement1,953 cited
  • 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk1,902 cited
  • 1994Investigating Generalizations of Expected Utility Theory Using Experimental Data1,100 cited
  • 2005PROBABILITY WEIGHTING FUNCTION1,041 cited
  • 2000Parameter-Free Elicitation of Utility and Probability Weighting Functions926 cited
  • 2008Representation of a preference ordering by a numerical function746 cited

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

1994
Violations of the betweenness axiom and nonlinearity in probability
739 cited

Cited by

  • 2014A Theory of Decision-Making Under Risk as a Tradeoff between Expected Utility, Expected Utility Deviation and Expected Utility Skewness5 cited
  • 2015Nonlinear Decision Weights or Skewness Preference? A Model Competition3 cited
  • 2015Discounted Incremental Utility Model of Intertemporal Choice2 cited
  • 2015Risk preferences of Australian academics: where retirement funds are invested tells the story1 cited
  • 2014A Model of Intertemporal Choice with Rank-Dependent Discounted Utility0 cited