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Expected utility or prospect theory: Which better fits agent-based modeling of markets?
10 references·0 citing·35 second hop
Expected utility or prospect theory: Which better fits agent-based modeling of markets? (2016)Expected utility or prospect theory: Whic…Prospect theory for continuous distributions: A preference foundation (2011)Prospect theory for continuou…Do financial professionals behave according to prospect theory? An experimental study (2011)Do financial professionals be…The economy needs agent-based modelling (2009)The economy needs agent-based…Prospect theory for continuous distributions (2008)Prospect theory for continuou…Flexible double auctions for electronic commerce: theory and implementation (1998)Flexible double auctions for …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Agent-based Computational Finance (1989)Agent-based Computational Fin…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)The Use of Knowledge in Society (1996)The contribution of tourism development to economic growth in the Korean economy (2003)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Negative bubbles and shocks in cryptocurrency markets (2016)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Incentives in Teams (1973)A Theory of Auctions and Competitive Bidding (1982)A Parametrization of the Auction Design Space (2001)Achieving Budget-Balance with Vickrey-Based Payment Schemes in Exchanges (2001)Auctions and bidding (2011)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)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)A Survey of Systemic Risk Analytics (2012)Everything you need to know about agent-based modelling and simulation (2016)Multifractal analysis of financial markets: a review (2019)Prospect Theory Around the World (2011)Prospect Theory and the Brain (2013)\nRankings and Risk-Taking in the Finance Industry (2018)The Effects of Key Audit Matters on the Auditor’s Report’s Communicative Value: Experimental Evidence from Investment Professionals and Non-professional Investors (2020)Prospect Theory and Stock Market Anomalies (2021)Do extreme returns matter in emerging markets? Evidence from the Chinese stock market (2016)Risk, ambiguity, and the exercise of employee stock options (2016)A survey of decision making and optimization under uncertainty (2019)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
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2009The economy needs agent-based modelling1,260 cited
  • 1989Agent-based Computational Finance693 cited
  • 1998Flexible double auctions for electronic commerce: theory and implementation305 cited
  • 2011Do financial professionals behave according to prospect theory? An experimental study111 cited
  • 2008Prospect theory for continuous distributions67 cited
  • 2011Prospect theory for continuous distributions: A preference foundation46 cited

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