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A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events
16 references·4 citing·26 second hop
A Tale of Two Tails: On the Coexistence of Overweighting and Underweighting of Rare Extreme Events (2017)A Tale of Two Tails: On the Coexistence o…Thirty Years of Prospect Theory in Economics: A Review and Assessment (2013)Thirty Years of Prospect Theo…Salience Theory of Choice Under Risk (2012)Salience Theory of Choice Und…Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Stocks as Lotteries: The Impl…On the Shape of the Probability Weighting Function (1999)On the Shape of the Probabili…The Probability Weighting Function (1998)The Probability Weighting Fun…An Experiment on Risk Taking and Evaluation Periods (1997)An Experiment on Risk Taking …Support theory: A nonextensional representation of subjective probability. (1994)Support theory: A nonextensio…Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …SUBJECTIVE PROBABILITY AND DELAY (1991)SUBJECTIVE PROBABILITY AND DE…A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …A theory of anticipated utility (1982)A theory of anticipated utili…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…The Utility of Wealth (1952)The Utility of WealthThe Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…A behavioural and biological study of risk and ambiguity (2020)A behavioural and biological …The Role of Probability Weighting in Optimal Insurance Demand: A Double-Edged Sword (2019)The Role of Probability Weigh…Indistinguishability of small probabilities, subproportionality, and the common ratio effect (2019)Indistinguishability of small…Dual Process Utility Theory: A Model of Decisions Under Risk and Over Time (2016)Dual Process Utility Theory: …Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)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)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Theory of games and economic behavior (2019)Risk Aversion in the Small and in the Large (1976)Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk (2000)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)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)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Expected Idiosyncratic Skewness (2009)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)New York City Cab Drivers' Labor Supply Revisited: Reference-Dependent Preferences with Rational-Expectations Targets for Hours and Income (2011)The Willingness to Pay—Willingness to Accept Gap, the “Endowment Effect,” Subject Misconceptions, and Experimental Procedures for Eliciting Valuations: Comment (2011)What Drives Business Model Adaptation? The Impact of Opportunities, Threats and Strategic Orientation (2016)
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
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1998The Probability Weighting Function1,998 cited
  • 1952The Utility of Wealth1,845 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
  • 2013Thirty Years of Prospect Theory in Economics: A Review and Assessment1,397 cited
  • 1999On the Shape of the Probability Weighting Function1,393 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 1991SUBJECTIVE PROBABILITY AND DELAY1,340 cited
  • 2012Salience Theory of Choice Under Risk1,309 cited
  • 1997An Experiment on Risk Taking and Evaluation Periods1,280 cited
  • 1994Support theory: A nonextensional representation of subjective probability.

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Cited by

  • 2016Dual Process Utility Theory: A Model of Decisions Under Risk and Over Time3 cited
  • 2019The Role of Probability Weighting in Optimal Insurance Demand: A Double-Edged Sword3 cited
  • 2019Indistinguishability of small probabilities, subproportionality, and the common ratio effect2 cited
  • 2020A behavioural and biological study of risk and ambiguity0 cited