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Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk
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Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk (2019)Computational Models for Cumulative Prosp…Theory of games and economic behavior (2019)Theory of games and economic …Linear and Mixed Integer Programming for Portfolio Optimization (2015)Linear and Mixed Integer Prog…Twenty years of linear programming based portfolio optimization (2013)Twenty years of linear progra…Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (2010)Portfolio Choice Under Cumula…On efficient WOWA optimization for decision support under risk (2009)On efficient WOWA optimizatio…Risk Aversion in Cumulative Prospect Theory (2008)Risk Aversion in Cumulative P…Generalized Choquet-like aggregation functions for handling bipolar scales (2005)Generalized Choquet-like aggr…Dynamic decision making without expected utility: An operational approach (2004)Dynamic decision making witho…Generalized Expected Utility Theory. The Rank-Dependent Model (1996)Generalized Expected Utility …Generalized Expected Utility Theory (1993)Generalized Expected Utility …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …On the use of capacities in modeling uncertainty aversion and risk aversion (1991)On the use of capacities in m…Prospect 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 …Cores of convex games (1971)Cores of convex gamesJudgment 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)Job Matching, Coalition Formation, and Gross Substitutes (1982)A value for n -person games (1988)On the Complexity of Cooperative Solution Concepts (1994)Coherent Risk Measures on General Probability Spaces (2002)Games and Decisions (2015)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)PORTFOLIO SELECTION* (1952)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Multiple criteria decision aiding for finance: An updated bibliographic survey (2015)A comprehensive review of deterministic models and applications for mean-variance portfolio optimization (2019)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Axiomatic characterization of insurance prices (1997)Risk Aversion in the Laboratory (2008)Lectures on Stochastic Programming: Modeling and Theory (2009)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Prospect Theory: Much Ado About Nothing? (2002)Household Portfolio Diversification: A Case for Rank-Dependent Preferences (2005)Risk measures and comonotonicity (2006)Ambiguity Attitudes in a Large Representative Sample (2015)Low Interest Rates and Risk-Taking: Evidence from Individual Investment Decisions (2018)Psychology-Based Models of Asset Prices and Trading Volume (2018)
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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
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1971Cores of convex games1,626 cited
  • 1996Generalized Expected Utility Theory. The Rank-Dependent Model478 cited
  • 1993Generalized Expected Utility Theory478 cited
  • 2010Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment284 cited
  • 2013Twenty years of linear programming based portfolio optimization218 cited
  • 2008Risk Aversion in Cumulative Prospect Theory151 cited
  • 1991On the use of capacities in modeling uncertainty aversion and risk aversion145 cited
  • 2015Linear and Mixed Integer Programming for Portfolio Optimization84 cited
  • 2005Generalized Choquet-like aggregation functions for handling bipolar scales70 cited
  • 2009On efficient WOWA optimization for decision support under risk64 cited
  • 2004

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Dynamic decision making without expected utility: An operational approach
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