Zobrazeno 1 - 8
of 8
pro vyhledávání: '"utility for gains and losses"'
Publikováno v:
Management Science, 2007 Oct 01. 53(10), 1659-1674.
Externí odkaz:
https://www.jstor.org/stable/20122321
Publikováno v:
Management Science
Management Science, INFORMS, 2007, 53, n°10, pp.1659-1674. ⟨10.1287/mnsc.1070.0711⟩
Management Science, INFORMS, 2007, 53, n°10, pp.1659-1674. ⟨10.1287/mnsc.1070.0711⟩
International audience; A growing body of qualitative evidence shows that loss aversion, a phenomenon formalized in prospect theory, can explain a variety of field and experimental data. Quantifications of loss aversion are, however, hindered by the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46eec9b2f7dc8f05d0cc0a2136ba0996
https://doi.org/10.1287/mnsc.1070.0711
https://doi.org/10.1287/mnsc.1070.0711
Publikováno v:
Journal of Risk and Uncertainty, 52(1), 1-20. Springer Netherlands
Abdellaoui, M, Bleichrodt, H, L'Haridon, O & van Dolder, D 2016, ' Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable ', Journal of Risk and Uncertainty, vol. 52, no. 1, pp. 1-20 . https://doi.org/10.1007/s11166-016-9234-y
Journal of Risk and Uncertainty
Journal of Risk and Uncertainty, 2016, 52 (1), pp.1-20. ⟨10.1007/s11166-016-9234-y⟩
Journal of Risk and Uncertainty, Springer Verlag, 2016, 52 (1), pp.1-20. ⟨10.1007/s11166-016-9234-y⟩
Abdellaoui, M, Bleichrodt, H, L'Haridon, O & van Dolder, D 2016, ' Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable ', Journal of Risk and Uncertainty, vol. 52, no. 1, pp. 1-20 . https://doi.org/10.1007/s11166-016-9234-y
Journal of Risk and Uncertainty
Journal of Risk and Uncertainty, 2016, 52 (1), pp.1-20. ⟨10.1007/s11166-016-9234-y⟩
Journal of Risk and Uncertainty, Springer Verlag, 2016, 52 (1), pp.1-20. ⟨10.1007/s11166-016-9234-y⟩
International audience; We propose a simple, parameter‐free method that, for the first time, makes it possible to completely observe Tversky and Kahneman’s (1992) prospect theory. While methods existed to measure event weighting and the utility f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a4ec832f9fd993cd29558c85888a01a
https://pure.eur.nl/en/publications/0f663333-9df3-4242-8968-f2944e56a3ff
https://pure.eur.nl/en/publications/0f663333-9df3-4242-8968-f2944e56a3ff
This paper tests whether utility is the same for risk and for uncertainty. This test is critical for models that capture ambiguity aversion through a difference in event weighting between risk and uncertainty, like the multiple priors models and pros
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::5ae4d0f5488b0f81501d4987cc126ae6
https://crem-doc.univ-rennes1.fr/wp/2013/201330.pdf
https://crem-doc.univ-rennes1.fr/wp/2013/201330.pdf
This paper presents the results of an experiment that completely measures the utility function and probability weighting function for different positive and negative monetary outcomes, using a representative sample of N = 1935 from the general public
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::235e9443225bc0f5e996d88820fdf7a7
https://hdl.handle.net/10419/35614
https://hdl.handle.net/10419/35614
Autor:
Kammoun, Hilda
Publikováno v:
Sciences de l'Homme et Société. Arts et Métiers ParisTech, 2007. Français. ⟨NNT : 2007ENAM0025⟩
This work elicits the utility functions of financial practitioners and measures their loss aversion coefficients under prospect theory (1992) using the parameter-free method of Abdellaoui et al. (2006). The measurements in the field corroborate the l
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::a369439841340eb16c6f95a1e1f82618
https://pastel.archives-ouvertes.fr/pastel-00003225/file/These_Kammoun.pdf
https://pastel.archives-ouvertes.fr/pastel-00003225/file/These_Kammoun.pdf
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