Hierarchical maximum likelihood parameter estimation for cumulative prospect theory : improving the reliability of individual risk parameter estimates
Ryan O. Murphy, Robert H. W. ten Brincke
| Year of publication: |
January 2018
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|---|---|
| Authors: | Murphy, Ryan O. ; Brincke, Robert H. W. ten |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 1, p. 308-326
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| Subject: | measuring risk preferences | cumulative prospect theory | decision making under risk | hierarchical parameter estimation | individual differences | risk profile | reliability | Prospect Theory | Prospect theory | Schätztheorie | Estimation theory | Risikopräferenz | Risk attitude | Experiment | Entscheidung unter Risiko | Decision under risk | Risiko | Risk | Messung | Measurement | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2016.2591 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011819575