The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory

On the potential for observational equivalence in experiments on risky choice when a power value function is assumed

Peel, D.A., (2012)

The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes

Peel, D.A., (2008)

The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory

Peel, D.A., (2009)