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  • Search: subject:"(Cumulative) prospect theory"
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Year of publication
Subject
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Prospect Theory 157 Prospect theory 149 Cumulative prospect theory 101 cumulative prospect theory 100 Cumulative Prospect Theory 86 Erwartungsnutzen 59 Expected utility 56 Experiment 51 Decision under risk 50 Decision under uncertainty 49 Entscheidung unter Risiko 49 Entscheidung unter Unsicherheit 49 Risikoaversion 43 Risk aversion 42 Risk 36 Portfolio-Management 35 Risikopräferenz 35 Portfolio selection 34 Risiko 34 Risk attitude 30 Decision 29 Entscheidung 29 Anlageverhalten 27 Behavioural finance 26 Nutzen 26 Präferenztheorie 26 Theory of preferences 26 Utility 26 Erwartungsbildung 18 Expectation formation 18 Gambling 18 Glücksspiel 17 Decision theory 13 Entscheidungstheorie 13 Wahrscheinlichkeitsrechnung 13 risk preferences 13 Probability theory 12 Incentives 11 Probability weighting 11 probability weighting 11
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Online availability
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Free 148 Undetermined 140 CC license 5
Type of publication
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Article 191 Book / Working Paper 124
Type of publication (narrower categories)
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Article in journal 118 Aufsatz in Zeitschrift 118 Working Paper 46 Arbeitspapier 27 Graue Literatur 27 Non-commercial literature 27 Article 6 Conference paper 4 Konferenzbeitrag 4 Aufsatz im Buch 2 Book section 2 Book Part 1 Conference Paper 1 research-article 1
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Language
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English 195 Undetermined 115 Czech 2 German 1 French 1 Russian 1
Author
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Bahaji, Hamza 13 Qiu, Jianying 10 Steiger, Eva-Maria 10 Nardon, Martina 9 Pianca, Paolo 8 Kräussl, Roman 7 Stork, Philip 7 Blavatskyy, Pavlo 6 Dertwinkel-Kalt, Markus 6 Glöckner, Andreas 6 Hens, Thorsten 6 Köster, Mats 6 Rieger, Marc Oliver 6 Ababio, Kofi A. 5 Birnbaum, Michael H. 5 Félix, Luiz 5 Kontek, Krzysztof 5 Peel, David 5 Vigna, Matteo Del 5 Deng, Liurui 4 Groneck, Max 4 Kairies-Schwarz, Nadja 4 Kokot, Johanna 4 Kopsacheilis, Orestis 4 Ludwig, Alexander 4 Mayer, János 4 Michalska, Ewa 4 Nguyen, Quang 4 Vomhof, Markus 4 Wang, Mei 4 Xu, Hui 4 Zimper, Alexander 4 Abdellaoui, Mohammed 3 Attema, Arthur E. 3 Bougherara, Douadia 3 Cubitt, Robin P. 3 Dhami, Sanjit 3 Dudzinska-Baryla, Renata 3 Giorgi, Enrico G. De 3 Greco, Salvatore 3
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Institution
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Université Paris-Dauphine (Paris IX) 8 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 7 HAL 6 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 4 Department of Economics, Leicester University 3 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 3 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 3 Department of Economics, Faculty of Economic and Management Sciences 2 Dipartimento di Economia, Università Ca' Foscari Venezia 2 Faculty of Economics, University of Cambridge 2 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 2 Laboratoire de Recherche en Gestion (LaRGE), Institut de Finance de Strasbourg 2 Max-Planck-Institut zur Erforschung von Gemeinschaftsgütern, Max-Planck-Gesellschaft 2 School of Economics and Political Science, Universität St. Gallen 2 Agricultural and Applied Economics Association - AAEA 1 C.E.P.R. Discussion Papers 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 1 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1 Department of Economics, Management School 1 Department of Economics, University of Oregon 1 Division of Economics, Nanyang Technological University 1 EconWPA 1 Economic Research Southern Africa (ERSA) 1 European Association of Agricultural Economists - EAAE 1 Fundación BBVA 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1 Institute for the Study of Labor (IZA) 1 National Research University Higher School of Economics 1 Nationalekonomiska Institutionen, Uppsala Universitet 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 School of Management, Yale University 1 Staatswissenschaftliches Seminar, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise 1 Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 1
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Published in...
All
Management Science 10 Journal of Risk and Uncertainty 8 Theory and decision : an international journal for multidisciplinary advances in decision science 8 Economics Papers from University Paris Dauphine 6 Jena Economic Research Papers 6 MPRA Paper 6 Theory and Decision 6 Working papers 6 Computational economics 4 Insurance / Mathematics & economics 4 International journal of production research 4 Journal of behavioral and experimental economics 4 Operations Research and Decisions 4 Post-Print / HAL 4 Research paper series / Swiss Finance Institute 4 Working Papers - Mathematical Economics 4 Applied economics 3 Cahiers de la Maison des Sciences Economiques 3 Discussion Papers in Economics 3 Insurance: Mathematics and Economics 3 Journal of economic dynamics & control 3 Journal of mathematical economics 3 Judgment and Decision Making 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Swiss Finance Institute Research Paper 3 Cambridge Working Papers in Economics 2 Computational Management Science : CMS 2 Decisions in economics and finance : DEF ; a journal of applied mathematics 2 Economic Theory 2 Economics Letters 2 Economics Thesis from University Paris Dauphine 2 Economics letters 2 European journal of operational research : EJOR 2 IEW - Working Papers 2 IZA Discussion Papers 2 International journal of production economics 2 Journal of Economic Dynamics and Control 2 Journal of banking & finance 2 Journal of behavioral and experimental finance 2 Journal of risk and uncertainty : JRU 2
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Source
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ECONIS (ZBW) 149 RePEc 137 EconStor 28 Other ZBW resources 1
Showing 141 - 150 of 315
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Trust and trustworthiness under the prospect theory: A field experiment in Vietnam
Nguyen, Quang; Villeval, Marie-Claire; Xu, Hui - 2012
Vietnamese villages and by estimating the parameters of the Cumulative Prospect Theory and of quasi-hyperbolic time preferences …
Persistent link: https://www.econbiz.de/10010289986
Saved in:
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Stochastic dominance for law invariant preferences: The happy story of elliptical distributions
Vigna, Matteo Del - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2012
dominance. We analyze in details the case of Dual Theory of Choice and Cumulative Prospect Theory, including all its distinctive …
Persistent link: https://www.econbiz.de/10010734987
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Cumulative Prospect Theory, employee exercise behaviour and stock options cost assessment
Bahaji, Hamza - Université Paris-Dauphine (Paris IX) - 2012
maximizes the expected utility to a representative employee exhibiting preferences as described by the Cumulative Prospect … Theory (CPT). This model also accounts for exogenous non-market factors that may cause early exercise. Using a large database …
Persistent link: https://www.econbiz.de/10010783761
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Prospect theory: An application to European option pricing
Nardon, Martina; Pianca, Paolo - Dipartimento di Economia, Università Ca' Foscari Venezia - 2012
cumulative prospect theory. According to prospect theory, individuals do not always take their decisions consistently with the …
Persistent link: https://www.econbiz.de/10010907234
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De l’évaluation des stock options en « juste valeur » : apport de l’approche comportementale
Bahaji, Hamza - Université Paris-Dauphine (Paris IX) - 2012
examine stock options subjective valuation and the implied incentive effects to a cumulative prospect theory (CPT …
Persistent link: https://www.econbiz.de/10011074712
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Trust and Trustworthiness under the Prospect Theory: A field experiment in Vietnam
Nguyen, Quang; Villeval, Marie Claire; Xu, Hui - HAL - 2012
Vietnamese villages and by estimating the parameters of the Cumulative Prospect Theory and of quasi-hyperbolic time preferences …
Persistent link: https://www.econbiz.de/10010743093
Saved in:
Cover Image
Trust and Trustworthiness under the Prospect Theory: A field experiment in Vietnam
Nguyen, Quang; Villeval, Marie-Claire; Xu, Hui - Groupe d'Analyse et de Théorie Économique Lyon … - 2012
Vietnamese villages and by estimating the parameters of the Cumulative Prospect Theory and of quasi-hyperbolic time preferences …
Persistent link: https://www.econbiz.de/10010570279
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A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences
Vigna, Matteo Del - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2012
Cumulative Prospect Theory decision makers, we show that CAPM is a necessary (though not sufficient) condition that must hold in …
Persistent link: https://www.econbiz.de/10009399211
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Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance
Renata DudziÅ„ska-BaryÅ‚a; Michalska, Ewa - In: Operations Research and Decisions 22 (2012)
act rationally. Relatively new tools which model real choices are the cumulative prospect theory rules and the almost … consistency between the valuation of random decision alternatives based on cumulative prospect theory and almost stochastic …
Persistent link: https://www.econbiz.de/10010682921
Saved in:
Cover Image
Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance
Dudzinska-Baryla, Renata; Michalska, Ewa - In: Operations Research and Decisions 22 (2012)
act rationally. Relatively new tools which model real choices are the cumulative prospect theory rules and the almost … consistency between the valuation of random decision alternatives based on cumulative prospect theory and almost stochastic …
Persistent link: https://www.econbiz.de/10010684372
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