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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 271 - 280 of 315
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The effect of precommitment and past-experience on insurance choices : an experimental study.
Papon, Thomas - Maison des Sciences Économiques, Université Paris 1 … - 2004
to maintain the same insurance decision. Non-additive decision models such as Dual Theory and Cumulative Prospect Theory …
Persistent link: https://www.econbiz.de/10005670941
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L'influence de la durée d'engagement et du vécu dans les décisions d'assurance : deux études expérimentales.
Papon, Thomas - Maison des Sciences Économiques, Université Paris 1 … - 2004
Prospect Theory appear to have a higher descriptive power than Expected Utility Theory when explaining subjects' behaviours … individuals commit themselves to hold the same insurance decision. Non-additive decision models such as Dual Theory and Cumulative …
Persistent link: https://www.econbiz.de/10005670952
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Choices under ambiguity with familiar and unfamiliar outcomes.
Basili, Marcello; Chateauneuf, Alain; Fontini, Fulvio - Maison des Sciences Économiques, Université Paris 1 … - 2004
This paper considers a decision-making process under ambiguity in which the decision-maker is supposed to split outcomes between familiar and unfamiliar ones. She is assumed to behave differently with respect to unfamiliar gains, unfamiliar losses and customary (familiar) outcomes. In...
Persistent link: https://www.econbiz.de/10005670969
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Incentives from stock option grants: a behavioral approach
Bahaji, Hamza - Université Paris-Dauphine (Paris IX) - 2011
. Employing the certainty equivalence principle, I built on insights from Cumulative Prospect Theory (CPT) to derive a continuous …
Persistent link: https://www.econbiz.de/10010891141
Saved in:
Cover Image
Incentives from stock option grants: a behavioral approach
Bahaji, Hamza - Université Paris-Dauphine (Paris IX) - 2011
. Employing the certainty equivalence principle, I built on insights from Cumulative Prospect Theory (CPT) to derive a continuous …
Persistent link: https://www.econbiz.de/10010891143
Saved in:
Cover Image
Incentives from stock option grants: a behavioral approach
Bahaji, Hamza - Université Paris-Dauphine (Paris IX) - 2011
. Employing the certainty equivalence principle, I built on insights from Cumulative Prospect Theory (CPT) to derive a continuous …
Persistent link: https://www.econbiz.de/10010891144
Saved in:
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Behavioral optimal insurance
Sung, K.C.J.; Yam, S.C.P.; Yung, S.P.; Zhou, J.H. - In: Insurance: Mathematics and Economics 49 (2011) 3, pp. 418-428
to an insured whose decision-making behavior is modeled by Kahneman and Tversky’s Cumulative Prospect Theory with convex …
Persistent link: https://www.econbiz.de/10010576724
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Understanding the Two Components of Risk Attitudes: An Experimental Analysis
Qiu, Jianying; Steiger, Eva-Maria - Volkswirtschaftliche Fakultät, … - 2011
Cumulative prospect theory introduced the weighting of probabilities as an additional component to capture risk …
Persistent link: https://www.econbiz.de/10010942881
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Incentives from stock option grants: a behavioral approach
Bahaji, Hamza - In: Review of Accounting and Finance 10 (2011) 3, pp. 200-227
preferences as described by cumulative prospect theory (CPT). In addition, it elaborates on their incentives effect and some …
Persistent link: https://www.econbiz.de/10014989620
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Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
He, Xue Dong; Zhou, Xun Yu - In: Management Science 57 (2011) 2, pp. 315-331
's cumulative prospect theory (CPT). We introduce a new measure of loss aversion for large payoffs, called the large-loss aversion …
Persistent link: https://www.econbiz.de/10009204006
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