Wu, George; Zhang, Jiao; Abdellaoui, Mohammed - In: Journal of Risk and Uncertainty 30 (2005) 2, pp. 107-131
The two versions of prospect theory, original prospect theory (OPT; Kahneman and Tversky, 1979) and cumulative prospect theory (CPT; Tversky and Kahneman, 1992), use different composition rules to combine the value function and the probability weighting function and hence value gambles with two...
