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Risk Information and Retirement Investment Choices Under Prospect Theory

Bateman, Hazel - 2013

We assess alternative presentations of investment risk using a discrete choice experiment which asked subjects to rank … three investment portfolios for retirement savings across nine risk presentation formats and four underlying risk levels …. Using Prospective Theory utility specifications we estimate individual-specific parameters for risk preferences in gains and …

Persistent link: https://www.econbiz.de/10013085770

Measuring loss aversion under ambiguity : a method to make prospect theory completely observable

Abdellaoui, Mohammed; Bleichrodt, Han; L'Haridon, Olivier; … - In: Journal of risk and uncertainty : JRU 52 (2016) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011669498

Risk information and retirement investment choice mistakes under prospect theory

Bateman, Hazel; Stevens, Ralph; Lai, Andy - In: The journal of behavioral finance : a publication of … 16 (2015) 4, pp. 279-296

Persistent link: https://www.econbiz.de/10011566132

Too risk-averse for prospect theory?

Rieger, Marc Oliver; Bui, Thuy - In: Modern economy 2 (2011) 4, pp. 691-700

Persistent link: https://www.econbiz.de/10009620648

Probability weighting and L-moments

Blavatskyy, Pavlo - In: European journal of operational research : EJOR 255 (2016) 1, pp. 103-109

Persistent link: https://www.econbiz.de/10011530838

Expected utility with uncertain probabilities theory

Izhakian, Yehuda - In: Journal of mathematical economics 69 (2017), pp. 91-103

Persistent link: https://www.econbiz.de/10011825902

Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory

Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014230385

The impact of middle outcomes on lottery valuations

Kontek, Krzysztof; Birnbaum, Michael H. - In: Journal of behavioral and experimental economics 78 (2019), pp. 30-44

Persistent link: https://www.econbiz.de/10012240245

Estimation and comparison between rank-dependent expected utility, cumulative prospect theory and quantum decision theory

Ferro, Giuseppe; Kovalenko, Tatyana; Sornette, Didier - 2021

We propose a new parametrization of Quantum Decision Theory (QDT), based on Rank Dependent Utility Theory (RDU). Using experimental data made of choices between pairs of lotteries, we compare QDT with "classical" decision theories, RDU and Cumulative Prospect Theory (CPT). At the aggregate...

Persistent link: https://www.econbiz.de/10012612940

On dynamic coherent and convex risk measures : risk optimal behavior and information gains

Engelage, Daniel (contributor) - 2009

Persistent link: https://www.econbiz.de/10003872175