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Separating curvature and elevation: A parametric probability weighting function

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  • Mohammed Abdellaoui
  • Olivier L’Haridon
  • Horst Zank

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File URL: http://hdl.handle.net/10.1007/s11166-010-9097-6
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Bibliographic Info

Article provided by Springer in its journal Journal of Risk and Uncertainty.

Volume (Year): 41 (2010)
Issue (Month): 1 (August)
Pages: 39-65

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Handle: RePEc:kap:jrisku:v:41:y:2010:i:1:p:39-65

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Web page: http://www.springerlink.com/link.asp?id=100299

Related research

Keywords: Curvature; Elevation; Optimism; Pessimism; Preference foundation; Prospect theory; D81;

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References

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Citations

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Cited by:
  1. Vieider, Ferdinand M., 2012. "Moderate stake variations for risk and uncertainty, gains and losses: Methodological implications for comparative studies," Economics Letters, Elsevier, vol. 117(3), pages 718-721.
  2. Ulrich Schmidt & Horst Zank, 2012. "A genuine foundation for prospect theory," Journal of Risk and Uncertainty, Springer, Springer, vol. 45(2), pages 97-113, October.
  3. Nathalie Etchart-Vincent & Olivier l’Haridon, 2011. "Monetary incentives in the loss domain and behavior toward risk: An experimental comparison of three reward schemes including real losses," Journal of Risk and Uncertainty, Springer, Springer, vol. 42(1), pages 61-83, February.
  4. Peter Brooks & Simon Peters & Horst Zank, 2014. "Risk behavior for gain, loss, and mixed prospects," Theory and Decision, Springer, Springer, vol. 77(2), pages 153-182, August.
  5. Pahlke, Julius & Strasser, Sebastian & Vieider, Ferdinand M., 2012. "Responsibility effects in decision making under risk," Discussion Papers, WZB Junior Research Group Risk and Development SP II 2012-402, Social Science Research Center Berlin (WZB).
  6. Craig Webb & Horst Zank, 2011. "Accounting for Optimism and Pessimism in Expected Utility," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1111, Economics, The University of Manchester.
  7. Aurélien Baillon & Han Bleichrodt & Umut Keskin & Olivier L'Haridon & Author-Name: Chen Li, 2013. "Learning under ambiguity: An experiment using initial public offerings on a stock market," Economics Working Paper Archive (University of Rennes 1 & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS 201331, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  8. Vieider, Ferdinand M. & Chmura, Thorsten & Martinsson, Peter, 2012. "Risk attitudes, development, and growth: Macroeconomic evidence from experiments in 30 countries," Discussion Papers, WZB Junior Research Group Risk and Development SP II 2012-401, Social Science Research Center Berlin (WZB).

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