The Data of Levy and Levy (2002) ÜProspect Theory: Much Ado About Nothing?Ý Actually Support Prospect Theory
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References listed on IDEAS
- Harry Markowitz, 1952. "The Utility of Wealth," Journal of Political Economy, University of Chicago Press, vol. 60, pages 151-151.
- Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December.
- Chris Starmer, 2000. "Developments in Non-expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk," Journal of Economic Literature, American Economic Association, vol. 38(2), pages 332-382, June.
- Moshe Levy & Haim Levy, 2002. "Prospect Theory: Much Ado About Nothing?," Management Science, INFORMS, vol. 48(10), pages 1334-1349, October.
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- Rosenblatt-Wisch, Rina, 2008.
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- Rina Rosenblatt-Wisch, 2007. "Loss Aversion in Aggregate Macroeconomic Time Series," Working Papers 2007-06, Swiss National Bank.
- Peter Brooks & Simon Peters & Horst Zank, 2014. "Risk behavior for gain, loss, and mixed prospects," Theory and Decision, Springer, pages 153-182.
- Mehrmann, Annika & Sureth-Sloane, Caren, 2017. "Tax loss offset restrictions and biased perception of risky investments," arqus Discussion Papers in Quantitative Tax Research 222, arqus - Arbeitskreis Quantitative Steuerlehre.
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- Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2016. "Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
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- Michael H. Birnbaum & Jeffrey P. Bahra, 2007. "Gain-Loss Separability and Coalescing in Risky Decision Making," Management Science, INFORMS, pages 1016-1028.
- Baucells, Manel & Heukamp, Franz H., 2004. "Reevaluation of the results of Levy and Levy (2002a)," Organizational Behavior and Human Decision Processes, Elsevier, vol. 94(1), pages 15-21, May.
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KeywordsProspect Theory; Stochastic Dominance; Utility; Probability Weighting; Inverses;
StatisticsAccess and download statistics
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