Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
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DOI: 10.1287/mnsc.1050.0388
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- Abdellaoui, Mohammed & Vossman, Frank & Weber, Martin, 2003. "Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty," CEPR Discussion Papers 3756, C.E.P.R. Discussion Papers.
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More about this item
Keywords
decision under uncertainty; Choquet expected utility; cumulative prospect theory; decision weights; choice-based probabilities; probability weighting;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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