Prospect theory for continuous distributions
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- Kremena Bachmann & Thorsten Hens, 2010. "Behavioral Finance and Investment Advice," Chapters,in: Handbook of Behavioral Finance, chapter 15 Edward Elgar Publishing.
- Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2011. "Prospect theory for continuous distributions: A preference foundation," Journal of Risk and Uncertainty, Springer, vol. 42(3), pages 195-210, June.
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- Connors, Richard D. & Sumalee, Agachai, 2009. "A network equilibrium model with travellers' perception of stochastic travel times," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 614-624, July.
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More about this item
KeywordsProspect theory; Cumulative prospect theory; Continuity; Probability weighting; First-order stochastic dominance; D81;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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