Bounded cumulative prospect theory: some implications for gambling outcomes
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- David Peel & David Law, 2009. "A More General Non-expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets," Economica, London School of Economics and Political Science, vol. 76(302), pages 251-263, April.
- Mao-Wei Hung & Jr-Yan Wang, 2011. "Loss aversion and the term structure of interest rates," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4623-4640.
- Peel, D.A. & Zhang, Jie, 2009. "The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory," Economics Letters, Elsevier, vol. 105(3), pages 326-329, December.
- David Alan Peel & David Law, 2017. "Loss Aversion And Ruinous Optimal Wagers In Cumulative Prospect Theory," Economics Bulletin, AccessEcon, vol. 37(1), pages 352-360.
- David A. Peel & Davind Law, 2009. "An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 3(2), pages 15-35, September.
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