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Craig R. Fox

Personal Details

First Name:Craig
Middle Name:R.
Last Name:Fox
Suffix:
RePEc Short-ID:pfo50

Affiliation

Anderson Graduate School of Management
University of California-Los Angeles (UCLA)

Los Angeles, California (United States)
http://www.anderson.ucla.edu/

:

110 Westwood Plaza, Los Angeles, CA. 90095
RePEc:edi:aguclus (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Fox, Craig R. & Weber, Martin, 1999. "Ambiguity Aversion, Comparative Ignorance, and the Role of Context," Sonderforschungsbereich 504 Publications 99-47, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.

Articles

  1. Fox, Craig R & Rogers, Brett A & Tversky, Amos, 1996. "Options Traders Exhibit Subadditive Decision Weights," Journal of Risk and Uncertainty, Springer, vol. 13(1), pages 5-17, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fox, Craig R. & Weber, Martin, 1999. "Ambiguity Aversion, Comparative Ignorance, and the Role of Context," Sonderforschungsbereich 504 Publications 99-47, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.

    Cited by:

    1. Mercè Roca & Robin Hogarth & A. Maule, 2006. "Ambiguity seeking as a result of the status quo bias," Journal of Risk and Uncertainty, Springer, vol. 32(3), pages 175-194, May.
    2. Stefan Trautmann & Ferdinand Vieider & Peter Wakker, 2008. "Causes of ambiguity aversion: Known versus unknown preferences," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 225-243, June.
    3. John R. Graham & Campbell R. Harvey & Hai Huang, 2005. "Investor Competence, Trading Frequency, and Home Bias," NBER Working Papers 11426, National Bureau of Economic Research, Inc.
    4. A. V. Muthukrishnan & Luc Wathieu, 2007. "Ambiguity aversion and the power of established brands," ESMT Research Working Papers ESMT-07-005, ESMT European School of Management and Technology.

Articles

  1. Fox, Craig R & Rogers, Brett A & Tversky, Amos, 1996. "Options Traders Exhibit Subadditive Decision Weights," Journal of Risk and Uncertainty, Springer, vol. 13(1), pages 5-17, July.

    Cited by:

    1. Abel , Martin & Cole, Shawn & Zia, Bilal, 2015. "Debiasing on a roll: changing gambling behavior through experiential learning," Policy Research Working Paper Series 7195, The World Bank.
    2. van de Kuilen, G. & Wakker, P.P., 2011. "The midweight method to measure attitudes towards risk and ambiguity," Other publications TiSEM c58a6884-24cc-4cab-ae2f-a, Tilburg University, School of Economics and Management.
    3. Max Groneck, Alexander Ludwig, Alexander Zimper, 2014. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Papers 473, Economic Research Southern Africa.
    4. Etchart-Vincent, Nathalie, 2007. "Expérimentation de laboratoire et économie : contre quelques idées reçues et faux problèmes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(1), pages 91-116, mars.
    5. Richard Brody & John Coulter & Alireza Daneshfar, 2003. "Auditor Probability Judgments: Discounting Unspecified Possibilities," Theory and Decision, Springer, vol. 54(2), pages 85-104, March.
    6. Cox, James C. & Sadiraj, Vjollca & Schmidt, Ulrich, 2011. "Paradoxes and mechanisms for choice under risk," Kiel Working Papers 1712, Kiel Institute for the World Economy (IfW).
    7. David R. Mandel & Christopher W. Karvetski & Mandeep K. Dhami, 2018. "Boosting intelligence analysts’ judgment accuracy: What works, what fails?," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 13(6), pages 607-621, November.
    8. Mohammed Abdellaoui & Frank Vossmann & Martin Weber, 2005. "Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty," Management Science, INFORMS, vol. 51(9), pages 1384-1399, September.
    9. Alevy, Jonathan E. & Haigh, Michael S. & List, John A., 2003. "Information Cascades: Evidence From A Field Experiment With Financial Market Professionals," Working Papers 28608, University of Maryland, Department of Agricultural and Resource Economics.
    10. Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007. "Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 179-199, June.
    11. Eyal Peer & Lidor Solomon, 2012. "Professionally biased: Misestimations of driving speed, journey time and time-savings among taxi and car drivers," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 7(2), pages 165-172, March.
    12. Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2013. "Overconfidence, experience, and professionalism: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 92-101.
    13. Shavit, Tal & Benzion, Uri & Haruvy, Ernan, 2007. "Risk aversion and under-hedging," Journal of Economics and Business, Elsevier, vol. 59(3), pages 181-198.
    14. Anna Maffioletti & Michele Santoni, 2019. "Emotion and Knowledge in Decision Making under Uncertainty," Games, MDPI, Open Access Journal, vol. 10(4), pages 1-28, September.
    15. Müller, Julia & Li, Zhihua & Wakker, Peter P. & Wang, Tong V., 2016. "The Rich Domain of Ambiguity Explored," Annual Conference 2016 (Augsburg): Demographic Change 145734, Verein für Socialpolitik / German Economic Association.
    16. Christopher Schwand & Rudolf Vetschera & Lea Wakolbinger, 2010. "The influence of probabilities on the response mode bias in utility elicitation," Theory and Decision, Springer, vol. 69(3), pages 395-416, September.
    17. Jeeva Somasundaram & Enrico Diecidue, 2017. "Regret theory and risk attitudes," Journal of Risk and Uncertainty, Springer, vol. 55(2), pages 147-175, December.
    18. Erel Avineri, 2006. "The Effect of Reference Point on Stochastic Network Equilibrium," Transportation Science, INFORMS, vol. 40(4), pages 409-420, November.
    19. Kim Kaivanto, 2014. "Visceral emotions, within-community communication, and (ill-judged) endorsement of financial propositions," Working Papers 69123498, Lancaster University Management School, Economics Department.
    20. V. Yukalov & D. Sornette, 2011. "Decision theory with prospect interference and entanglement," Theory and Decision, Springer, vol. 70(3), pages 283-328, March.
    21. Olsen, Robert A., 1997. "Prospect theory as an explanation of risky choice by professional investors: Some evidence," Review of Financial Economics, Elsevier, vol. 6(2), pages 225-232.
    22. Diecidue, Enrico & Wakker, Peter P., 2002. "Dutch books: avoiding strategic and dynamic complications, and a comonotonic extension," Mathematical Social Sciences, Elsevier, vol. 43(2), pages 135-149, March.
    23. Max Groneck & Alexander Ludwig, 2014. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Papers 201465, University of Pretoria, Department of Economics.
    24. Mohammed Abdellaoui & Laetitia Placido & Aurélien Baillon & P.P. Wakker, 2011. "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00609214, HAL.
    25. Kalayci, Erkan & Basdas, Ulkem, 2010. "Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company," Review of Financial Economics, Elsevier, vol. 19(1), pages 38-45, January.
    26. Schmidt, Ulrich & Zank, Horst, 2009. "A simple model of cumulative prospect theory," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 308-319, March.
    27. Aurélien Baillon, 2008. "Eliciting Subjective Probabilities Through Exchangeable Events: An Advantage and a Limitation," Decision Analysis, INFORMS, vol. 5(2), pages 76-87, June.
    28. Mattos, Fabio & Garcia, Philip, 2009. "The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53035, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    29. Grevenbrock, Nils & Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2018. "Cognition, optimism and the formation of age-dependent survival beliefs," ZEW Discussion Papers 18-015, ZEW - Leibniz Centre for European Economic Research.
    30. Craig R. Fox & Amos Tversky, 1998. "A Belief-Based Account of Decision Under Uncertainty," Management Science, INFORMS, vol. 44(7), pages 879-895, July.
    31. Bleichrodt, Han & Eeckhoudt, Louis, 2006. "Survival risks, intertemporal consumption, and insurance: The case of distorted probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 335-346, April.
    32. Diecidue, Enrico & Wakker, Peter P, 2001. "On the Intuition of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 281-298, November.
    33. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2007. "Insights into Trader Behavior: Risk Aversion and Probability Weighting," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37569, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    34. Lyle A. Brenner & Dale W. Griffin & Derek J. Koehler, 2012. "A Case-Based Model of Probability and Pricing Judgments: Biases in Buying and Selling Uncertainty," Management Science, INFORMS, vol. 58(1), pages 159-178, January.
    35. William Neilson, 2001. "Calibration results for rank-dependent expected utility," Economics Bulletin, AccessEcon, vol. 4(10), pages 1-5.
    36. Hagigi, Moshe & Sivakumar, Kumar, 2009. "Managing diverse risks: An integrative framework," Journal of International Management, Elsevier, vol. 15(3), pages 286-295, September.
    37. Enrico Diecidue & Dolchai La-ornual, 2009. "Reconciling support theory and the book-making principle," Journal of Risk and Uncertainty, Springer, vol. 38(3), pages 173-190, June.
    38. Christian Wolff & Thorsten Lehnert & Cokki Versluis, 2009. "A Cumulative Prospect Theory Approach to Option Pricing," LSF Research Working Paper Series 09-03, Luxembourg School of Finance, University of Luxembourg.
    39. Eyal Baharad & Doron Kliger, 2013. "Market failure in light of non-expected utility," Theory and Decision, Springer, vol. 75(4), pages 599-619, October.
    40. Menkhoff, Lukas & Schmidt, Ulrich & Brozynski, Torsten, 2006. "The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence," European Economic Review, Elsevier, vol. 50(7), pages 1753-1766, October.
    41. George Wu & Richard Gonzalez, 1999. "Nonlinear Decision Weights in Choice Under Uncertainty," Management Science, INFORMS, vol. 45(1), pages 74-85, January.
    42. Lefebvre, Mathieu & Vieider, Ferdinand M., 2014. "Risk taking of executives under different incentive contracts: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 97(C), pages 27-36.
    43. Doctor, Jason N. & Bleichrodt, Han & Miyamoto, John & Temkin, Nancy R. & Dikmen, Sureyya, 2004. "A new and more robust test of QALYs," Journal of Health Economics, Elsevier, vol. 23(2), pages 353-367, March.
    44. Neilson, William S & Stowe, Jill, 2002. "A Further Examination of Cumulative Prospect Theory Parameterizations," Journal of Risk and Uncertainty, Springer, vol. 24(1), pages 31-46, January.
    45. Anna MAFFIOLETTI & Michele SANTONI, 2007. "Emotions, competence and confidence in choice under uncertainty," Departmental Working Papers 2007-31, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    46. Robert T. Clemen & Canan Ulu, 2008. "Interior Additivity and Subjective Probability Assessment of Continuous Variables," Management Science, INFORMS, vol. 54(4), pages 835-851, April.

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