# All at Once! A Comprehensive and Tractable Semi-Parametric Method to Elicit Prospect Theory Components

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## Suggested Citation

**All at Once! A Comprehensive and Tractable Semi-Parametric Method to Elicit Prospect Theory Components**," Working Papers 2034, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.

*RePEc:gat:wpaper:2034*

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## Other versions of this item:

- Kpegli, Yao Thibaut & Corgnet, Brice & Zylbersztejn, Adam, 2023.
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**All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components**," Journal of Mathematical Economics, Elsevier, vol. 104(C).

- Yao Thibaut Kpegli & Brice Corgnet & Adam Zylbersztejn, 2020.
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**All at Once! A Comprehensive and Tractable Semi-Parametric Method to Elicit Prospect Theory Components**," Working Papers halshs-03016517, HAL.

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## More about this item

### Keywords

Prospect theory; semi-parametric estimation; risk attitudes; weighting function; loss aversion;All these keywords.

### JEL classification:

**D81**- Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty**C91**- Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior

### NEP fields

This paper has been announced in the following NEP Reports:- NEP-EXP-2020-11-30 (Experimental Economics)
- NEP-UPT-2020-11-30 (Utility Models and Prospect Theory)

### Statistics

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