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Risk Behaviour for Gain, Loss and Mixed Prospects

Listed author(s):
  • Peter Brooks
  • Simon Peters
  • Horst Zank

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File URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-1123.pdf
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Paper provided by Economics, The University of Manchester in its series The School of Economics Discussion Paper Series with number 1123.

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Date of creation: 2011
Handle: RePEc:man:sespap:1123
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Web page: http://www.socialsciences.manchester.ac.uk/subjects/economics/

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  24. Chris Starmer, 2000. "Developments in Non-expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk," Journal of Economic Literature, American Economic Association, vol. 38(2), pages 332-382, June.
  25. Han Bleichrodt & Jose Luis Pinto, 2000. "A Parameter-Free Elicitation of the Probability Weighting Function in Medical Decision Analysis," Management Science, INFORMS, vol. 46(11), pages 1485-1496, November.
  26. U Schmidt & H Zank, 2002. "What is Loss Aversion?," The School of Economics Discussion Paper Series 0209, Economics, The University of Manchester.
  27. Wakker, Peter P, 2001. "Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle," Econometrica, Econometric Society, vol. 69(4), pages 1039-1059, July.
  28. U Schmidt & H Zank, 2002. "Risk Aversion in Cumulative Prospect Theory," The School of Economics Discussion Paper Series 0207, Economics, The University of Manchester.
  29. H. Bleichrodt & C. Paraschiv & Mohammed Abdellaoui, 2007. "Loss Aversion Under Prospect Theory: A Parameter-Free Measurement," Post-Print hal-00457047, HAL.
  30. Shlomo Benartzi & Richard H. Thaler, 1999. "Risk Aversion or Myopia? Choices in Repeated Gambles and Retirement Investments," Management Science, INFORMS, vol. 45(3), pages 364-381, March.
  31. Cary Deck & Harris Schlesinger, 2008. "Exploring Higher-Order Risk Effects," CESifo Working Paper Series 2487, CESifo Group Munich.
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  33. Lattimore, Pamela K. & Baker, Joanna R. & Witte, Ann D., 1992. "The influence of probability on risky choice: A parametric examination," Journal of Economic Behavior & Organization, Elsevier, vol. 17(3), pages 377-400, May.
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  36. Ryan, Matthew J., 2006. "Risk aversion in RDEU," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 675-697, September.
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  40. Han Bleichrodt & Jose Luis Pinto & Peter P. Wakker, 2001. "Making Descriptive Use of Prospect Theory to Improve the Prescriptive Use of Expected Utility," Management Science, INFORMS, vol. 47(11), pages 1498-1514, November.
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