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Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
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A preference foundation for constant loss aversion
Peters, Hans J. M. - In: Journal of mathematical economics 48 (2012) 1, pp. 21-25
Persistent link: https://www.econbiz.de/10009583228
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Financial market equilibria with cumulative prospect theory
De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver - In: Journal of mathematical economics 46 (2010) 5, pp. 633-651
Persistent link: https://www.econbiz.de/10009300213
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The consumption-investment decision of a prospect theory household : a two-period model with an endogenous second period reference level
Hlouskova, Jaroslava; Fortin, Ines; Tsigaris, … - In: Journal of mathematical economics 85 (2019), pp. 93-108
Persistent link: https://www.econbiz.de/10012311077
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Expected utility theory and inner and outer measures of loss aversion
Charles-Cadogan, G. - In: Journal of mathematical economics 63 (2016), pp. 10-20
Persistent link: https://www.econbiz.de/10011665020
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Expected utility with uncertain probabilities theory
Izhakian, Yehuda - In: Journal of mathematical economics 69 (2017), pp. 91-103
Persistent link: https://www.econbiz.de/10011825902
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The consumption-investment decision of a prospect theory household : a two-period model
Hlouskova, Jaroslava; Fortin, Ines; Tsigaris, … - In: Journal of mathematical economics 70 (2017), pp. 74-89
Persistent link: https://www.econbiz.de/10011826076
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All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components
Kpegli, Yao Thibaut; Corgnet, Brice; Zylbersztejn, Adam - In: Journal of mathematical economics 104 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014231299
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Lack of prevalence of the endowment effect : an equilibrium analysis
Araújo, Aloísio Barboza de; Gama, J.; Suarez, C. E. - In: Journal of mathematical economics 102 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013539509
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Managing anticipation and reference-dependent choice
Armouti-Hansen, Jesper; Kops, Jan Christopher - In: Journal of mathematical economics 112 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015071894