Cumulative Prospect Theory for Parametric and Multiattribute Utilities
Different attitudes towards gains and losses are a prominent feature of cumulative prospect theory for decision under uncertainty. In particular, decision weights for uncertain events can depend on whether the events involve gains or losses, and the shape of the utility function can reveal loss aver...
| Veröffentlicht in: | Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 26(2001), 1, Seite 67-81 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2001
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| Zugriff auf das übergeordnete Werk: | Mathematics of Operations Research |
| Schlagworte: | Cumulative prospect theory Constant absolute (proportional) risk aversion Multiattribute utility theory Economics Behavioral sciences Mathematics Philosophy |
| Online verfügbar |
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