A tractable method to measure utility and loss aversion under prospect theory

Author:

Abdellaoui Mohammed,Bleichrodt Han,L’Haridon Olivier

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,Accounting

Reference42 articles.

1. Abdellaoui, Mohammed. (2000). “Parameter-Free Elicitation of Utility and Probability Weighting Functions,” Management Science 46, 1497–1512.

2. Abdellaoui, Mohammed, Aurélien Baillon, and Peter P. Wakker. (2007). “Combining Bayesian Beliefs and Willingness to Bet to Analyze Attitudes towards Uncertainty,” Working Paper, Erasmus University.

3. Abdellaoui, Mohammed, Carolina Barrios, and Peter P. Wakker. (2007). “Reconciling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory,” Journal of Econometrics 138, 356–378.

4. Abdellaoui, Mohammed, Han Bleichrodt, and Corina Paraschiv. (2007). “Measuring Loss Aversion under Prospect Theory: A Parameter-Free Approach,” Management Science 53, 1659–1674.

5. Andersen, Steffen, Glenn Harrison, Morten Lau, and E. Elisabet Rutström. (2007). “Behavioral Econometrics for Psychologists,” Journal of Economic Psychology (forthcoming).

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