The behavioural components of risk aversion

Author:

Davies Greg B.,Satchell Stephen E.

Publisher

Elsevier BV

Subject

Applied Mathematics,General Psychology

Reference30 articles.

1. Parameter-free elicitation of utility of probability weighting functions;Abdellaoui;Management Science,2000

2. Abdellaoui, M., Bleichrodt, H., & Paraschiv, C. (2005). Loss aversion under prospect theory: A parameter-free measurement. Working Paper, Erasmus University and GRID, ENSAM-Paris & ESTP (France).

3. Aspects of the theory of risk bearing;Arrow,1965

4. Baucells, M., & Heukamp, F. H. (2004) Stochastic dominance and cumulative prospect theory: theory and experiments. Management Science, 52, 1409–1423.

5. Uncertainty aversion and risk aversion in models with nonadditive probabilities;Chateauneuf,1988

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