A Further Examination of Cumulative Prospect Theory Parameterizations

By William S. Neilson, Jill Stowe. 2002

137 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Decision Sciences

View Paper: https://www.semanticscholar.org/paper/5abc48ede9088037160a7b06990541ff197f7b72

Citations in the corpus

• Household Portfolio Diversification: A Case for Rank-Dependent Preferences (2005, unknown): “Quiggin (1993) shows that when the weighting function is such that g(P) P, the agent is risk averse.”