A parameter-free analysis of the utility of money for the general population under prospect theory

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Loss Aversion Under Prospect Theory: A Parameter-Free Measurement (2007, background): “Kahneman and Tversky (1979), Wakker and Tversky (1993), Bowman et al. (1999), and Neilson (2002) have proposed global definitions of loss aversion.”
Measuring the time stability of Prospect Theory preferences (2010, unknown): “Conversely, Brunnermeier and Nagel (2008) find that wealth fluctuations have hardly any influence on the proportion of liquid wealth invested in risky assets, suggesting that habits or subsistence levels do not cause individuals’ risk aversion to be time-varying.3 Their data stems from the Panel Stu”
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable (2016, unknown): “…measurements of loss aversion made simplifying assumptions, typically assuming linear utility and either ignoring probability weighting (Baltussen et al. forthcoming; Booij and van de Kuilen 2009; Pennings and Smidts 2003) 5 or assuming equal weighting for gains and losses (Gaechter et al. 2007).”