1. A criticism of Bernheim & Sprengers (2020) tests of rank dependence. (2023). Wakker, Peter.
   In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
   RePEc:eee:soceco:v:107:y:2023:i:c:s2214804322001215.

   Full description at Econpapers || Download paper

2. Uncertainty, Ambiguity and Risk Taking: an experimental investigation of consumer behavior and demand for insurance. (2013). Outreville, J. François ; Desrochers, Jean.
   In: ICER Working Papers.
   RePEc:icr:wpicer:10-2013.

   Full description at Econpapers || Download paper

3. On probabilities and loss aversion. (2010). Zank, Horst.
   In: Theory and Decision.
   RePEc:kap:theord:v:68:y:2010:i:3:p:243-261.

   Full description at Econpapers || Download paper

1. Abdellaoui, M. A genuine rank-dependent generalization of the Von Neumann–Morgenstern expected utility theorem. 2002 Econometrica. 70 717-736

2. Abdellaoui, M. Parameter-free elicitation of utility and probability weighting functions. 2000 Management Science. 46 1497-1512

3. Abdellaoui, M. ; Vossman, F. ; Weber, M. Choice-based elicitation and decomposition of decision weights for gains and losses under uncertainty. 2005 Management Science. 51 1384-1399

4. Camerer, C.F. ; Ho, T.-H. Violations of the betweenness axiom and nonlinearity in probability. 1994 Journal of Risk and Uncertainty. 8 167-196

5. Chateauneuf, A. ; Wakker, P. An axiomatization of cumulative prospect theory for decision under risk. 1999 Journal of Risk and Uncertainty. 18 137-145

6. Conlisk, J. Three variants on the allais example. 1989 American Economic Review. 79 392-407

7. Doherty, N.A. ; Eeckhoudt, L. Optimal insurance without expected utility: The dual theory and the linearity of insurance contracts. 1995 Journal of Risk and Uncertainty. 10 157-179

8. Etchart-Vincent, N. Is probability weighting sensitive to the magnitude of consequences? An experimental investigation on losses. 2004 Journal of Risk and Uncertainty. 28 217-236

9. Fennema, H. ; Wakker, P.P. Original and new prospect theory: A discussion and empirical differences. 1997 Journal of Behavioral Decision Making. 10 53-64
   Paper not yet in RePEc: Add citation now
   
10. Gonzalez, R., & Wu, G. (2003). Composition rules in original and cumulative prospect theory. Unpublished paper.
    Paper not yet in RePEc: Add citation now
    

11. Köbberling, V. ; Wakker, P. A simple tool for qualitatively testing, quantitatively measuring and normatively justifying savage’s subjective expected utility. 2004 Journal of Risk and Uncertainty. 28 135-145

12. Köbberling, V. ; Wakker, P. Preference foundations for nonexpected utility: A generalized and simplified technique. 2003 Mathematics of Operations Research. 28 395-423
    Paper not yet in RePEc: Add citation now
    

13. Kahneman, D. ; Tversky, A. Prospect theory: An analysis of decision under risk. 1979 Econometrica. 47 263-291

14. Lattimore, P.K. ; Baker, J.R. ; Witte, A.D. The influence of probability on risky choice: A parametric examination. 1992 The Journal of Economic Behavior and Organization. 17 377-400

15. Lopes, L. Reasons and resources, the human side of risk taking. 1993 En : Bell, N. ; Bell, R. Adolescent risk taking. Sage: Lubbock, TX
    Paper not yet in RePEc: Add citation now
    

16. Quiggin, J. A theory of anticipated utility. 1982 Journal of Economic Behavior and Organization. 3 323-343

17. Schmeidler, D. Subjective probability and expected utility without additivity. 1989 Econometrica. 57 571-587

18. Schmidt, U. ; Zank, H. A new axiomatization of rank dependant expected utility with tradeoff consistency for equally likely outcomes. 2001 Journal of Mathematical Economics. 35 483-491

19. Schmidt, U. ; Zank, H. An axiomatization of linear cumulative prospect theory with applications to portfolio selection and insurance demand. 2007 Decisions in Economics and Finance. 30 1-18

20. Schneider, S. ; Lopes, L. Reflection in preferences under risk: Who and when may suggest why. 1986 Journal of Experimental Psychology: Human Perception and Performance. 12 535-548
    Paper not yet in RePEc: Add citation now
    

21. Starmer, C. Developments in non-expected utility: The hunt for a descriptive theory of choice under risk. 2000 Journal of Economic Literature. 38 332-382

22. Tversky, A. Elimination by aspects: A theory of choice. 1972 Psychological Review. 79 281-299
    Paper not yet in RePEc: Add citation now
    
23. Tversky, A. Intransitivity of preferences. 1969 Psychological Review. 76 31-48
    Paper not yet in RePEc: Add citation now
    

24. Tversky, A. ; Kahneman, D. Advances in prospect theory: Cumulative representation of uncertainty. 1992 Journal of Risk and Uncertainty. 5 297-323

25. Tversky, A. ; Wakker, P. Risk attitudes and decision weights. 1995 Econometrica. 63 1255-1280

26. Wakker, P. Additive representations of preferences. A new foundation of decision analysis. 1989 Kluwer Academic Publishers: Dordrecht
    Paper not yet in RePEc: Add citation now
    
27. Wakker, P. Separating marginal utility and probabilistic risk aversion. 1994 Theory and Decision. 26 1-44
    Paper not yet in RePEc: Add citation now
    
28. Wang, S. Insurance pricing and increased limits ratemaking by proportional hazard transforms. 1995 Insurance: Mathematics and Economics. 17 43-54
    Paper not yet in RePEc: Add citation now
    

29. Wu, G. ; Gonzalez, R. Curvature of the probability weighting function. 1996 Management Science. 42 1676-1690

30. Wu, G. ; Markle, A.B. An empirical test of gain-loss separability in prospect theory. 2008 Management Sciences. 54 1322-1335

31. Wu, G. ; Zhang, J. ; Abdellaoui, M. Testing prospect theory using probability tradeoff consistency. 2005 Journal of Risk and Uncertainty. 30 107-131

32. Wu, G., Zhang, J., & Gonzales, R. (2003). Decision under risk. In N. Harvey & D. Koehler (Eds.), Blackwell handbook of judgment and decision making.
    Paper not yet in RePEc: Add citation now
    
33. Zank, H. (2007). Deriving rank dependent expected utility through probabilistic consistency. Economics Discussion Paper, University of Manchester.
    Paper not yet in RePEc: Add citation now
    

1. Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation. (2022). Koumou, Nettey Boevi Gilles ; Dionne, Georges.
   In: Risks.
   RePEc:gam:jrisks:v:10:y:2022:i:11:p:205-:d:954228.

   Full description at Econpapers || Download paper

2. Random Rank-Dependent Expected Utility. (2022). Kashaev, Nail ; Aguiar, Victor.
   In: Games.
   RePEc:gam:jgames:v:13:y:2022:i:1:p:13-:d:728775.

   Full description at Econpapers || Download paper

3. Incentive contracts when agents distort probabilities. (2021). Gonzalez-Jimenez, Victor.
   In: Vienna Economics Papers.
   RePEc:vie:viennp:vie2101.

   Full description at Econpapers || Download paper

4. Incentive contracts when agents distort probabilities. (2021). Gonzalez-Jimenez, Victor.
   In: Vienna Economics Papers.
   RePEc:vie:viennp:2101.

   Full description at Econpapers || Download paper

5. Ever since Allais. (2021). Quah, John ; Polisson, Matthew ; Kariv, Shachar ; Dembo, Aluma.
   In: IFS Working Papers.
   RePEc:ifs:ifsewp:21/15.

   Full description at Econpapers || Download paper

6. Concave/convex weighting and utility functions for risk: A new light on classical theorems. (2021). Wakker, Peter ; Yang, Jingni.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:100:y:2021:i:c:p:429-435.

   Full description at Econpapers || Download paper

7. Ever Since Allais. (2021). Quah, John ; Polisson, Matthew ; Kariv, Shachar ; Dembo, Aluma.
   In: Bristol Economics Discussion Papers.
   RePEc:bri:uobdis:21/745.

   Full description at Econpapers || Download paper

8. Determination of Quebecs quarterly real GDP and analysis of the business cycle, 1948-1980. (2021). Savard, Luc ; Joanis, Marcelin ; Fortin, Mario ; Kabore, Philippe.
   In: Working Papers.
   RePEc:aof:wpaper:wp-0008.

   Full description at Econpapers || Download paper

9. Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation. (2021). Koumou, Nettey Boevi Gilles ; Dionne, Georges.
   In: Working Papers.
   RePEc:aof:wpaper:wp-0007.

   Full description at Econpapers || Download paper

10. Beta and Coskewness Pricing: Perspective from Probability Weighting. (2020). Shi, Yun ; Zhou, Xunyu ; Cui, Xiangyu.
    In: SocArXiv.
    RePEc:osf:socarx:5rqhv.

    Full description at Econpapers || Download paper

11. The two faces of independence: betweenness and homotheticity. (2020). Burghart, Daniel.
    In: Theory and Decision.
    RePEc:kap:theord:v:88:y:2020:i:4:d:10.1007_s11238-019-09735-2.

    Full description at Econpapers || Download paper

12. Understanding the Interaction between Cyclists’ Traffic Violations and Enforcement Strategies: An Evolutionary Game-Theoretic Analysis. (2020). Guo, Yuntao ; Tang, Tianpei ; Shi, Quan ; Wang, Hua ; Zhang, Guohui.
    In: IJERPH.
    RePEc:gam:jijerp:v:17:y:2020:i:22:p:8457-:d:445375.

    Full description at Econpapers || Download paper

13. Savage for dummies and experts. (2020). Wakker, Peter ; Abdellaoui, Mohammed.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053120300016.

    Full description at Econpapers || Download paper

14. On the non-existence of stable matches with incomplete information. (2020). Alston, Max.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:120:y:2020:i:c:p:336-344.

    Full description at Econpapers || Download paper

15. A revealed reference point for prospect theory. (2019). Werner, Katarzyna ; Zank, Horst.
    In: Economic Theory.
    RePEc:spr:joecth:v:67:y:2019:i:4:d:10.1007_s00199-017-1096-2.

    Full description at Econpapers || Download paper

16. Foundations of the Rank-Dependent Probability Weighting Function. (2019). Rablen, Matthew.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp12701.

    Full description at Econpapers || Download paper

17. Violations of betweenness and choice shifts in groups. (2018). Feri, Francesco ; Blavatskyy, Pavlo R.
    In: Theory and Decision.
    RePEc:kap:theord:v:85:y:2018:i:3:d:10.1007_s11238-018-9664-x.

    Full description at Econpapers || Download paper

18. Allais, Ellsberg, and preferences for hedging. (2017). Ortoleva, Pietro ; Dean, Mark.
    In: Theoretical Economics.
    RePEc:the:publsh:1960.

    Full description at Econpapers || Download paper

19. Face to Face to Human Being: Achievements and Challenges of Behavioral Economics. (2017). Belianin, Alexis.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2017:i:34:p:166-175.

    Full description at Econpapers || Download paper

20. Piecewise linear rank-dependent utility. (2017). Webb, Craig.
    In: Theory and Decision.
    RePEc:kap:theord:v:82:y:2017:i:3:d:10.1007_s11238-016-9569-5.

    Full description at Econpapers || Download paper

21. Additively Separable Preferences Without the Completeness Axiom: An Algebraic Approach. (2016). BORIE, Dino.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2016-11.

    Full description at Econpapers || Download paper

22. Employee stock option-implied risk attitude under Rank-Dependent Expected Utility. (2016). CASTA, Jean-Francois ; Bahaji, Hamza.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:144-154.

    Full description at Econpapers || Download paper

23. The value of useless information. (2015). Alaoui, Larbi.
    In: Working Papers.
    RePEc:bge:wpaper:625.

    Full description at Econpapers || Download paper

24. The value of useless information. (2012). Alaoui, Larbi.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1313.

    Full description at Econpapers || Download paper

25. A genuine foundation for prospect theory. (2012). Schmidt, Ulrich ; Zank, Horst.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:45:y:2012:i:2:p:97-113.

    Full description at Econpapers || Download paper

26. Allais, Ellsberg, and Preferences for Hedging. (2012). Ortoleva, Pietro ; Dean, Mark.
    In: Working Papers.
    RePEc:bro:econwp:2012-2.

    Full description at Econpapers || Download paper

27. The midweight method to measure attitudes towards risk and ambiguity. (2011). Wakker, Peter ; Kuilen, Gijs ; van de Kuilen, G..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:c58a6884-24cc-4cab-ae2f-a9db08d02d03.

    Full description at Econpapers || Download paper

28. Interval scalability of rank-dependent utility. (2011). Sokolov, Mikhail.
    In: Theory and Decision.
    RePEc:kap:theord:v:70:y:2011:i:3:p:255-282.

    Full description at Econpapers || Download paper

29. The Midweight Method to Measure Attitudes Toward Risk and Ambiguity. (2011). Wakker, Peter ; Kuilen, Gijs ; van de Kuilen, Gijs .
    In: Management Science.
    RePEc:inm:ormnsc:v:57:y:2011:i:3:p:582-598.

    Full description at Econpapers || Download paper

30. Accounting for optimism and pessimism in expected utility. (2011). Webb, Craig ; Zank, Horst.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:6:p:706-717.

    Full description at Econpapers || Download paper

31. Separating curvature and elevation: A parametric probability weighting function. (2010). L'Haridon, Olivier ; Abdellaoui, Mohammed ; Lharidon, Olivier ; Zank, Horst.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:41:y:2010:i:1:p:39-65.

    Full description at Econpapers || Download paper

32. Behavior in the loss domain: An experiment using the probability trade-off consistency condition. (2009). L'Haridon, Olivier.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:30:y:2009:i:4:p:540-551.

    Full description at Econpapers || Download paper

33. Parametric weighting functions. (2009). Schmidt, Ulrich ; Zank, Horst ; Diecidue, Enrico.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:144:y:2009:i:3:p:1102-1118.

    Full description at Econpapers || Download paper

34. Contest Efforts in Light of Behavioural Considerations. (2008). Nitzan, Shmuel ; Baharad, Eyal.
    In: Economic Journal.
    RePEc:wly:econjl:v:118:y:2008:i:533:p:2047-2059.

    Full description at Econpapers || Download paper

35. The value of useless information. (2008). .
    In: MPRA Paper.
    RePEc:pra:mprapa:11411.

    Full description at Econpapers || Download paper

36. Risk attributes theory: Decision making under risk. (2008). He, Ying ; Huang, Rui-Hua .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:186:y:2008:i:1:p:243-260.

    Full description at Econpapers || Download paper

37. Parametric Weighting Functions. (2007). Schmidt, Ulrich ; Zank, Horst ; Diecidue, Enrico.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5301.

    Full description at Econpapers || Download paper

38. A theory of (relative) discounting. (2007). Ok, Efe ; Masatlioglu, Yusufcan.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:137:y:2007:i:1:p:214-245.

    Full description at Econpapers || Download paper

39. Anchored preference relations. (2006). SAGI, JACOB S..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:130:y:2006:i:1:p:283-295.

    Full description at Econpapers || Download paper

40. An Alternative to Prospect Theory. (2006). Zou, Liang.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2006:v:7:i:1:p:1-28.

    Full description at Econpapers || Download paper

41. Risk measurement with equivalent utility principles. (2006). Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene ; Michel, Denuit.
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1.

    Full description at Econpapers || Download paper

42. Choice Shifts in Groups: A Decision-Theoretic Basis. (2006). Ray, Debraj ; Eliaz, Kfir ; Razin, Ronny.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:4:p:1321-1332.

    Full description at Econpapers || Download paper

43. Household Portfolio Diversification: A Case for Rank-Dependent Preferences. (2005). Polkovnichenko, Valery.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:18:y:2005:i:4:p:1467-1502.

    Full description at Econpapers || Download paper

44. Testing Prospect Theories Using Probability Tradeoff Consistency. (2005). Abdellaoui, Mohammed ; Zhang, Jiao ; Wu, George.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:30:y:2005:i:2:p:107-131.

    Full description at Econpapers || Download paper

45. Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces. (2005). Wakker, Peter.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:50:y:2005:i:1:p:107-125.

    Full description at Econpapers || Download paper

46. The Favorite-Longshot Bias in Sequential Parimutuel Betting with Non-Expected Utility Players. (2003). Ziegelmeyer, Anthony ; Koessler, Frederic ; Broihanne, Marie-Hélène.
    In: Theory and Decision.
    RePEc:kap:theord:v:54:y:2003:i:3:p:231-248.

    Full description at Econpapers || Download paper

47. Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique. (2003). Wakker, Peter ; Kobberling, Veronika .
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:28:y:2003:i:3:p:395-423.

    Full description at Econpapers || Download paper

48. A rank-dependent generalization of zero utility principle. (2003). Heilpern, S..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:33:y:2003:i:1:p:67-73.

    Full description at Econpapers || Download paper

49. A simple preference foundation of cumulative prospect theory with power utility. (2002). Wakker, Peter ; Zank, Horst.
    In: European Economic Review.
    RePEc:eee:eecrev:v:46:y:2002:i:7:p:1253-1271.

    Full description at Econpapers || Download paper

50. Lifetime Uncertainty and Time Preference. (2001). Drouhin, Nicolas.
    In: Theory and Decision.
    RePEc:kap:theord:v:51:y:2001:i:2:p:145-172.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:21:56 || Missing content? Let us know