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A simple non-parametric method for eliciting prospect theorys value function and measuring loss aversion under risk and ambiguity. (2021). Blavatskyy, Pavlo.
In: Theory and Decision.
RePEc:kap:theord:v:91:y:2021:i:3:d:10.1007_s11238-021-09811-6.

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  1. Smoothing Spline Method for Measuring Prospect Theory Components. (2023). KPEGLI, Yao.
    In: Working Papers.
    RePEc:gat:wpaper:2303.

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  2. All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components. (2023). KPEGLI, Yao ; Corgnet, Brice ; Zylbersztejn, Adam.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:104:y:2023:i:c:s0304406822001161.

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References

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