2021•Theory and DecisionRequires access

A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity

Pavlo R. Blavatskyy

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Key concepts: Prospect theory, Loss aversion, Weighting, Knightian uncertainty, Bellman equation, Parametric statistics, Risk-seeking, Ambiguity

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A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity — Research Paper | ScholarLens