Temporal stability of cumulative prospect theory

We evaluate the hypothesis of temporal stability in risk preferences using two recent data sets from longitudinal lab experiments. Both experiments included a combination of decision tasks that allows one to identify a full set of structural parameters characterizing risk preferences under Cumulativ...

Full description

Saved in:
Bibliographic Details
Main Authors: Morten Lau, Hong Il Yoo, Hongming Zhao
Format: Default Book chapter
Published: 2023
Subjects:
Online Access:https://hdl.handle.net/2134/22574452.v1
Tags: Add Tag
No Tags, Be the first to tag this record!