The UvA-LINKER will give you a range of other options to find the full text of a publication (including a direct link to the full-text if it is located on another database on the internet).
De UvA-LINKER biedt mogelijkheden om een publicatie elders te vinden (inclusief een directe link naar de publicatie online als deze beschikbaar is in een database op het internet).

Search results

Query: faculty: "FEB" and publication year: "1993"

AuthorsP.P. Wakker, A. Tversky
TitleAn Axiomatization of Cumulative Prospect Theory
JournalJournal of Risk and Uncertainty
Volume7
Year1993
Pages147-176
ISSN08955646
FacultyFaculty of Economics and Business
Institute/dept.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
KeywordsDecision-making under risk and uncertainty; Mathematical Methods
AbstractThis paper presents a method for axiomatizing a variety of models for decision making under uncertainty, including Expected Utility and Cumulative Prospect Theory. This method identifies, for each model, the situations that permit consistent inferences about the ordering of value differences. Examples of rank-dependent and sign-dependent preference patterns are used to motivate the models and the "tradeoff consistency" axioms that characterize them. The major properties of the value function in Cumulative Prospect Theory --diminishing sensitivity and loss aversion-- are contrasted with the principle of diminishing marginal utility that is commonly assumed in Expected Utility. typos: p. 166: In the first two lines of the Proof of Lemma A1 there are eight a2's. The last four should, however, be b2's. p. 167: In the proof of Theorem 6.3, starting the second paragraph, Statement (ii) of the Theorem is assumed and Statement (i) is derived.
Document typeArticle
Document finderUvA-Linker