search query: @indexterm UTILITY THEORY / total: 246
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| Author: | Abdellaoui, M. |
| Title: | Parameter-free elicitation of utility and probability weighting functions |
| Journal: | Management Science
2000 : NOV, VOL. 46:11, p. 1497-1512 |
| Index terms: | DECISION MAKING PROBABILITY UTILITY THEORY |
| Language: | eng |
| Abstract: | This paper proposes a two-step method to successively elicit utility functions and decision weights under rank-dependent expected utility theory and its "more descriptive" version: cumulative prospect theory. |
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