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Tekijä:Abdellaoui, M.
Otsikko:Parameter-free elicitation of utility and probability weighting functions
Lehti:Management Science
2000 : NOV, VOL. 46:11, p. 1497-1512
Asiasana:DECISION MAKING
PROBABILITY
UTILITY THEORY
Kieli:eng
Tiivistelmä: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.
SCIMA tietueen numero: 221728
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