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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. |
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