Loss aversion, risk aversion, and the shape of the probability weighting function

Rablen, M.D. orcid.org/0000-0002-3521-096X (2023) Loss aversion, risk aversion, and the shape of the probability weighting function. Working Paper. Sheffield Economic Research Paper Series, 2023013 (2023013). Department of Economics, University of Sheffield ISSN 1749-8368

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Item Type: Monograph
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© 2023 The Author(s). For reuse permissions, please contact the Author(s). The Sheffield Economic Research Paper Series (SERPS) offers a forum for the research output of the Department of Economics, University of Sheffield. Papers are reviewed for quality and presentation by two internal referees and a departmental editor. However, the contents and opinions expressed remain the responsibility of the author(s). Comments are welcomed and should be addressed to the individual author(s).

Keywords: Probability Weighting; Rank Dependent; Expected Utility; Loss Aversion; Risk Aversion; Reference Dependence; Optimism; Pessimism; Prospect Theory
Dates:
  • Published: 2 June 2023
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 07 Jun 2023 13:20
Last Modified: 07 Jun 2023 23:27
Published Version: https://www.sheffield.ac.uk/economics/research/ser...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series
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