scholarly journals Randomized Strategies and Prospect Theory in a Dynamic Context

2014 ◽  
Author(s):  
Vicky Henderson ◽  
David Hobson ◽  
Alex S. L. Tse
Keyword(s):  
Prospect Theory ◽  
Randomized Strategies ◽  
Dynamic Context

scholarly journals Randomized strategies and prospect theory in a dynamic context

2017 ◽  
Vol 168 ◽  
pp. 287-300 ◽  
Author(s):  
Vicky Henderson ◽  
David Hobson ◽  
Alex S.L. Tse
Keyword(s):  
Prospect Theory ◽  
Randomized Strategies ◽  
Dynamic Context

scholarly journals Until the Bitter End: On Prospect Theory in a Dynamic Context

2012 ◽  
Author(s):  
Sebastian Ebert ◽  
Philipp Strack
Keyword(s):  
Prospect Theory ◽  
Dynamic Context

scholarly journals Until the Bitter End: On Prospect Theory in a Dynamic Context

2015 ◽  
Vol 105 (4) ◽  
pp. 1618-1633 ◽  
Author(s):  
Sebastian Ebert ◽  
Philipp Strack
Keyword(s):  
Prospect Theory ◽  
Time Inconsistency ◽  
Decision Makers ◽  
Strong Preference ◽  
Investment Strategies ◽  
Probability Weighting ◽  
Wide Range ◽  
Trading Decisions ◽  
Dynamic Setups ◽  
Dynamic Context

We provide a result on prospect theory decision makers who are naïve about the time inconsistency induced by probability weighting. If a market offers a sufficiently rich set of investment strategies, investors postpone their trading decisions indefinitely due to a strong preference for skewness. We conclude that probability weighting in combination with naïveté leads to unrealistic predictions for a wide range of dynamic setups. (JEL D81, G02, G11)

Revisiting the Gains-Loss Separability Assumption in Prospect Theory

2009 ◽  
Author(s):  
Han-Hui Por ◽  
David V. Budescu
Keyword(s):  
Prospect Theory ◽  
Separability Assumption

Expectations + EU Theory = Bayesian Prospect Theory

1990 ◽  
Author(s):  
R F. Bordley
Keyword(s):  
Prospect Theory

Dynamic context-dependent somatotopy of the primary motor representation

2011 ◽  
Vol 42 (01) ◽  
Author(s):  
R. Bathe-Peters ◽  
R. Fleischmann ◽  
S. Schmidt ◽  
S.A. Brandt
Keyword(s):  
Motor Representation ◽  
Context Dependent ◽  
Dynamic Context

Kumulative Prospect Theory

2006 ◽  
Vol 35 (6) ◽  
pp. 331-334 ◽  
Author(s):  
Wolfgang Breuer ◽  
Marc Gürtler
Keyword(s):  
Prospect Theory

Thirty Years of Prospect Theory in Economics: A Review and Assessment

CFA Digest ◽  
2013 ◽  
Vol 43 (3) ◽  
Author(s):  
Sandra Krueger
Keyword(s):  
Prospect Theory

Prospect Theory and Stock Returns: An Empirical Test

CFA Digest ◽  
2017 ◽  
Vol 47 (5) ◽  
Author(s):  
Antony Jackson
Keyword(s):  
Stock Returns ◽  
Prospect Theory ◽  
Empirical Test

The prospect theory: Evolution of ideas and retrospective view on the development

2019 ◽  
Vol 25 (5) ◽  
pp. 1016-1032
Author(s):  
S.Yu. Bogatyrev ◽  
Keyword(s):  
Prospect Theory ◽  
Retrospective View ◽  
Evolution Of Ideas
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