Access Statistics for Mohammed Abdellaoui

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Experimental Analysis of Decision Weights in Cumulative Prospect Theory under Uncertainty 0 0 0 0 0 0 4 562
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 0 29 0 1 3 106
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 0 174 0 3 8 555
Do Couples Discount Future Consequences Less than Individuals? 0 0 0 77 0 0 6 230
Do financial professionals behave according to prospect theory? An experimental study 0 0 0 0 0 0 1 75
Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money" 0 0 0 2 0 0 5 99
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 0 0 0 1 50
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 0 1 11
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 1 3 11
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 5 5 46
Individual vs. Collective Behavior: An Experimental Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 0 0 29
Individual vs. Collective Behavior: An Experimental. Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 1 2 38
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 0 0 0 1 35
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 0 0 0 0 49
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 0 0 2 3 79
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 0 1 0 0 2 84
Measuring Beliefs Under Ambiguity 0 0 0 1 1 1 4 51
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable 0 0 0 1 0 2 3 99
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 0 0 0 0 0 63
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 0 0 1 1 61
Separating Curvature and Elevation: A Parametric Weighting Function 0 0 0 60 0 1 1 277
Separating curvature and elevation: A parametric probability weighting function 0 0 0 0 0 0 0 44
Sign-dependence in intertemporal choice 0 0 0 0 0 1 3 56
Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models 0 0 0 66 0 0 1 200
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 1 2 39
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 1 1 60
individual vs. collective behavior: an experimental. investigation of risk and time preferences in couples 0 0 0 10 0 0 1 76
Total Working Papers 0 0 0 421 1 21 62 3,085

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem 0 0 0 71 0 1 2 679
A tractable method to measure utility and loss aversion under prospect theory 0 0 1 141 0 2 4 586
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 0 2 65 0 1 4 148
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 0 34 2 2 5 193
Do financial professionals behave according to prospect theory? An experimental study 0 1 9 58 1 4 23 291
Editorial Statement 0 0 0 9 0 0 1 57
Eliciting Gul's theory of disappointment aversion by the tradeoff method 0 0 1 51 1 1 3 179
Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money” 0 1 4 59 0 3 22 194
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 11 0 1 12 96
Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity 0 1 1 16 0 2 8 73
Individual vs. couple behavior: an experimental investigation of risk preferences 0 1 3 21 0 3 8 115
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 14 0 2 4 159
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 20 1 3 9 103
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 2 76 2 3 16 386
Measuring Beliefs Under Ambiguity 0 1 4 28 1 2 19 71
Measuring time and risk preferences in an integrated framework 0 0 1 29 1 3 7 112
Parameter-Free Elicitation of Utility and Probability Weighting Functions 2 3 8 227 3 4 17 588
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 2 126 0 0 4 375
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 1 32 0 0 1 150
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 92 0 0 2 329
Savage for dummies and experts 0 0 1 19 1 2 7 99
Separating curvature and elevation: A parametric probability weighting function 0 0 1 80 1 1 3 297
Sign-dependence in intertemporal choice 0 0 0 19 0 1 3 127
Substitutions probabilistiques et décision individuelle devant le risque. Enseignements de l'expérimentation 0 0 0 1 0 0 0 17
Temporal discounting of gains and losses of time: An experimental investigation 0 0 0 16 0 1 9 105
Testing Prospect Theories Using Probability Tradeoff Consistency 0 0 1 153 0 0 5 618
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 0 0 321
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 1 103 1 2 9 459
The risk-structure dependence effect:Experimenting with an eye to decision-aiding 0 0 0 2 0 0 0 15
Utilité "dépendant du rang" et utilité espérée: une étude expérimentale comparative 0 0 1 5 0 0 1 58
Total Journal Articles 2 8 44 1,664 15 44 208 7,000

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Statistics updated 2025-05-12