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 1 3 5 567
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 0 0 8 114
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 2 176 0 0 13 569
Do Couples Discount Future Consequences Less than Individuals? 1 3 4 81 3 7 17 247
Do financial professionals behave according to prospect theory? An experimental study 0 0 0 0 0 5 15 90
Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money" 0 0 0 2 1 1 9 108
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 0 3 5 11 61
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 0 10 56
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 1 9 20
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 3 10 21
Individual vs. Collective Behavior: An Experimental Investigation of Risk and Time Preferences in Couples 0 0 0 0 1 4 12 41
Individual vs. Collective Behavior: An Experimental. Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 2 4 44
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 0 0 2 9 44
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 1 1 0 0 10 61
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 0 1 2 11 90
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 0 1 0 1 9 93
Measuring Beliefs Under Ambiguity 0 0 0 1 0 3 10 61
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable 0 0 0 1 0 2 8 107
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 0 0 0 2 13 76
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 0 1 4 14 75
Separating Curvature and Elevation: A Parametric Weighting Function 0 0 0 60 0 3 15 292
Separating curvature and elevation: A parametric probability weighting function 0 0 0 0 0 1 4 48
Sign-dependence in intertemporal choice 0 0 0 0 0 3 17 74
Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models 0 0 0 66 1 4 18 218
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 3 14 74
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 4 11 51
individual vs. collective behavior: an experimental. investigation of risk and time preferences in couples 0 0 1 11 0 2 7 84
Total Working Papers 1 3 9 430 13 67 293 3,386

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 0 18 697
A tractable method to measure utility and loss aversion under prospect theory 0 0 1 143 0 3 24 611
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 1 5 70 0 3 18 167
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 1 35 0 1 15 208
Do financial professionals behave according to prospect theory? An experimental study 1 1 1 59 1 4 22 313
Editorial Statement 0 0 0 9 0 0 4 61
Eliciting Gul's theory of disappointment aversion by the tradeoff method 0 0 0 51 1 3 9 189
Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money” 1 2 3 62 1 6 22 218
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 1 12 1 8 23 119
Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity 0 0 0 16 1 4 15 88
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 21 0 1 11 126
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 14 1 1 20 179
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 20 1 2 39 142
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 6 82 5 6 57 445
Measuring Beliefs Under Ambiguity 0 0 4 33 0 3 23 96
Measuring time and risk preferences in an integrated framework 0 0 1 30 2 6 41 153
Parameter-Free Elicitation of Utility and Probability Weighting Functions 0 5 22 250 4 20 110 700
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 1 2 29 404
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 1 33 0 2 14 165
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 92 0 3 31 362
Savage for dummies and experts 0 0 0 20 1 9 28 129
Separating curvature and elevation: A parametric probability weighting function 0 0 0 80 1 3 33 331
Sign-dependence in intertemporal choice 0 0 0 19 0 4 19 148
Substitutions probabilistiques et décision individuelle devant le risque. Enseignements de l'expérimentation 0 0 0 1 0 1 8 25
Temporal discounting of gains and losses of time: An experimental investigation 0 0 0 16 0 4 21 132
Testing Prospect Theories Using Probability Tradeoff Consistency 0 0 0 153 1 2 15 634
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 1 9 330
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 1 1 3 106 3 5 56 516
The risk-structure dependence effect:Experimenting with an eye to decision-aiding 0 0 0 2 0 4 6 21
Utilité "dépendant du rang" et utilité espérée: une étude expérimentale comparative 0 0 0 5 0 3 10 68
Total Journal Articles 3 10 49 1,717 25 114 750 7,777

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Statistics updated 2026-07-10