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 1 559
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 0 29 0 0 2 103
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 0 174 1 2 6 549
Do Couples Discount Future Consequences Less than Individuals? 0 0 1 77 1 1 5 225
Do financial professionals behave according to prospect theory? An experimental study 0 0 0 0 0 0 2 74
Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money" 0 0 0 2 1 1 1 95
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 0 0 0 4 50
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 0 1 10
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 0 1 41
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 1 1 9
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 0 1 36
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 0 0 0 0 34
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 0 0 0 2 49
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 0 0 0 1 76
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 1 1 0 1 5 84
Measuring Beliefs Under Ambiguity 0 0 0 1 0 0 1 48
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable 0 0 1 1 0 1 6 97
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 0 0 60
Separating Curvature and Elevation: A Parametric Weighting Function 0 0 1 60 0 0 1 276
Separating curvature and elevation: A parametric probability weighting function 0 0 0 0 0 0 2 44
Sign-dependence in intertemporal choice 0 0 0 0 1 1 3 54
Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models 0 0 1 66 0 1 3 200
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 0 1 59
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 0 0 37
individual vs. collective behavior: an experimental. investigation of risk and time preferences in couples 0 0 0 10 0 0 0 75
Total Working Papers 0 0 5 421 4 9 50 3,036

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 6 678
A tractable method to measure utility and loss aversion under prospect theory 0 0 0 140 0 0 4 582
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 1 2 64 0 1 3 145
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 0 34 0 1 2 189
Do financial professionals behave according to prospect theory? An experimental study 0 1 13 55 0 4 40 281
Editorial Statement 0 0 0 9 0 0 1 57
Eliciting Gul's theory of disappointment aversion by the tradeoff method 0 0 0 50 0 0 1 176
Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money” 0 0 0 55 1 1 3 173
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 11 0 3 13 87
Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity 0 0 0 15 4 4 4 69
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 18 1 1 5 109
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 14 0 0 1 155
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 2 20 1 3 10 98
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 1 74 0 1 7 374
Measuring Beliefs Under Ambiguity 0 1 4 25 1 5 13 59
Measuring time and risk preferences in an integrated framework 0 1 1 29 0 1 9 106
Parameter-Free Elicitation of Utility and Probability Weighting Functions 0 1 2 221 1 2 4 574
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 1 3 125 0 1 7 372
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 0 31 0 0 0 149
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 92 1 1 2 328
Savage for dummies and experts 0 1 2 19 0 2 9 95
Separating curvature and elevation: A parametric probability weighting function 0 0 1 80 0 0 3 295
Sign-dependence in intertemporal choice 0 0 0 19 0 0 2 124
Substitutions probabilistiques et décision individuelle devant le risque. Enseignements de l'expérimentation 0 0 0 1 0 0 1 17
Temporal discounting of gains and losses of time: An experimental investigation 0 0 1 16 1 3 6 100
Testing Prospect Theories Using Probability Tradeoff Consistency 0 0 2 153 0 0 10 616
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 0 1 321
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 102 1 2 9 452
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 0 7 35 1,636 12 37 177 6,854

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Statistics updated 2024-09-04