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 5 567
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 0 30 0 0 6 114
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 0 176 0 2 10 571
Do Couples Discount Future Consequences Less than Individuals? 0 0 4 81 0 2 17 249
Do financial professionals behave according to prospect theory? An experimental study 0 0 0 0 0 0 15 90
Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money" 0 0 0 2 2 3 11 111
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 0 1 2 13 63
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 1 10 21
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 1 2 12 58
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 1 3 13 24
Individual vs. Collective Behavior: An Experimental Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 0 12 41
Individual vs. Collective Behavior: An Experimental. Investigation of Risk and Time Preferences in Couples 0 0 0 0 1 1 4 45
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 0 1 1 9 45
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 1 2 2 0 1 11 62
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 0 0 0 9 90
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 0 1 1 3 12 96
Measuring Beliefs Under Ambiguity 0 0 0 1 1 3 13 64
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable 0 0 0 1 1 1 9 108
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 0 0 0 1 14 77
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 0 1 1 15 76
Separating Curvature and Elevation: A Parametric Weighting Function 0 0 0 60 1 1 16 293
Separating curvature and elevation: A parametric probability weighting function 0 0 0 0 1 3 7 51
Sign-dependence in intertemporal choice 0 0 0 0 1 3 20 77
Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models 0 0 0 66 0 0 18 218
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 2 16 76
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 1 2 12 53
individual vs. collective behavior: an experimental. investigation of risk and time preferences in couples 0 0 1 11 0 0 7 84
Total Working Papers 0 1 7 431 15 38 316 3,424

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 17 698
A tractable method to measure utility and loss aversion under prospect theory 0 1 2 144 0 3 27 614
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 0 2 70 0 0 14 167
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 1 35 1 1 14 209
Do financial professionals behave according to prospect theory? An experimental study 0 0 1 59 1 1 22 314
Editorial Statement 0 0 0 9 0 1 5 62
Eliciting Gul's theory of disappointment aversion by the tradeoff method 0 0 0 51 1 1 9 190
Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money” 1 1 4 63 1 1 21 219
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 1 2 13 1 5 26 124
Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity 1 1 1 17 1 4 19 92
Individual vs. couple behavior: an experimental investigation of risk preferences 1 1 1 22 2 3 12 129
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 14 0 0 20 179
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 20 0 0 34 142
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 3 82 0 5 58 450
Measuring Beliefs Under Ambiguity 0 0 3 33 1 3 24 99
Measuring time and risk preferences in an integrated framework 0 0 0 30 0 5 40 158
Parameter-Free Elicitation of Utility and Probability Weighting Functions 0 2 19 252 3 77 178 777
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 1 1 28 405
Risk Preferences at Different Time Periods: An Experimental Investigation 0 1 1 34 0 2 15 167
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 92 0 1 24 363
Savage for dummies and experts 0 0 0 20 1 1 26 130
Separating curvature and elevation: A parametric probability weighting function 0 0 0 80 1 3 33 334
Sign-dependence in intertemporal choice 0 0 0 19 0 0 18 148
Substitutions probabilistiques et décision individuelle devant le risque. Enseignements de l'expérimentation 0 0 0 1 0 0 7 25
Temporal discounting of gains and losses of time: An experimental investigation 0 0 0 16 0 1 18 133
Testing Prospect Theories Using Probability Tradeoff Consistency 0 0 0 153 0 0 12 634
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 0 7 330
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 2 2 5 108 4 8 63 524
The risk-structure dependence effect:Experimenting with an eye to decision-aiding 0 0 0 2 0 2 8 23
Utilité "dépendant du rang" et utilité espérée: une étude expérimentale comparative 0 0 0 5 0 2 12 70
Total Journal Articles 5 10 45 1,727 19 132 811 7,909

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Statistics updated 2026-10-11