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 1 2 564
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 2 4 8 114
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 2 176 1 7 15 569
Do Couples Discount Future Consequences Less than Individuals? 1 1 1 78 1 6 10 240
Do financial professionals behave according to prospect theory? An experimental study 0 0 0 0 2 2 10 85
Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money" 0 0 0 2 1 6 8 107
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 0 0 4 6 56
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 4 8 18
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 3 7 18
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 0 6 9 54
Individual vs. Collective Behavior: An Experimental Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 4 7 36
Individual vs. Collective Behavior: An Experimental. Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 1 4 42
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 0 1 4 7 42
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 1 1 1 1 5 12 61
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 0 0 7 10 88
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 0 1 3 7 8 92
Measuring Beliefs Under Ambiguity 0 0 0 1 1 5 8 58
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable 0 0 0 1 0 4 5 104
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 0 0 2 10 11 74
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 0 0 5 9 70
Separating Curvature and Elevation: A Parametric Weighting Function 0 0 0 60 1 8 12 289
Separating curvature and elevation: A parametric probability weighting function 0 0 0 0 1 2 2 46
Sign-dependence in intertemporal choice 0 0 0 0 3 10 14 70
Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models 0 0 0 66 3 12 14 214
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 2 10 11 71
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 4 7 46
individual vs. collective behavior: an experimental. investigation of risk and time preferences in couples 1 1 1 11 2 3 6 82
Total Working Papers 2 3 6 427 28 144 230 3,310

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 1 9 16 695
A tractable method to measure utility and loss aversion under prospect theory 1 1 2 143 2 15 22 607
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 0 4 69 1 8 16 163
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 0 34 1 6 13 204
Do financial professionals behave according to prospect theory? An experimental study 0 0 0 58 4 11 20 309
Editorial Statement 0 0 0 9 0 4 4 61
Eliciting Gul's theory of disappointment aversion by the tradeoff method 0 0 0 51 0 2 7 185
Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money” 1 1 1 60 2 10 18 212
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 1 1 12 2 9 13 109
Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity 0 0 0 16 2 8 9 82
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 1 21 0 2 11 125
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 14 2 13 19 177
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 20 2 21 37 139
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 6 82 6 24 54 437
Measuring Beliefs Under Ambiguity 0 1 6 33 3 10 22 91
Measuring time and risk preferences in an integrated framework 0 0 1 30 0 16 34 145
Parameter-Free Elicitation of Utility and Probability Weighting Functions 4 4 18 243 13 39 90 675
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 5 18 22 397
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 1 33 3 10 13 163
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 92 0 6 29 358
Savage for dummies and experts 0 0 1 20 0 8 21 119
Separating curvature and elevation: A parametric probability weighting function 0 0 0 80 5 15 22 318
Sign-dependence in intertemporal choice 0 0 0 19 1 9 17 143
Substitutions probabilistiques et décision individuelle devant le risque. Enseignements de l'expérimentation 0 0 0 1 1 4 7 24
Temporal discounting of gains and losses of time: An experimental investigation 0 0 0 16 0 7 20 125
Testing Prospect Theories Using Probability Tradeoff Consistency 0 0 0 153 0 5 11 629
The Likelihood Method for Decision under Uncertainty 0 0 0 86 1 5 7 328
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 1 1 2 105 10 31 49 507
The risk-structure dependence effect:Experimenting with an eye to decision-aiding 0 0 0 2 0 2 2 17
Utilité "dépendant du rang" et utilité espérée: une étude expérimentale comparative 0 0 0 5 0 4 6 64
Total Journal Articles 7 9 44 1,704 67 331 631 7,608

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Statistics updated 2026-03-04