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 1 5 567
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 0 30 0 0 7 114
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 1 4 81 2 5 18 249
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 1 2 10 109
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 0 1 4 12 62
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 2 2 12 23
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 1 1 11 57
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 1 1 10 21
Individual vs. Collective Behavior: An Experimental Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 1 12 41
Individual vs. Collective Behavior: An Experimental. Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 0 4 44
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 0 0 0 8 44
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 1 9 90
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 0 1 2 2 11 95
Measuring Beliefs Under Ambiguity 0 0 0 1 1 2 12 63
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable 0 0 0 1 0 0 8 107
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 0 0 1 1 14 77
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 0 0 1 14 75
Separating Curvature and Elevation: A Parametric Weighting Function 0 0 0 60 0 0 15 292
Separating curvature and elevation: A parametric probability weighting function 0 0 0 0 2 2 6 50
Sign-dependence in intertemporal choice 0 0 0 0 1 2 19 76
Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models 0 0 0 66 0 1 18 218
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 0 2 12 52
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 2 2 16 76
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 2 7 431 17 36 306 3,409

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 1 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 0 0 14 208
Do financial professionals behave according to prospect theory? An experimental study 0 1 1 59 0 1 22 313
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 0 1 8 189
Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money” 0 1 3 62 0 1 21 218
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 1 1 2 13 4 5 26 123
Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity 0 0 0 16 3 4 18 91
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 21 0 1 10 127
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 14 0 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 0 1 37 142
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 5 82 4 10 61 450
Measuring Beliefs Under Ambiguity 0 0 3 33 1 2 23 98
Measuring time and risk preferences in an integrated framework 0 0 0 30 3 7 42 158
Parameter-Free Elicitation of Utility and Probability Weighting Functions 2 2 20 252 63 78 179 774
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 0 1 27 404
Risk Preferences at Different Time Periods: An Experimental Investigation 1 1 2 34 2 2 16 167
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 92 0 1 25 363
Savage for dummies and experts 0 0 0 20 0 1 26 129
Separating curvature and elevation: A parametric probability weighting function 0 0 0 80 0 3 32 333
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 1 1 18 133
Testing Prospect Theories Using Probability Tradeoff Consistency 0 0 0 153 0 1 12 634
The Likelihood Method for Decision under Uncertainty 0 0 0 86 0 0 8 330
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 1 3 106 2 7 59 520
The risk-structure dependence effect:Experimenting with an eye to decision-aiding 0 0 0 2 2 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 4 8 44 1,722 86 138 812 7,890

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Statistics updated 2026-09-10