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 2 563
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 1 3 8 111
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 2 176 4 5 15 566
Do Couples Discount Future Consequences Less than Individuals? 0 0 0 77 3 5 8 237
Do financial professionals behave according to prospect theory? An experimental study 0 0 0 0 0 8 8 83
Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money" 0 0 0 2 1 2 6 102
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 0 1 3 3 53
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 2 5 6 16
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 1 5 5 16
Experiments on compound risk in relation to simple risk and to ambiguity 0 0 0 0 4 6 11 52
Individual vs. Collective Behavior: An Experimental Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 3 3 32
Individual vs. Collective Behavior: An Experimental. Investigation of Risk and Time Preferences in Couples 0 0 0 0 0 0 5 41
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 0 0 0 2 3 38
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 1 1 1 1 2 7 9 58
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 0 5 5 10 86
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 0 0 1 1 2 2 86
Measuring Beliefs Under Ambiguity 0 0 0 1 2 4 6 55
Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable 0 0 0 1 1 2 4 101
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 0 0 5 6 6 69
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 0 0 4 5 65
Separating Curvature and Elevation: A Parametric Weighting Function 0 0 0 60 2 6 7 283
Separating curvature and elevation: A parametric probability weighting function 0 0 0 0 1 1 1 45
Sign-dependence in intertemporal choice 0 0 0 0 2 5 7 62
Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models 0 0 0 66 3 5 5 205
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 4 5 8 46
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 0 0 0 3 4 5 64
individual vs. collective behavior: an experimental. investigation of risk and time preferences in couples 0 0 0 10 1 3 4 80
Total Working Papers 1 1 4 425 49 107 162 3,215


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 2 7 10 688
A tractable method to measure utility and loss aversion under prospect theory 0 0 1 142 6 11 14 598
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 1 4 69 1 3 10 156
Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty 0 0 0 34 1 4 8 199
Do financial professionals behave according to prospect theory? An experimental study 0 0 2 58 2 8 14 300
Editorial Statement 0 0 0 9 1 1 1 58
Eliciting Gul's theory of disappointment aversion by the tradeoff method 0 0 0 51 1 3 6 184
Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money” 0 0 3 59 0 4 20 202
Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications? 0 0 0 11 1 3 7 101
Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity 0 0 1 16 1 2 4 75
Individual vs. couple behavior: an experimental investigation of risk preferences 0 0 1 21 1 7 12 124
Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility 0 0 0 14 5 10 13 169
Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time 0 0 0 20 10 20 28 128
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement 0 3 6 82 10 31 42 423
Measuring Beliefs Under Ambiguity 1 3 7 33 5 11 21 86
Measuring time and risk preferences in an integrated framework 0 0 1 30 6 17 26 135
Parameter-Free Elicitation of Utility and Probability Weighting Functions 0 6 16 239 15 52 70 651
Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory 0 0 0 126 2 4 6 381
Risk Preferences at Different Time Periods: An Experimental Investigation 0 0 1 33 4 5 7 157
Risk aversion elicitation: reconciling tractability and bias minimization 0 0 0 92 2 15 25 354
Savage for dummies and experts 0 0 1 20 3 10 18 114
Separating curvature and elevation: A parametric probability weighting function 0 0 0 80 1 3 8 304
Sign-dependence in intertemporal choice 0 0 0 19 3 7 12 137
Substitutions probabilistiques et décision individuelle devant le risque. Enseignements de l'expérimentation 0 0 0 1 1 3 4 21
Temporal discounting of gains and losses of time: An experimental investigation 0 0 0 16 3 6 17 121
Testing Prospect Theories Using Probability Tradeoff Consistency 0 0 0 153 4 6 10 628
The Likelihood Method for Decision under Uncertainty 0 0 0 86 2 2 4 325
The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation 0 1 1 104 8 23 28 484
The risk-structure dependence effect:Experimenting with an eye to decision-aiding 0 0 0 2 1 1 1 16
Utilité "dépendant du rang" et utilité espérée: une étude expérimentale comparative 0 0 0 5 2 4 4 62
Total Journal Articles 1 14 45 1,696 104 283 450 7,381


Statistics updated 2026-01-09