On complementary symmetry under Cumulative Prospect Theory

被引：6
|
作者：
Chudziak, J. [1 ]
机构：
[1] Univ Rzeszow, Inst Math, Pigonia 1, PL-35310 Rzeszow, Poland
来源：
JOURNAL OF MATHEMATICAL PSYCHOLOGY | 2020年 / 95卷
关键词：
Buying price; Complementary symmetry; Cumulative Prospect Theory; Selling price; SELLING PRICES; UTILITY;
D O I：
10.1016/j.jmp.2019.102312
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
Complementary symmetry has been proved to be fulfilled in Cumulative Prospect Theory with random reference, regardless of the form of the utility function. Furthermore an alternative model, in which complementary symmetry generally does not hold, is discussed. (C) 2019 Elsevier Inc. All rights reserved.
引用
收藏
页数：6
相关论文
共 50 条
  • [31] AN AXIOMATIZATION OF CUMULATIVE PROSPECT-THEORY
    WAKKER, P
    TVERSKY, A
    JOURNAL OF RISK AND UNCERTAINTY, 1993, 7 (02) : 147 - 175
  • [32] AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
    Kaluszka, Marek
    Krzeszowiec, Michal
    ASTIN BULLETIN, 2013, 43 (01): : 61 - 71
  • [33] Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk
    Martin, Hugo
    Perny, Patrice
    SCALABLE UNCERTAINTY MANAGEMENT, SUM 2019, 2019, 11940 : 52 - 65
  • [34] A characterization of quality adjusted life-years under cumulative prospect theory
    Bleichrodt, H
    Miyamoto, J
    MATHEMATICS OF OPERATIONS RESEARCH, 2003, 28 (01) : 181 - 193
  • [35] Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers
    Cui, Xiangyu
    Jiang, Rujun
    Shi, Yun
    Xiao, Rufeng
    Yan, Yifan
    INFORMS JOURNAL ON COMPUTING, 2024,
  • [36] Health insurance choice and risk preferences under cumulative prospect theory - an experiment
    Kairies-Schwarz, Nadja
    Kokot, Johanna
    Vomhof, Markus
    Wessling, Jens
    JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 2017, 137 : 374 - 397
  • [37] Discrete-time behavioral portfolio selection under cumulative prospect theory
    Shi, Yun
    Cui, Xiangyu
    Li, Duan
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2015, 61 : 283 - 302
  • [38] Network Equilibrium under Cumulative Prospect Theory and Endogenous Stochastic Demand and Supply
    Sumalee, Agachai
    Connors, Richard D.
    Luathep, Paramet
    TRANSPORTATION AND TRAFFIC THEORY 2009: GOLDEN JUBILEE, 2009, : 19 - +
  • [39] Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
    Giorgio Consigli
    Asmerilda Hitaj
    Elisa Mastrogiacomo
    Computational Management Science, 2019, 16 : 129 - 154
  • [40] Optimal investment with transaction costs under cumulative prospect theory in discrete time
    Zou, Bin
    Zagst, Rudi
    MATHEMATICS AND FINANCIAL ECONOMICS, 2017, 11 (04) : 393 - 421
12345