Hierarchical maximum likelihood parameter estimation for cumulative prospect theory: Improving the reliability of individual risk parameter estimates

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Author
Murphy, Ryan O.
ten Brincke, Robert H.W.
Date
2018-01
Type
    Journal Article
Publication status
published
External links
Journal / series
Management Science
Volume
64(1)
Pages / Article No.
308 - 326
Publisher
INFORMS
Subject
measuring risk preferences; cumulative prospect theory; decision making under risk; hierarchical parameter estimation; individual difference; risk profile; reliability
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Citations
Cited 14 times in Web of Science
Cited 17 times in Scopus
ETH Bibliography
yes
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