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Cited by 194Decision-Making and Behavioral EconomicsExperimental Behavioral Economics StudiesFinancial Literacy, Pension, Retirement Analysis

The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.

What is Loss Aversion?

Schmidt, Ulrich, Zank, Horst·2005·Journal of Risk and Uncertainty
DOI 10.1007/s11166-005-6564-6
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Research works printed but not linked: 31

  1. Abdellaoui, M. (2000). ?Parameter-Free Elicitation of Utility and Probability Weighting Functions,? Management Science 46, 1497?1512. · DOI
  2. Abdellaoui, M., F. Vossmann, and M. Weber. (2003). ?Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses under Uncertainty,? GRID, Cachan, France.
  3. Abouda, M. and A. Chateauneuf. (2002). ?Charachterization of Symmetrical Monotone Risk Aversion in the RDEU Model,? Mathematical Social Sciences 44, 1?15. · DOI
  4. Barberis, N. and M. Huang. (2001). ?Mental Accounting, Loss Aversion, and Individual Stock Returns,? Journal of Finance 56, 1247?1292. · DOI
  5. Barberis, N., M. Huang, and T. Santos. (2001). ?Prospect Theory and Asset Prices,? Quarterly Journal of Economics 116, 1?53. · DOI · Paper page
  6. Benartzi, S. and R. H. Thaler. (1995). ?Myopic Loss Aversion and the Equity Premium Puzzle,? Quarterly Journal of Economics 110, 73?92. · DOI · Paper page
  7. Berkelaar, A. and R. Kouwenberg. (2000a). ?Optimal Portfolio Choice under Loss Aversion,? Econometric Institute Report EI 2000-08/A, Erasmus University of Rotterdam, The Netherlands.
  8. Berkelaar, A. and R. Kouwenberg. (2000b). ?From Boom til Bust: How Loss Aversion Affects Asset Prices,? Econometric Institute Report EI 2000-21/A, Erasmus University of Rotterdam, The Netherlands.
  9. Brooks, P. and H. Zank. (2004). ?Attitudes on Gain and Loss Lotteries: A Simple Experiment,? Discussion Paper 0402, School of Economic Studies, University of Manchester, UK.
  10. Chateauneuf, A. and M. Cohen. (1994). ?Risk Seeking with Diminishing Marginal Utility in a Non-Expected Utility Model,? Journal of Risk and Uncertainty 9, 77?91. · DOI
  11. Chateauneuf, A., M. Cohen, and I. Meilijson. (2004a). ?More Pessimism than Greediness: A Charachterization of Monotone Risk Aversion in the Rank-Dependent Expected Utility Model,? forthcoming in Economic Theory. · DOI
  12. Chateauneuf, A., M. Cohen, and I. Meilijson. (2004b). ?Four Notions of Mean-Preserving Increase in Risk, Risk Attitudes and Applications to the Rank-Dependent Expected Utility Model,? Journal of Mathematical Economics 40, 547?571. · DOI
  13. Chew, S. H., E. Karni, and Z. Safra. (1987). ?Risk Aversion in the Theory of Expected Utility with Rank Dependent Probabilities,? Journal of Economic Theory 42, 370?381. · DOI
  14. Fennema, H. and P. P. Wakker. (1997). ?Original and Cumulative Prospect Theory: A Discussion of Empirical Differences,? Journal of Behavioral Decision Making 10, 53?64. · DOI
  15. Fishburn, P. C. (1978). ?On Handa?s ?New Theory of Cardinal Utility? and the Maximization of Expected Return,? Journal of Political Economy 86, 321?324. · DOI
  16. Gomes, F. J. (2003). ?Portfolio Choice and Trading Volume with Loss-Averse Investors,? forthcoming in the Journal of Business.
  17. Köbberling, V. and P. P. Wakker. (2003). ?An Index of Loss Aversion,? forthcoming in Journal of Economic Theory.
  18. Lattimore, P. M., J. R. Baker, and A. D. Witte. (1992). ?The Influence of Probability on Risky Choice,? Journal of Behavioral Economics and Organizations 17, 377?400. · DOI
  19. Neilson, W. S. (2002). ?Comparative Risk Sensitivity with Reference-Dependent Preferences,? Journal of Risk and Uncertainty 24, 131?142. · DOI
  20. Prelec, D. (1998). ?The Probability Weighting Function,? Econometrica 66, 497?527. · DOI
  21. Quiggin, J. (1982). ?A Theory of Anticipated Utility,? Journal of Economic Behaviour and Organization 3, 323?343. · DOI
  22. Quiggin, J. (1991). ?Increasing Risk: Another Definition.? In A. Chikán (ed.), Progress in Decision, Utility and Risk Theory Kluwer, Dordrecht. · DOI
  23. Rabin, M. (2000). ?Risk Aversion and Expected-Utility Theory: A Calibration Theorem,? Econometrica 68, 1281?1292. · DOI · Paper page
  24. Rabin, M. and R. H. Thaler. (2001). ?Anomalies: Risk Aversion, ? Journal of Economic Perspectives 15, 219?232. · DOI
  25. Roger, P. (2003). ?Is Time-Diversification Efficient for a Loss-Averse Investor?? Mimeo, University Louis Pasteur, Strasbourg.
  26. Rothschild, M. and J. E. Stiglitz. (1970). ?Increasing Risk: I. A Definition,? Journal of Economic Theory 2, 225?243. · DOI
  27. Schmidt, U. and H. Zank. (2002). ?Risk Aversion in Cumulative Prospect Theory,? Discussion Paper 0207, School of Economic Studies, University of Manchester, UK.
  28. Starmer, C. (2000). ?Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk,? Journal of Economic Literature 38, 332?382. · DOI
  29. Thaler, R. H. (1980). ?Toward a Positive Theory of Consumer Choice,? Journal of Economic Behavior and Organization 1, 39?60. · DOI
  30. Tversky, A. and D. Kahneman. (1991). ?Loss Aversion in Riskless Choice: A Reference Dependent Model,? Quarterly Journal of Economics 106, 1039?1061. · DOI · Paper page
  31. Wakker, P. P. and A. Tversky. (1993). ?An Axiomatization of Cumulative Prospect Theory,? Journal of Risk and Uncertainty 7, 147?176. · DOI

Cited by

Items 101–107 of 107

Metadata

Authors
Schmidt, U., & Zank, H.
Affiliations
  • Leibniz University Hannover (DE)
  • University of Manchester (GB)
Corresponding author
Schmidt, Ulrich
ORCID
Venue
Journal of Risk and Uncertainty
Publisher
Springer Science and Business Media LLC
Published
2005-03
Volume
30
Issue
2
Pages
157-167
ISSN
  • 0895-5646 (ISSN-L)
  • 1573-0476
DOI
10.1007/s11166-005-6564-6
OpenAlex
W2038907256
Cited by
194
References
0
Citations by year
2026: 8 · 2025: 10 · 2024: 18 · 2023: 18 · 2022: 12 · 2021: 8 · 2020: 3 · 2019: 8 · 2018: 6 · 2017: 9 · 2016: 6 · 2015: 11 · 2014: 3 · 2013: 8 · 2012: 9
FWCI
6.21
Type
journal article
Language
en
Open access
closed
Licence
www.springer.com/tdm (tdm)
Locations
  • Journal of Risk and Uncertainty (publishedVersion)
  • Research Explorer (The University of Manchester) (publishedVersion)
  • RePEc: Research Papers in Economics (submittedVersion)
  • OpenGrey (Institut de l'Information Scientifique et Technique) (submittedVersion)
Topics
  • Social Sciences › Decision Sciences › General Decision Sciences › Decision-Making and Behavioral Economics
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Experimental Behavioral Economics Studies
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Literacy, Pension, Retirement Analysis
Keywords
loss aversion, prospect theory, cumulative prospect theory, weight functions, utility functions, risk preferences

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