Kahneman and Tversky's S-Shaped Utility Function

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Lionel Page on X: Fascinating to see how ideas often precede their scientific recognition. - Kahneman & Tversky ECMA 1979 utility function - Markovitz JPE 1952: S shaped overall, steeper in losses

Nonhuman Primates Satisfy Utility Maximization in Compliance with the Continuity Axiom of Expected Utility Theory

Applied Sciences, Free Full-Text

Rogue traders versus value-at-risk and expected shortfall

Lionel Page on X: Fascinating to see how ideas often precede their scientific recognition. - Kahneman & Tversky ECMA 1979 utility function - Markovitz JPE 1952: S shaped overall, steeper in losses

Prospect Theory

PDF) The Shape of Utility Functions and Organizational Behavior