Talk:Cumulative prospect theory
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first draft
editOnly a first draft, I think, but for such an important work, there should be at least something... Will work on that, when I have time. --Rieger 21:38, 2 August 2006 (UTC)
dp is correct!
editSince there has been some edit: dp means integrating with respect to the probability measure p, Writing the integrand as f(p)dp is wrong, first because f is undefined, so it should be p(x)dx, but second because that would allow only for absolutely continuous measures, but excludes e.g. discrete lotteries! Rieger 10:02, 16 September 2006 (UTC)
"wikify"
editI don't know what needs to be wikified... In my opinion the article pretty much follows the guidelines for style. Maybe there will be some clarification about what should be improved? Otherwise I would suggest to delete the "to be wikified" header. Rieger 13:47, 27 September 2006 (UTC)
weighting function
editThis page is good! If someone has time can they modify the graph of the weighting function: maximum x and y values are 1, and the arrows suggest the range is not limited! —Preceding unsigned comment added by 128.250.6.243 (talk) 01:15, 12 November 2007 (UTC)
Discrete Version
editIn "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices" (with Ming Huang), American Economic Review 98, 2066-2100, December 2008. http://badger.som.yale.edu/faculty/ncb25/pwf_final.pdf , they give a discrete version, of the cumulative prospect theory, which is pretty easy to understand. Ladypine (talk) 11:34, 3 February 2011 (UTC)
In the original paper, Kahnemann and Tversky also gave a discrete version. I also think, it should be here (not replacing the continuous version, of course). Maybe somebody finds time to add it? 2.207.106.125 (talk) 06:07, 9 April 2018 (UTC)
Parameters
editThere should also be something about the typical functional forms used when applying CPT and the parameter values typically measured. Somebody want to add this? 2.207.106.125 (talk) 06:08, 9 April 2018 (UTC)