## A portfolio theory of risk preference |

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Amos Tversky assumption of portfolio conjoint measurement constant expectation deck descriptive theory Direction Interaction Error equated pairs expectation level expected utility theory expected value levels experiment experimental Figure gambles hoc assumptions ideal crest indifference curves individual's preference ordering Krantz and Tversky Laterality Direction Interaction maximization theories maximizing expected value multiple multiple-play games number of pairwise number of tests Number of Violations outcome pair of games pair of multiple-play pair of single-play parallel sets payoff matrix perceived risk portfolio that involves Portfolio Theory Predictions on Equated prefer the less preferred game probability distribution probability matching probability preferences proportion of violations prospect of gain psychophysical risk invariant risk preference session set of games single-peaked preference function spray of rays steeper stimuli subjective probability Table 4b total number triads utility of money utility theory V/#T Ss value theory vertical ray violated maximizing expectation violations of maximizing violations of predictions zero