Details about Mohammed Abdellaoui

Access statistics for papers by Mohammed Abdellaoui.

Last updated 2023-12-05. Update your information in the RePEc Author Service.

Short-id: pab230

Working Papers

2021

1. Measuring Beliefs Under Ambiguity
   Post-Print, HAL View citations (9)
   See also Journal Article Measuring Beliefs Under Ambiguity, Operations Research, INFORMS (2021) View citations (10) (2021)

2016

2. Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable
   Post-Print, HAL View citations (38)

2015

3. Experiments on compound risk in relation to simple risk and to ambiguity
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (78)
   Also in Post-Print, HAL (2015) View citations (48)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2015) View citations (85)
   See also Journal Article Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity, Management Science, INFORMS (2015) View citations (90) (2015)

2014

4. BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES?
   Working Papers, HAL

2013

5. Do Couples Discount Future Consequences Less than Individuals?
   Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS View citations (8)
6. Do financial professionals behave according to prospect theory? An experimental study
   Post-Print, HAL View citations (54)
   See also Journal Article Do financial professionals behave according to prospect theory? An experimental study, Theory and Decision, Springer (2013) View citations (56) (2013)
7. Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money"
   Post-Print, HAL View citations (4)
   See also Journal Article Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money”, Management Science, INFORMS (2014) View citations (37) (2014)
8. Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time
   Post-Print, HAL View citations (47)
   See also Journal Article Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time, Management Science, INFORMS (2013) View citations (49) (2013)
9. Sign-dependence in intertemporal choice
   Post-Print, HAL View citations (33)
   See also Journal Article Sign-dependence in intertemporal choice, Journal of Risk and Uncertainty, Springer (2013) View citations (32) (2013)
10. Source-Dependence of Utility and Loss Aversion: A Critical Test of Ambiguity Models
    Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS View citations (4)

2012

11. Individual vs. couple behavior: an experimental investigation of risk preferences
    Post-Print, HAL View citations (3)
    See also Journal Article Individual vs. couple behavior: an experimental investigation of risk preferences, Theory and Decision, Springer (2013) View citations (8) (2013)

2011

12. Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications?
    Post-Print, HAL View citations (51)
    See also Journal Article Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications?, Management Science, INFORMS (2011) View citations (58) (2011)
13. Individual vs. Collective Behavior: An Experimental Investigation of Risk and Time Preferences in Couples
    Working Papers, HAL View citations (4)
    Also in Working Papers, HAL (2010) View citations (4)
    HEC Research Papers Series, HEC Paris (2010) View citations (6)
14. Risk Preferences at Different Time Periods: An Experimental Investigation
    Post-Print, HAL View citations (29)
    See also Journal Article Risk Preferences at Different Time Periods: An Experimental Investigation, Management Science, INFORMS (2011) View citations (53) (2011)
15. Risk aversion elicitation: reconciling tractability and bias minimization
    Post-Print, HAL View citations (70)
    See also Journal Article Risk aversion elicitation: reconciling tractability and bias minimization, Theory and Decision, Springer (2011) View citations (79) (2011)
16. The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (312)
    Also in Post-Print, HAL (2011) View citations (339)
    See also Journal Article The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation, American Economic Review, American Economic Association (2011) View citations (379) (2011)

2010

17. Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility
    Post-Print, HAL View citations (53)
    See also Journal Article Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility, Economic Journal, Royal Economic Society (2010) View citations (68) (2010)
18. Separating curvature and elevation: A parametric probability weighting function
    Post-Print, HAL View citations (49)
    See also Journal Article Separating curvature and elevation: A parametric probability weighting function, Journal of Risk and Uncertainty, Springer (2010) View citations (57) (2010)

2009

19. Separating Curvature and Elevation: A Parametric Weighting Function
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (31)

2007

20. Loss Aversion Under Prospect Theory: A Parameter-Free Measurement
    Post-Print, HAL View citations (308)
    See also Journal Article Loss Aversion Under Prospect Theory: A Parameter-Free Measurement, Management Science, INFORMS (2007) View citations (314) (2007)

2003

21. Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
    See also Journal Article Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty, Management Science, INFORMS (2005) View citations (162) (2005)

2002

22. An Experimental Analysis of Decision Weights in Cumulative Prospect Theory under Uncertainty
    Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim

Journal Articles

2021

1. Measuring Beliefs Under Ambiguity
   Operations Research, 2021, 69, (2), 599-612 View citations (10)
   See also Working Paper Measuring Beliefs Under Ambiguity, Post-Print (2021) View citations (9) (2021)

2020

2. Savage for dummies and experts
   Journal of Economic Theory, 2020, 186, (C) View citations (12)

2019

3. Measuring time and risk preferences in an integrated framework
   Games and Economic Behavior, 2019, 115, (C), 459-469 View citations (22)

2018

4. Temporal discounting of gains and losses of time: An experimental investigation
   Journal of Risk and Uncertainty, 2018, 57, (1), 1-28 View citations (13)

2015

5. Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity
   Management Science, 2015, 61, (6), 1306-1322 View citations (90)
   See also Working Paper Experiments on compound risk in relation to simple risk and to ambiguity, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2015) View citations (78) (2015)

2014

6. Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty
   Marketing Letters, 2014, 25, (3), 269-280 View citations (13)
7. Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money”
   Management Science, 2014, 60, (7), 1844-1859 View citations (37)
   See also Working Paper Eliciting Prospect Theory When Consequences Are Measured in Time Units: "Time Is Not Money", Post-Print (2013) View citations (4) (2013)

2013

8. Do financial professionals behave according to prospect theory? An experimental study
   Theory and Decision, 2013, 74, (3), 411-429 View citations (56)
   See also Working Paper Do financial professionals behave according to prospect theory? An experimental study, Post-Print (2013) View citations (54) (2013)
9. Individual vs. couple behavior: an experimental investigation of risk preferences
   Theory and Decision, 2013, 75, (2), 175-191 View citations (8)
   See also Working Paper Individual vs. couple behavior: an experimental investigation of risk preferences, Post-Print (2012) View citations (3) (2012)
10. Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time
    Management Science, 2013, 59, (9), 2153-2169 View citations (49)
    See also Working Paper Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time, Post-Print (2013) View citations (47) (2013)
11. Sign-dependence in intertemporal choice
    Journal of Risk and Uncertainty, 2013, 47, (3), 225-253 View citations (32)
    See also Working Paper Sign-dependence in intertemporal choice, Post-Print (2013) View citations (33) (2013)

2011

12. Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications?
    Management Science, 2011, 57, (10), 1879-1895 View citations (58)
    See also Working Paper Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications?, Post-Print (2011) View citations (51) (2011)
13. Risk Preferences at Different Time Periods: An Experimental Investigation
    Management Science, 2011, 57, (5), 975-987 View citations (53)
    See also Working Paper Risk Preferences at Different Time Periods: An Experimental Investigation, Post-Print (2011) View citations (29) (2011)
14. Risk aversion elicitation: reconciling tractability and bias minimization
    Theory and Decision, 2011, 71, (1), 63-80 View citations (79)
    See also Working Paper Risk aversion elicitation: reconciling tractability and bias minimization, Post-Print (2011) View citations (70) (2011)
15. The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation
    American Economic Review, 2011, 101, (2), 695-723 View citations (379)
    See also Working Paper The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2011) View citations (312) (2011)

2010

16. Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility
    Economic Journal, 2010, 120, (545), 845-866 View citations (68)
    See also Working Paper Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility, Post-Print (2010) View citations (53) (2010)
17. Separating curvature and elevation: A parametric probability weighting function
    Journal of Risk and Uncertainty, 2010, 41, (1), 39-65 View citations (57)
    See also Working Paper Separating curvature and elevation: A parametric probability weighting function, Post-Print (2010) View citations (49) (2010)

2008

18. A tractable method to measure utility and loss aversion under prospect theory
    Journal of Risk and Uncertainty, 2008, 36, (3), 245-266 View citations (204)

2007

19. Eliciting Gul's theory of disappointment aversion by the tradeoff method
    Journal of Economic Psychology, 2007, 28, (6), 631-645 View citations (7)
20. Loss Aversion Under Prospect Theory: A Parameter-Free Measurement
    Management Science, 2007, 53, (10), 1659-1674 View citations (314)
    See also Working Paper Loss Aversion Under Prospect Theory: A Parameter-Free Measurement, Post-Print (2007) View citations (308) (2007)
21. Reconciling introspective utility with revealed preference: Experimental arguments based on prospect theory
    Journal of Econometrics, 2007, 138, (1), 356-378 View citations (93)

2005

22. Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
    Management Science, 2005, 51, (9), 1384-1399 View citations (162)
    See also Working Paper Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty, CEPR Discussion Papers (2003) View citations (10) (2003)
23. Editorial Statement
    Theory and Decision, 2005, 58, (1), 1-2
24. Testing Prospect Theories Using Probability Tradeoff Consistency
    Journal of Risk and Uncertainty, 2005, 30, (2), 107-131 View citations (20)
25. The Likelihood Method for Decision under Uncertainty
    Theory and Decision, 2005, 58, (1), 3-76 View citations (20)

2002

26. A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
    Econometrica, 2002, 70, (2), 717-736 View citations (68)

2001

27. Substitutions probabilistiques et décision individuelle devant le risque. Enseignements de l'expérimentation
    Revue d'économie politique, 2001, 111, (1), 29-39 View citations (2)

2000

28. Parameter-Free Elicitation of Utility and Probability Weighting Functions
    Management Science, 2000, 46, (11), 1497-1512 View citations (448)

1998

29. The risk-structure dependence effect:Experimenting with an eye to decision-aiding
    Annals of Operations Research, 1998, 80, 237-252 View citations (3)

1996

30. Utilité "dépendant du rang" et utilité espérée: une étude expérimentale comparative
    Revue Économique, 1996, 47, (3), 567-576

Edited books

2008

1. Advances in Decision Making Under Risk and Uncertainty
   Theory and Decision Library C, Springer View citations (34)

2007

2. Uncertainty and Risk
   Theory and Decision Library C, Springer View citations (18)

Editor

1. Theory and Decision
   Springer