Mohammed Abdellaoui
Biographic Data
| ID | 5732300 |
|---|---|
| NAME | Mohammed Abdellaoui |
| GIVEN NAMES | Mohammed |
| FAMILY NAME | Abdellaoui |
| SIGNATURE | ABDELLAOUI M |
| AFFILIATIONS | Centre National de la Recherche Scientifique |
| ORCID | 0000-0003-4226-4461 |
| VERIFIED | Yes |
| TOTAL WORKS | 8 |
| TOTAL CITATIONS | 6 |
| WORKS AS AUTHOR | 8 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1996 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 2 |
Time for tea
Introduction to the Special Issue in Honor of Peter Wakker
Intertemporal Tradeoffs for Gains and Losses
This article provides a parameter-free measurement of utility in intertemporal choice and presents new and more robust evidence on the discounting of money outcomes. Intertemporal utility was concave for gains and convex for losses, consistent with a hypothesis put forward by Loewenstein and Prelec (1992) . Discount rates declined over time but less so than previously observed under the assumption of linear utility. For approximately 40% of our s…
CHAPTER 2 Rank‐Dependent Utility
Rank‐dependent utility (RDu) is among the most popular generalizations of the standard model of expected utility. It takes into account the main violations of expected utility (Allais paradox, Ellsberg paradox). Furthermore, the replacement of probabilities by decision weights allows us to capture what may be called “chance attitude” in addition to attitude towards outcomes. This chapter aims to bring into focus the main violations of expected ut…
Eliciting Gul’s theory of disappointment aversion by the tradeoff method
Parameter-Free Elicitation of Utility and Probability Weighting Functions
This paper proposes a two-step method to successively elicit utility functions and decision weights under rank-dependent expected utility theory and its “more descriptive” version: cumulative prospect theory. The novelty of the method is that it is parameter-free, and thus elicits the whole individual preference functional without imposing any prior restriction. This method is used in an experimental study to elicit individual utility and probabi…
Utilité "dépendant du rang" et utilité espérée
[eng] Our paper presents some results of an experimental study comparing the descriptive power of the Expected Utility (EU) model and of a Rank Dependent Utility (RDU) Model allowing the decision maker to subjectively transform objective probabilities. The descriptive power of the EU model and of a RDU model is evaluated by mean of two indexes constructed from their respective preference functionals. The main conclusion of this experimental stu…
Utilité " dépendant du rang " et utilité espérée
Intertemporal Tradeoffs for Gains and Losses
This article provides a parameter-free measurement of utility in intertemporal choice and presents new and more robust evidence on the discounting of money outcomes. Intertemporal utility was concave for gains and convex for losses, consistent with a hypothesis put forward by Loewenstein and Prelec (1992) . Discount rates declined over time but less so than previously observed under the assumption of linear utility. For approximately 40% of our s…
Eliciting Gul’s theory of disappointment aversion by the tradeoff method
Utilité "dépendant du rang" et utilité espérée
[eng] Our paper presents some results of an experimental study comparing the descriptive power of the Expected Utility (EU) model and of a Rank Dependent Utility (RDU) Model allowing the decision maker to subjectively transform objective probabilities. The descriptive power of the EU model and of a RDU model is evaluated by mean of two indexes constructed from their respective preference functionals. The main conclusion of this experimental stu…
Utilité " dépendant du rang " et utilité espérée
Parameter-Free Elicitation of Utility and Probability Weighting Functions
This paper proposes a two-step method to successively elicit utility functions and decision weights under rank-dependent expected utility theory and its “more descriptive” version: cumulative prospect theory. The novelty of the method is that it is parameter-free, and thus elicits the whole individual preference functional without imposing any prior restriction. This method is used in an experimental study to elicit individual utility and probabi…
Eliciting Gul’s theory of disappointment aversion by the tradeoff method
CHAPTER 2 Rank‐Dependent Utility
Rank‐dependent utility (RDu) is among the most popular generalizations of the standard model of expected utility. It takes into account the main violations of expected utility (Allais paradox, Ellsberg paradox). Furthermore, the replacement of probabilities by decision weights allows us to capture what may be called “chance attitude” in addition to attitude towards outcomes. This chapter aims to bring into focus the main violations of expected ut…
Intertemporal Tradeoffs for Gains and Losses
This article provides a parameter-free measurement of utility in intertemporal choice and presents new and more robust evidence on the discounting of money outcomes. Intertemporal utility was concave for gains and convex for losses, consistent with a hypothesis put forward by Loewenstein and Prelec (1992) . Discount rates declined over time but less so than previously observed under the assumption of linear utility. For approximately 40% of our s…
Introduction to the Special Issue in Honor of Peter Wakker
Time for tea
Decision-Making and Behavioral Economics (6 works) · Economics (6 works) · Econometrics (5 works) · Economic and Environmental Valuation (5 works) · Mathematical economics (5 works) · Expected utility hypothesis (4 works) · Computer Science (3 works) · Bayesian Modeling and Causal Inference (2 works) · Cumulative prospect theory (2 works) · Discounting (2 works)