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Model Perspective
Model Perspective
Oct 6, 2023 · Fundamentals

Why We Irrationally Choose: Unpacking Prospect Theory’s Value & Weight Functions

This article explains Prospect Theory, detailing its value and weight functions, how they model loss aversion and probability distortion, and compares the theory with traditional expected utility through an investment decision example and illustrative graphs.

Prospect Theorybehavioral economicsdecision making
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Why We Irrationally Choose: Unpacking Prospect Theory’s Value & Weight Functions