Kahneman and Tversky's S-Shaped Utility Function
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Prospect Theory
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Eliciting utility curvature in time preference
Lionel Page on X: Fascinating to see how ideas often precede their scientific recognition. - Kahneman & Tversky ECMA 1979 utility function - Markovitz JPE 1952: S shaped overall, steeper in losses
Kahneman and Tversky's S-Shaped Utility Function
The curve of value function (adapted from Kahneman and Tversky, 1979).
Cube Root Utility Theory
PROSPECT THEORY: A PARAMETRIC ANALYSIS OF FUNCTIONAL FORMS IN BRAZIL
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