Publications
Abdellaoui, M. and H. Zank (2022): "Source and Rank-dependent Utility," Economic Theory (forthcoming).
Abdellaoui, M., E. Diecidue, E. Kemel, and A. Onçuler (2022): "Temporal Risk Resolution: Utility vs. Probability Weighting Approaches," Management Science (forthcoming).
Abdellaoui, M., H. Bleichrodt, and O. L'hardidon (2021): "Measuring Beliefs under Ambiguity," Operations Research, 69,2, pp 599-612.
Abdellaoui, M. and P. P. Wakker (2020): "Savage for Dummies and Experts," Journal of Economic Theory 186, pp 1-20.
Abdellaoui, M., E. Kemel, A. Panin, and F. Vieider (2019): "Measuring Time and Risk Preferences in an Integrated Framework," Games and Economic Behavior 115, pp 459-469.
Abdellaoui, M., C. Gutierrez, and E. Kemel (2018): "Temporal Discounting of Gains and Losses of Time: An Experimental Investigation," Journal of Risk and Uncertainty 52, 1, pp 1-28.
Abdellaoui, M., H. Bleichrodt, O. L'haridon, and D. van Dolder (2016): "Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable," Journal of Risk and Uncertainty 52, 1, pp. 1-20.
Abdellaoui, M., P. Klibanoff, and L. Placido (2015): "Experiments on Compound Risk in Relation to Simple Risk and Ambiguity," Management Science 61,6, pp 1197-1471.
Abdellaoui, M. and E. Kemel (2014): "Eliciting Prospect Theory when Consequences are Measured in Time Units: Time is Not Money," Management Science 60, 7, pp 1844-1859.
Abdellaoui, M., A. de Palma, G. Attanasi, M. Ben-Akiva, I. Erev, H. Fehr-Duda, D. Fok, C. C. Fox, R. Hertwig, N. Picard, P. P. Wakker, J. L. Walker, and M. Weber (2014): "Beware of Black Swans: Taking Stock of the Description-Experience Gap in Decision under Uncertainty," Marketing Letters 25, pp 269-280.
Abdellaoui, M., H. Bleichrodt, O. L'haridon, and C. Paraschiv (2013): "Is there One Unifying Concept of Utility? An Experimental Comparison of Utility under Risk and Utility over Time," Management Science 59,9, pp 2153-2169.
Abdellaoui, M., H. Bleichrodt, and H. Kammoun (2013): "Do Financial Professionals Behave According to Prospect Theory? An Experimental Study," Theory and Decision 74, pp 411-429.
Abdellaoui, M., H. Bleichrodt, and O. L'haridon (2013): "Sign-dependence in Intertemporal Choice," Journal of Risk and Uncertainty 47, pp 225-253.
Abdellaoui, M., A. Driouchi, and O. L'hardon (2013): "Risk Aversion Elicitation: Reconciling Tractability and Bias Minimization," Theory and Decision 71, pp 63-80.
Abdellaoui, M., A. Baillon, L. Placido, and P. P. Wakker (2011): "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementations," American Economic Review 101, 2, pp 695-723.
Abdellaoui, M., E. Diecidue, and A. Onçuler (2011): "Risk Preferences at Different Time Periods: An Experimental Investigation," Management Science 57, 5, pp. 975-987.
Abdellaoui, M., O. L'haridon, and C. Paraschiv (2011): "Experienced vs. Described Uncertainty: Do We Need Two Prospect Theory Specifications?," Management Science 57, 10, pp. 1879-1895.
Abdellaoui, M., O. L'haridon, and H. Zank (2010): "Separating Curvature and Elevation: A Parametric Probability Weighting Function," Journal of Risk and Uncertainty 41, pp 39-65.
Abdellaoui, M. A. Attema, and H. Bleichrodt (2010): "Intertemporal Tradeoffs for Gains and Losses: An Experimental Measurement of Discounted Utility," The Economic Journal 120, 545, pp 845-866.
Abdellaoui, M. H. Bleichrodt, and O. L'haridon (2008): "A Tractable Method to Measure Utility and Loss Aversion under Prospect Theory," Journal of Risk and Uncertainty 36, 3, pp 245-266.
Abdellaoui, M., C. Barrios, and P. P. Wakker (2007): "Reconceiling Introspective Utility with Revealed Preference: Experimental Arguments Based on Prospect Theory," Journal of Econometrics 138, 1, pp 356-378.
Abdellaoui, M., H. Bleichrodt, and C. Paraschiv (2007): "Loss Aversion Under Prospect Theory: A Parameter-Free Measurement," Management Science 53, 10, pp 1659-1674.
Abdellaoui, M. and H. Bleichrodt (2007): "Eliciting Gul's Theory of Disappointment Aversion by the Tradeoff Methgod," Journal of Economic Psychology 28, 6, pp 631-645.
Abdellaoui, M., J. Zhang, and G. Wu (2005): "Testing Prospect Theories Using Probability Tradeoff Consistency," Journal of Risk and Uncertainty 30, pp 107-131.
Abdellaoui, M., F. Vossmann, and M. Weber (2005): "Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty," Management Science 51, 9, pp 1384-1399.
Abdellaoui, M. and P. P. Wakker (2005): "The Likelihood Method for Decision under Uncertainty," Theory and Decision 38, pp 3-76.
Abdellaoui, M. (2002): "A Genuine Rank-dependent Generalization of the von Neumann-Morgenstern Expected Utility Theorem," Econometrica 70, 2, pp 717-736.
Abdellaoui, M. (2000): "Parameter-Free Elicitation of Utility and Probability Weighting Functions," Management Science 46, 11, pp 1385-1512.
Abdellaoui, M. and B. Munier (1998): "The Risk Structure-dependence Effect: Experimenting with an Eye to Decision-Aiding", Annals of Operations Research 80, pp 237-252.