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DateTitle Authors
2010 Allais paradoxes can be reversed by presenting choices in canonical split formBirnbaum, Michael H. / Schmidt, Ulrich
2008 An experimental investigation of violations of transitivity in choice under uncertaintyBirnbaum, Michael H. / Schmidt, Ulrich
2009 An experimental investigation of the disparity between WTA and WTP for lotteriesSchmidt, Ulrich / Traub, Stefan
2008 Alternation Bias and the Parameterization of Cumulative Prospect TheoryKaivanto, Kim
Nov-2013 Once you have a hammer… - Report from the 2nd Practitioners’ Meeting within the European Project PACITA, Workshop on TA Methods. Sofia, Bulgaria, April 17-19, 2013Seitz, Stefanie / Maia, Maria João / Velloso, Gabriel
2005 Rational information choice in financial market equilibriumMuendler, Marc-Andreas
1999 Hedging Price Risk When Real Wealth MattersAdam-Müller, Axel F. A.
2014 Emotions-at-risk: An experimental investigation into emotions, option prices and risk perceptionBosman, Ronald / Kräussl, Roman / van Galen, Thomas
2001 Heterogeneity of Investors and Asset Pricing in a Risk-Value WorldFranke, Günter / Weber, Martin
2012 Breakthrough renewables and the green paradoxvan der Ploeg, Rick

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