Krzysztof Kontek

Warsaw School of Economics (SGH)

aleja Niepodleglosci 162

PL-Warsaw, 02-554

Poland

SCHOLARLY PAPERS

20

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CITATIONS
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27

Scholarly Papers (20)

1.

Decision Utility Theory: Back to von Neumann, Morgenstern, and Markowitz

Number of pages: 26 Posted: 04 Dec 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 224 (134,675)
Citation 4

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Expected Utility Theory, Markowitz Hypothesis, Prospect Theory, Decision Utility, Allais Paradox, Common Ratio Effect, Risk Attitude Measures, Aspiration Level

2.

Lottery Valuation Using the Aspiration/Relative Utility Function

Warsaw School of Economics, Department of Applied Econometrics Working Paper No. 5-09
Number of pages: 26 Posted: 24 Jul 2009
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 166 (177,276)
Citation 3

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lottery valuation, expected utility theory, Markowitz hypothesis, prospect/cumulative prospect theory, aspiration/relative utility function

3.

Mean, Median or Mode? A Striking Conclusion from Lottery Experiments

Number of pages: 16 Posted: 01 Apr 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 154 (188,869)
Citation 2

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Lottery experiments, Certainty Equivalents, Least Squares, Quantile, Median, and Mode Estimators, Relative Utility Function, Prospect Theory

4.

Decision Utility Theory

Number of pages: 237 Posted: 17 May 2012
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 138 (206,567)

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5.

On Mental Transformations

Number of pages: 29 Posted: 23 Jul 2009 Last Revised: 26 Jul 2011
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 136 (208,986)
Citation 4

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Prospect/Cumulative Prospect Theory, Markowitz Utility Hypothesis, Utility & Aspiration Functions, Mental Processes, Adaptation & Attention Focus

6.

Continuous or Discontinuous? Estimating Indifference Curves Inside the Marschak-Machina Triangle Using Certainty Equivalents

Number of pages: 28 Posted: 25 Apr 2015 Last Revised: 02 Oct 2016
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 134 (211,478)
Citation 1

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Marschak-Machina triangle, indifference curves, fanning-out, fanning-in, models of decision-making under risk, certainty equivalents, Wolfram Mathematica®

7.

Absolute vs. Relative Notion of Wealth Changes

Number of pages: 9 Posted: 17 Sep 2009 Last Revised: 04 Sep 2011
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 110 (245,155)
Citation 5

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Prospect/Cumulative Prospect Theory, Probability Weighting Function, Markowitz Hypothesis, Relative Utility Function, Weber’s Law, Decision Making Under Risk

8.

The Illusion of Irrationality

Number of pages: 5 Posted: 08 Dec 2009
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 96 (268,927)

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Expected Utility Theory, Relative Utility Function, Allais Paradox, Common Ratio Effect, Prospect Theory

9.

Are People Really Risk Seeking for Losses?

Number of pages: 4 Posted: 15 Dec 2009
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 85 (290,523)

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Prospect Theory, Value Function, Probability Weighting Function, Risk Attitude

10.

Range and Sign Dependent Utility for Risk and Time

Darden Business School Working Paper No. 3194874
Number of pages: 40 Posted: 27 Jun 2018
Manel Baucells, Krzysztof Kontek and Michał Lewandowski
University of Virginia - Darden School of Business, Warsaw School of Economics (SGH) and Warsaw School of Economics (SGH) - Institute of Econometrics
Downloads 76 (310,571)

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reference dependent utility, range dependent utility, sign dependent utility, prospect theory, hyperbolic discounting, preference reversals

11.

Range-Dependent Utility

Number of pages: 43 Posted: 10 Aug 2013
Krzysztof Kontek and Michał Lewandowski
Warsaw School of Economics (SGH) and Warsaw School of Economics (SGH) - Institute of Econometrics
Downloads 66 (335,609)
Citation 4

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range-dependent utility, decision utility, Certainty Equivalent, quasilinear mean, Expected Utility Theory, Prospect Theory, Allais paradox, insurance and gambling

12.

Linking Decision and Time Utilities

Number of pages: 16 Posted: 18 Dec 2010 Last Revised: 21 Dec 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 64 (341,031)

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Discounted Utility, Hyperbolic Discounting, Decision Utility, Prospect Theory, Asset Valuation

13.

What is the Actual Shape of Perception Utility?

Number of pages: 18 Posted: 21 Jun 2011
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 60 (352,213)
Citation 3

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prospect theory, value function, perception utility, loss aversion, gain-loss separability violation, neuroscience, portfolio theory, decision utility theory

14.

Two Kinds of Adaptation, Two Kinds of Relativity

Number of pages: 20 Posted: 20 Sep 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 59 (355,097)
Citation 1

Abstract:

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Adaptation-Level Theory, Range-Frequency Theory, Prospect Theory

15.

Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility

Number of pages: 20 Posted: 30 May 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 55 (367,422)
Citation 2

Abstract:

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Multi-Prize Lotteries, Lottery/Prospect Valuation, Markowitz Hypothesis, Prospect/Cumulative Prospect Theory, Aspiration/Relative Utility Function

16.

Classifying Behaviors in Risky Choices

Number of pages: 17 Posted: 12 Jul 2010 Last Revised: 14 Jul 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 50 (383,413)

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Lottery Experiments, Certainty Equivalents, Risk Attitude, Cluster Analysis, Nonparametric Methods, Relative Utility Function

17.

Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments

Number of pages: 20 Posted: 01 May 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 46 (397,129)
Citation 1

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Density Distribution, Maximum Likelihood Estimation, Lottery experiments, Relative Utility Function

18.

Maximum Likelihood Estimator for the Uneven Power Distribution: Application to DJI Returns

Number of pages: 15 Posted: 02 May 2010 Last Revised: 07 May 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 42 (411,590)

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Density Distribution, Maximum Likelihood Estimation, Stock Returns

19.

Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments

Number of pages: 21 Posted: 21 Apr 2010
Krzysztof Kontek
Warsaw School of Economics (SGH)
Downloads 28 (471,135)

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Density Distribution, Least Squares, Quantile, Median, Mode, Maximum Likelihood Estimators, Lottery experiments, Relative Utility Function, Prospect Theory

20.

Specific Tastes or Cliques of Jurors?

Number of pages: 27 Posted: 26 Dec 2018
Krzysztof Kontek and Honorata Sosnowska
Warsaw School of Economics (SGH) and Warsaw School of Economics (SGH)
Downloads 5 (606,119)

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Borda count, manipulability, social choice