Michał Lewandowski

Warsaw School of Economics (SGH) - Institute of Econometrics

Assistant Professor

Niepodleglosci 164

Warsaw, 02-554

Poland

http://www.sgh.waw.pl/mlewandowski

SCHOLARLY PAPERS

8

DOWNLOADS

476

SSRN CITATIONS
Rank 42,689

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Top 42,689

in Total Papers Citations

5

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.

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 115 (265,110)
Citation 1

Abstract:

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

2.

Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies

Number of pages: 36 Posted: 15 Dec 2012
Michał Lewandowski
Warsaw School of Economics (SGH) - Institute of Econometrics
Downloads 74 (351,307)
Citation 4

Abstract:

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comparative risk aversion, Pratt (1964), Arrow (1965) coefficient of risk aversion, CARA, DARA, CRRA

3.

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 70 (362,237)
Citation 5

Abstract:

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

4.

Buying and Selling Price for Risky Lotteries and Expected Utility Theory with Gambling Wealth

Number of pages: 39 Posted: 15 Dec 2012
Michał Lewandowski
Warsaw School of Economics (SGH) - Institute of Econometrics
Downloads 64 (379,654)
Citation 5

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expected utility, consequentialism, total wealth, gambling wealth, narrow framing, Rabin (2000) paradox, preference reversal, WTA/WTP disparity, buying and selling price for a lottery

5.

Is Cumulative Prospect Theory a Serious Alternative for the Expected Utility Paradigm?

Number of pages: 31 Posted: 15 Dec 2012
Michał Lewandowski
Warsaw School of Economics (SGH) - Institute of Econometrics
Downloads 47 (437,900)

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Cumulative Prospect Theory, CPT, Expected Utility Theory, prospect stochastic dominance

6.

Range Utility Theory for Uncertain Cash-flows

Darden Business School Working Paper No. 3466617
Number of pages: 34 Posted: 18 Oct 2019
Manel Baucells, Michał Lewandowski and Krzysztof Kontek
University of Virginia - Darden School of Business, Warsaw School of Economics (SGH) - Institute of Econometrics and Warsaw School of Economics (SGH)
Downloads 41 (462,034)

Abstract:

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expected utility, discounted cash flows, hyperbolic discounting, range dependent utility, reference dependent utility, preference reversals

7.

Is Expected Utility an Ex-Hypothesis? Some Implications of Reference-Dependent Expected Utility Model

Number of pages: 29 Posted: 06 Nov 2017
Michał Lewandowski
Warsaw School of Economics (SGH) - Institute of Econometrics
Downloads 35 (488,695)
Citation 2

Abstract:

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Preference Reversal, WTA-WTP Gap, Complementary Symmetry, Loss Aversion, Reference Dependence

8.

Gambles with Prices, Operational Measure of Riskiness and Buying and Selling Price for Risky Lotteries

Number of pages: 30 Posted: 15 Dec 2012
Michał Lewandowski
Warsaw School of Economics (SGH) - Institute of Econometrics
Downloads 30 (513,538)

Abstract:

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operational measure of riskiness, extended measure of riskiness, buying and selling price for a lottery