Nonextensive statistical mechanics and economics

Prospect Theory: An Analysis of Decision under Risk

Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations

Business, Decision Sciences, Insurance +17

Advances in prospect theory: Cumulative representation of uncertainty

Amos Tversky, Daniel Kahneman · Journal of Risk and Uncertainty · 1992 · 15.6K citations

Business, Decision Sciences, Behavioral Economics +13

Possible generalization of Boltzmann-Gibbs statistics

Constantino Tsallis · Journal of Statistical Physics · 1988 · 9.6K citations

Natural Sciences, Physics, Probability Theory +13

The distribution of realized stock return volatility

Torben G. Andersen · Journal of Financial Economics · 2001 · 2.4K citations

Business, Economics, Finance +12

Scaling behaviour in the dynamics of an economic index

Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations

Social Sciences, Business Economics, Economics +7