Pages that link to "Item:Q426662"

The following pages link to Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662):

Displaying 12 items.

• Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
• Probability weighting, stop-loss and the disposition effect (Q1622455) (← links)
• Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625) (← links)
• Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
• Estimating cumulative prospect theory parameters from an international survey (Q1707539) (← links)
• Loss aversion with multiple investment goals (Q1938967) (← links)
• Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
• A new preference model that allows for narrow framing (Q2050985) (← links)
• Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion (Q2088286) (← links)
• Salience, systemic risk and spectral risk measures as capital requirements (Q2246646) (← links)
• Optimal consumption with reference-dependent preferences in on-the-job search and savings (Q2358501) (← links)
• Myopic loss aversion, reference point, and money illusion (Q5245910) (← links)