The following pages link to Asset pricing with loss aversion (Q844788):
Displaying 10 items.
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Loss aversion, survival and asset prices (Q893424) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- A quartet of asset pricing models in nominal and real economies (Q2271614) (← links)
- Optimal consumption with reference-dependent preferences in on-the-job search and savings (Q2358501) (← links)
- Computational aspects of prospect theory with asset pricing applications (Q2642595) (← links)
- Asset pricing with dynamic programming (Q2642596) (← links)
- Dynamic decision-making for an inventory system with time-varying demand (Q2935054) (← links)
- Optimal insurance contract and coverage levels under loss aversion utility preference (Q5745633) (← links)
