Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625): Difference between revisions

@@ Property / cites work @@
+Preferences with frames: A new utility specification that allows for the framing of risks
+Normal rank
@@ Property / cites work @@
+Prospect Theory and Asset Prices
@@ Property / cites work: Prospect Theory and Asset Prices / rank @@
+Normal rank
@@ Property / cites work @@
+Myopic Loss Aversion and the Equity Premium Puzzle
+Normal rank
@@ Property / cites work @@
+Evolution and market behavior
@@ Property / cites work: Evolution and market behavior / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
+Normal rank
@@ Property / cites work @@
+Financial market equilibria with cumulative prospect theory
+Normal rank
@@ Property / cites work @@
+Financial market equilibria with heterogeneous agents: CAPM and market segmentation
+Normal rank
@@ Property / cites work @@
+Loss aversion, survival and asset prices
@@ Property / cites work: Loss aversion, survival and asset prices / rank @@
+Normal rank
@@ Property / cites work @@
+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
+Normal rank
@@ Property / cites work @@
+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
+Normal rank
@@ Property / cites work @@
+Myopic loss aversion, reference point, and money illusion
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+Temporal Resolution of Uncertainty and Dynamic Choice Theory
+Normal rank
@@ Property / cites work @@
+Prospect theory and market quality
@@ Property / cites work: Prospect theory and market quality / rank @@
+Normal rank
@@ Property / cites work @@
+Do Markets Favor Agents able to Make Accurate Predictions?
+Normal rank
@@ Property / cites work @@
+Discrete-time behavioral portfolio selection under cumulative prospect theory
+Normal rank
@@ Property / cites work @@
+Dynamic Trading with Reference Point Adaptation and Loss Aversion
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Q2892811
@@ Property / cites work: Q2892811 / rank @@
+Normal rank
@@ Property / cites work @@
+ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
+Normal rank
@@ Property / cites work @@
+Natural Selection in Financial Markets: Does It Work?
+Normal rank