Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662): Difference between revisions

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+Parameter-Free Elicitation of Utility and Probability Weighting Functions
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+Preferences with frames: A new utility specification that allows for the framing of risks
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+Prospect Theory and Asset Prices
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+Static portfolio choice under cumulative prospect theory
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+Computational aspects of prospect theory with asset pricing applications
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+Financial market equilibria with cumulative prospect theory
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+Asset pricing with loss aversion
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+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
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+Prospect Theory: An Analysis of Decision under Risk
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+The Framing of Decisions and the Psychology of Choice
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+Advances in prospect theory: cumulative representation of uncertainty
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+The Dual Theory of Choice under Risk
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+Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
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