Loss aversion with multiple investment goals (Q1938967): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Preferences with frames: A new utility specification that allows for the framing of risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Myopic Loss Aversion and the Equity Premium Puzzle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Static portfolio choice under cumulative prospect theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic portfolio choice and asset pricing with narrow framing and probability weighting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3888785 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment / rank
 
Normal rank
Property / cites work
 
Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice / rank
 
Normal rank
Property / cites work
 
Property / cites work: SP/A and CPT: A reconciliation of two behavioral decision theories / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank
 
Normal rank

Latest revision as of 05:04, 6 July 2024

scientific article
Language Label Description Also known as
English
Loss aversion with multiple investment goals
scientific article

    Statements

    Identifiers