Investors' risk preference characteristics based on different reference point

DOI10.1155/2014/158386zbMath1422.91380OpenAlexW2163004415WikidataQ59038470 ScholiaQ59038470MaRDI QIDQ2320661

Aiming Liu, Xu Gong, Feng-Hua Wen, Zhifang He

Publication date: 23 August 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/158386

Mathematics Subject Classification ID

Applications of game theory (91A80)

Related Items (7)

Concession period decision models for public infrastructure projects based on option games ⋮ Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model ⋮ An estimator of heavy tail index through the generalized jackknife methodology ⋮ The analysis of pricing power of preponderant metal mineral resources under the perspective of intergenerational equity and social preferences: an analytical framework based on Cournot equilibrium model ⋮ Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems ⋮ Multistage investment actions with the emission cap ⋮ Incorporating overconfidence into real option decision-making model of metal mineral resources mining project

Cites Work

• Gambling with the house money in capital expenditure decisions: An experimental analysis
• Advances in prospect theory: cumulative representation of uncertainty
• Integrating inventory control and a price change in the presence of reference price effects: a two-period model
• Aspirations as reference points: an experimental investigation of risk behavior over time
• An experimental examination of the house money effect in a multi-period setting
• Behavioral Biases and Investment
• Prospect Theory: An Analysis of Decision under Risk

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