Loss aversion and the price of risk

DOI10.1080/14697680903059416zbMath1232.91351OpenAlexW2017946410MaRDI QIDQ2994842

Moshe Levy

Publication date: 29 April 2011

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903059416

zbMATH Keywords

loss aversionfinancecapital asset pricingeconomics of risk

Mathematics Subject Classification ID

Related Items (4)

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Cites Work

• Advances in prospect theory: cumulative representation of uncertainty
• Stochastic dominance and prospect dominance with subjective weighting functions
• Violations of the betweenness axiom and nonlinearity in probability
• Prospect Theory and Asset Prices
• Parameter-Free Elicitation of Utility and Probability Weighting Functions
• Prospect Theory: Much Ado About Nothing?
• Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
• Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities
• Time to Build and Aggregate Fluctuations
• Prospect Theory: An Analysis of Decision under Risk
• Curvature of the Probability Weighting Function
• Myopic Loss Aversion and the Equity Premium Puzzle

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