The following pages link to Prospect Theory and Asset Prices (Q2717440):
Displayed 50 items.
- Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
- Portfolio optimization under loss aversion (Q322671) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- The bipolar Choquet integral representation (Q483630) (← links)
- Financial market equilibria with cumulative prospect theory (Q617572) (← links)
- Consumption paths under prospect utility in an optimal growth model (Q621265) (← links)
- Determinants of stock market volatility and risk premia (Q665536) (← links)
- Prospect and Markowitz stochastic dominance (Q665805) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- From hedging to speculation -- an explanation based on prospect theory (Q732795) (← links)
- The participation puzzle with reference-dependent expected utility preferences (Q784446) (← links)
- What is loss aversion? (Q813047) (← links)
- The modern tontine. An innovative instrument for longevity risk management in an aging society (Q825287) (← links)
- The ostrich effect: Selective attention to information (Q833110) (← links)
- Asset pricing with loss aversion (Q844788) (← links)
- Existence of Arrow-Debreu equilibrium with S-shaped utility function (Q871681) (← links)
- Loss aversion, survival and asset prices (Q893424) (← links)
- History-dependent risk attitude (Q894032) (← links)
- Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle (Q956541) (← links)
- How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders (Q1017072) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Happiness maintenance and asset prices (Q1042350) (← links)
- Effective return, risk aversion and drawdowns (Q1588869) (← links)
- Intertemporal incentives under loss aversion (Q1622464) (← links)
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- The effects of prior outcomes on risky choice: evidence from the stock market (Q1718019) (← links)
- Regret theory and equilibrium asset prices (Q1719375) (← links)
- Time-varying risk attitude and conditional skewness (Q1722256) (← links)
- An index of loss aversion (Q1779809) (← links)
- A prospect-theoretical interpretation of momentum returns (Q1929483) (← links)
- Do financial professionals behave according to prospect theory? An experimental study (Q1945663) (← links)
- Divergent risk-attitudes and endogenous collateral constraints (Q1995320) (← links)
- A new preference model that allows for narrow framing (Q2050985) (← links)
- Expected return -- expected loss approach to optimal portfolio investment (Q2112302) (← links)
- Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
- Macroeconomic disasters and the equity premium puzzle: are emerging countries riskier? (Q2177998) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- The impact of a reference point determined by social comparison on wealth growth and inequality (Q2246604) (← links)
- On probabilities and loss aversion (Q2270214) (← links)
- Preferences with frames: A new utility specification that allows for the framing of risks (Q2270552) (← links)
- A quartet of asset pricing models in nominal and real economies (Q2271614) (← links)
- A revealed reference point for prospect theory (Q2323612) (← links)
- Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR (Q2338542) (← links)
- The consumption-investment decision of a prospect theory household: a two-period model (Q2358570) (← links)
- Complex stock price dynamics under Max Weber's spirit of capitalism hypothesis (Q2363422) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Introduction to financial economics (Q2434335) (← links)
- Prospect theory and market quality (Q2434351) (← links)