Loss aversion in a multi-period model
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Publication:1277461
DOI10.1016/S0165-4896(96)00832-3zbMATH Open0943.91513MaRDI QIDQ1277461FDOQ1277461
Authors: J. Shalev 
Publication date: 17 August 2000
Published in: Mathematical Social Sciences (Search for Journal in Brave)
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Cites Work
- Subjective Probability and Expected Utility without Additivity
- Title not available (Why is that?)
- Prospect Theory: An Analysis of Decision under Risk
- Myopic Loss Aversion and the Equity Premium Puzzle
- A Definition of Subjective Probability
- Characterizing optimism amd pessimism directly through comonotonicity
- Expectation and Variation in Multi-Period Decisions
- Decision Making Over Time and Under Uncertainty: A Common Approach
- Savage's Axioms Usually Imply Violation of Strict Stochastic Dominance
Cited In (16)
- A preference foundation for constant loss aversion
- An alternative axiomatization of intertemporal utility smoothing
- Inequalities of Lyapunov and Stolarsky type for Choquet-like integrals with respect to nonmonotonic fuzzy measures
- Choquet operators and belief functions
- Some characterizations of non-additive multi-period models
- Modeling nonmonotone preferences: the case of utility smoothing
- Loss aversion
- Loss-averse preferences and portfolio choices: an extension
- Loss aversion, habit formation and the term structures of equity and interest rates
- An infinite-horizon model of nonmonotone utility smoothing
- A model of regret, investor behavior, and market turbulence
- Nonmonotonic Choquet integrals
- Loss Aversion with a State-Dependent Reference Point
- Loss aversion and scale compatibility in two-attribute trade-offs
- Expectation and Variation in Multi-Period Decisions
- Sequentially continuous non-monotonic Choquet integrals
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