A new preference model that allows for narrow framing
From MaRDI portal
Publication:2050985
DOI10.1016/J.JMATECO.2020.102470zbMATH Open1471.91123OpenAlexW3124189726MaRDI QIDQ2050985FDOQ2050985
Authors: Jing Guo, Xue Dong He 
Publication date: 1 September 2021
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2020.102470
Recommendations
- Preferences with frames: A new utility specification that allows for the framing of risks
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- S-shaped narrow framing, skewness and the demand for insurance
- Framing effects on the strength of higher-order risk preferences
- Relative risk-value models
Cites Work
- Title not available (Why is that?)
- Advances in prospect theory: cumulative representation of uncertainty
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Prospect Theory: An Analysis of Decision under Risk
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Myopic Loss Aversion and the Equity Premium Puzzle
- The framing of decisions and the psychology of choice
- Prospect theory and asset prices
- Loss aversion, survival and asset prices
- Unique solutions for stochastic recursive utilities
- Preferences with frames: A new utility specification that allows for the framing of risks
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- Choice bracketing. (With commentaries)
- Myopic risk-seeking: The impact of narrow decision bracketing on lottery play
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors
- Myopic loss aversion, reference point, and money illusion
- Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Cited In (2)
This page was built for publication: A new preference model that allows for narrow framing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2050985)
