A new preference model that allows for narrow framing
From MaRDI portal
Publication:2050985
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
- scientific article; zbMATH DE number 1460605 (Why is no real title available?)
- Advances in prospect theory: cumulative representation of uncertainty
- Choice bracketing. (With commentaries)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors
- Loss aversion, survival and asset prices
- Myopic Loss Aversion and the Equity Premium Puzzle
- Myopic loss aversion, reference point, and money illusion
- Myopic risk-seeking: The impact of narrow decision bracketing on lottery play
- Preferences with frames: A new utility specification that allows for the framing of risks
- Prospect Theory: An Analysis of Decision under Risk
- Prospect theory and asset prices
- Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- The framing of decisions and the psychology of choice
- Unique solutions for stochastic recursive utilities
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)
