Loss aversion and the price of risk
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Publication:2994842
DOI10.1080/14697680903059416zbMath1232.91351OpenAlexW2017946410MaRDI QIDQ2994842
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
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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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