scientific article; zbMATH DE number 7234243

MaRDI QIDQ3307007zbMATH OpenFDO

Authors Zongrun Wang, Si-Qing Wu

Publication date 12 August 2020

zbMATH Keywords

coefficient of value sensitivitycumulative prospect theoryperceived risk-return ratioprobability misestimationstructured products

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

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Cited in

(6)

• Risk measure optimization: perceived risk and overconfidence of structured product investors
• Implied risk aversion: an alternative rating system for retail structured products
• Transparent structured products for retail investors
• Risk classes for structured products: mathematical aspects and their implications on behavioral investors
• Can utility optimization explain the demand for structured investment products?
• A theory of misperception in a stochastic dominance framework and its application to structured financial products

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