A model of regret, investor behavior, and market turbulence
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Cites work
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- A robust model of bubbles with multidimensional uncertainty
- Anticipating Regret: Why Fewer Options May Be Better
- Behavioral aspects of arbitrageurs in timing games of bubbles and crashes
- Bubbles and Crashes
- Churning Bubbles
- Conditioning and Aggregation of Preferences
- Disappointment and Dynamic Consistency in Choice under Uncertainty
- Disappointment in Decision Making Under Uncertainty
- Finite bubbles with short sale constraints and asymmetric information
- Market Crashes and Informational Avalanches
- Prospect Theory: An Analysis of Decision under Risk
- Rational panics and stock market crashes.
- Regret aversion and opportunity dependence
- Regret in Decision Making under Uncertainty
- Regret theory with general choice sets
- Regret, portfolio choice, and guarantees in defined contribution schemes
- Simple Finite Horizon Bubbles Robust to Higher Order Knowledge
- Some implications of a more general form of regret theory
- Transitive regret over statistically independent lotteries
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