Recommendations
Cites work
- Advances in prospect theory: cumulative representation of uncertainty
- Asset pricing with loss aversion
- Do Markets Favor Agents able to Make Accurate Predictions?
- Evolution and market behavior
- First order versus second order risk aversion
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Cited in
(20)- Aggregate stock market behavior and investors' low risk aversion
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors
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- Asset pricing with loss aversion
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