Reference dependence and endogenous anchors

DOI10.1111/MAFI.12421MaRDI QIDQ6641078zbMATH OpenFDO

Authors Paolo Guasoni, Andrea Meireles-Rodrigues

Publication date 20 November 2024

Published in Mathematical Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/MAFI.12421

zbMATH Keywords

complete marketendogenous anchorsloss aversionpersonal equilibriareference dependence

Mathematics Subject Classification ID

Financial markets (91G15)

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Cites work

• A model of reference-dependent preferences
• A note on generalized inverses
• Advances in prospect theory: cumulative representation of uncertainty
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
• Continuous-time stochastic control and optimization with financial applications
• How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection
• Loss Aversion with a State-Dependent Reference Point
• Prospect Theory: An Analysis of Decision under Risk
• Reference dependence and market participation
• Reference-dependent subjective expected utility.
• Risk Aversion in the Small and in the Large
• Stochastic finance. An introduction in discrete time

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