Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing
Jungshik Hur, Cedric Mbanga Luma
| Year of publication: |
August 2017
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|---|---|
| Authors: | Hur, Jungshik ; Mbanga, Cedric |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 49.2017, 2, p. 407-433
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| Subject: | Aggregate idiosyncratic volatility | Loss aversion | Investor sentiments | Volatilität | Volatility | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Prospect Theory | Prospect theory | Aktienmarkt | Stock market | Verlust | Loss | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-016-0595-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797092