Conditional risk premiums and the value function of prospect theory
Year of publication: |
2021
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Authors: | Walther, Martin J. ; Münster, Markus |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 22.2021, 1, p. 74-83
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Subject: | Behavioral finance | CAPM | Conditional risk | Portfolio choice | Prospect theory | Prospect Theory | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance |
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