Effects of the fat-tail distribution on the relationship between prospect theory value and expected return
Year of publication: |
2020
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Authors: | Eom, Cheoljun ; Park, Jong Won |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-20
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Subject: | Decision weight | Fat-tail distribution | Out-of-sample test | Prospect theory value | Skewed distribution | Prospect Theory | Prospect theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Werttheorie | Theory of value |
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