From boom til bust: how loss aversion affects asset prices
Year of publication: |
2000-05-24
|
---|---|
Authors: | Berkelaar, A.B. ; Kouwenberg, R.R.P. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | asset pricing | loss aversion | equilibrium | behavioral finance |
Extent: | application/pdf |
---|---|
Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2000-21/A |
Source: |
-
From boom til bust: how loss aversion affects asset prices
Kouwenberg, Roy, (2000)
-
Loss Aversion with a State-Dependent Reference Point
Giorgi, Enrico G. De, (2011)
-
Loss aversion in an agent-based asset pricing model
Pruna, Radu T., (2020)
- More ...
-
Dynamic asset allocation and downside-risk aversion
Berkelaar, A.B., (2000)
-
Optimal portfolio choice under loss aversion
Berkelaar, A.B., (2000)
-
Investing in a real world with mean-reverting inflation.
Berkelaar, A.B., (2003)
- More ...