How endogenization of the reference point affects loss aversion : a study of portfolio selection
Xue Dong He, Moris S. Strub
| Year of publication: |
2022
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|---|---|
| Authors: | He, Xue Dong ; Strub, Moris S. |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 6, p. 3035-3053
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| Subject: | Financial Engineering | gain-loss utility | loss aversion | portfolio optimization | reference point formation | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Prospect Theory | Prospect theory | Anlageverhalten | Behavioural finance | Verlust | Loss | Entscheidung unter Risiko | Decision under risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2309 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307626