Loss aversion in an agent-based asset pricing model
Radu T. Pruna, Maria Polukarov and Nicholas R. Jennings
| Year of publication: |
2020
|
|---|---|
| Authors: | Pruna, Radu T. ; Polukarov, Maria ; Jennings, Nick |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 2, p. 275-290
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| Subject: | Agent-based modelling | Asset pricing | Behavioural bias | Loss aversion | Stylized facts | Agentenbasierte Modellierung | Agent-based modeling | CAPM | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Prospect Theory | Prospect theory | Kapitalmarkttheorie | Financial economics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1655784 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194866