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 |
| Subject: | Agent-based modelling | Asset pricing | Behavioural bias | Loss aversion | Stylized facts | Agentenbasierte Modellierung | Agent-based modeling | Risikoaversion | Risk aversion | CAPM | Kapitalmarkttheorie | Financial economics | Anlageverhalten | Behavioural finance | Prospect Theory | Prospect theory | Verlust | Loss |
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