Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Year of publication: |
2007
|
---|---|
Authors: | Fielding, David ; Stracca, Livio |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 64.2007, 2, p. 250-268
|
Subject: | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Derivat | Derivative | Risikoaversion | Risk aversion | Börsenkurs | Share price | Theorie | Theory | USA | United States | 1871-2001 |
-
Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David, (2003)
-
The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A., (2008)
-
A dynamic variation of risk aversion approach : a study of momentum and reversal premiums
Aissia, Dorsaf Ben, (2009)
- More ...
-
Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David, (2003)
-
Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David, (2003)
-
Myopic loss aversion, disappointment aversion, and the equity premium puzzle
Fielding, David, (2003)
- More ...