Probability weighting and loss aversion in futures hedging
Year of publication: |
2008
|
---|---|
Authors: | Mattos, Fabio ; GarcĂa, Philip ; Pennings, Joost M. E. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 11.2008, 4, p. 433-452
|
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Risikoaversion | Risk aversion | Verlust | Loss | Futures | Hedging |
-
Essays on futures trading under non-standard assumptions
Mattos, Fabio, (2008)
-
Risk behavior for gain, loss, and mixed prospects
Brooks, Peter, (2014)
-
Offerman, Theo, (2016)
- More ...
-
Relaxing standard hedging assumptions in the presence of downside risk
Mattos, Fabio, (2008)
-
Mattos, Fabio, (2011)
-
Mattos, Fabio, (2012)
- More ...