Prospect theory to the disposition effect in an agent-based model of the stock market
Year of publication: |
April 2018
|
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Authors: | Silva, Elder M. ; Costa Júnior, Newton C. A. da ; Silva, Sergio da |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 4, p. 521-525
|
Subject: | Cumulative prospect theory | Disposition effect | Agent-based models | Agentenbasierte Modellierung | Agent-based modeling | Prospect Theory | Prospect theory | Anlageverhalten | Behavioural finance |
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