Reference-dependent preferences and the risk-return trade-off
Year of publication: |
February 2017
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Authors: | Wang, Huijun ; Yan, Jinghua ; Yu, Jianfeng |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 123.2017, 2, p. 395-414
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Subject: | Prospect theory | Risk-return trade-off | Risk | Uncertainty | Capital gains overhang | Risiko | Prospect Theory | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Risikoaversion | Risk aversion |
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