The disposition effect under the reference dependent smooth model of ambiguity
Year of publication: |
2021
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Authors: | Iwaki, Hideki ; Yoshikawa, Daisuke |
Published in: |
Asia-Pacific journal of risk and insurance : APJRI. - Berlin : De Gruyter, ISSN 2153-3792, ZDB-ID 2541118-4. - Vol. 15.2021, 2, p. 107-144
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Subject: | ambiguity | disposition effect | prospect theory | smooth model of ambiguity | Prospect Theory | Prospect theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion |
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