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~language:"eng"
~person:"Boyd, Roy"
~person:"Calimani, Susanna"
~person:"Koehl, Pierre-François"
~person:"Levy, Haim"
~person:"Lioui, Abraham"
~subject:"Derivative"
~subject:"Prospect theory"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Government document"
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Prospect theory
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121
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38
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38
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27
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17
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Boyd, Roy
Calimani, Susanna
Koehl, Pierre-François
Levy, Haim
Lioui, Abraham
Lien, Da-hsiang Donald
26
Kit, Pong Wong
18
Jarrow, Robert A.
15
Brigo, Damiano
11
Benth, Fred Espen
10
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9
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9
Hull, John
9
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8
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8
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7
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7
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7
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7
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7
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6
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Yu, Min-Teh
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Jeanblanc, Monique
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4
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4
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The journal of futures markets
3
Advances in futures and options research : a research annual
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
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ECONIS (ZBW)
19
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1
Prospect theory and utility theory : temporary versus permanent attitude toward risk
Levy, Haim
;
Wiener, Zvi
- In:
Journal of economics & business
68
(
2013
),
pp. 1-23
Persistent link: https://www.econbiz.de/10009773810
Saved in:
2
Stochastic dominance : investment decision making under uncertainty
Levy, Haim
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10003228279
Saved in:
3
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
4
Prospect theory and mean-variance analysis
Levy, Haim
;
Levy, Moshe
- In:
The review of financial studies
17
(
2004
)
4
,
pp. 1015-1041
Persistent link: https://www.econbiz.de/10002396431
Saved in:
5
General equilibrium pricing of nonredundant forward contracts
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
23
(
2003
)
9
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001789579
Saved in:
6
Dynamic asset pricing with non-redundant forwards
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of economic dynamics & control
27
(
2003
)
7
,
pp. 1163-1180
Persistent link: https://www.econbiz.de/10001736089
Saved in:
7
Arrow-Pratt risk aversion, risk premium and decision weights
Levy, Haim
;
Levy, Moshe
- In:
Journal of risk and uncertainty : JRU
25
(
2002
)
3
,
pp. 265-290
Persistent link: https://www.econbiz.de/10001742848
Saved in:
8
Mean-variance efficiency of the market portfolio and futures trading
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10001567419
Saved in:
9
Bernoulli speculator and trading strategy risk
Lioui, Abraham
;
Poncet, Patrice
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 507-523
Persistent link: https://www.econbiz.de/10001509969
Saved in:
10
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
- In:
Review of derivatives research
2
(
1999
)
4
,
pp. 287-314
Persistent link: https://www.econbiz.de/10001445801
Saved in:
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