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1
Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven
;
Driessen, Joost
;
Ebert, Sebastian
; …
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
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2
Realization utility with reference-dependent preferences
Ingersoll, Jonathan E.
;
Jin, Lawrence J.
- In:
The review of financial studies
26
(
2013
)
3
,
pp. 723-767
Persistent link: https://www.econbiz.de/10009752248
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3
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
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4
Are stocks riskier over the long run? : taking cues from economic theory
Avramov, Doron
;
Cederburg, Scott
;
Lučivjanská, Katarína
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 556-594
Persistent link: https://www.econbiz.de/10011925242
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5
Prospect theory and stock returns : an empirical test
Barberis, Nicholas
;
Mukherjee, Abhiroop
;
Wang, Baolian
- In:
The review of financial studies
29
(
2016
)
11
,
pp. 3068-3107
Persistent link: https://www.econbiz.de/10011620000
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6
History-dependent risk preferences : evidence from individual choices and implications for the disposition effect
Andrikogiannopoulou, Angie
;
Papakonstantinou, Filippos
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3674-3718
Persistent link: https://www.econbiz.de/10012249749
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7
Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 181-231
Persistent link: https://www.econbiz.de/10003716152
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8
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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9
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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10
A comprehensive look at the empirical performance of equity premium prediction
Welch, Ivo
;
Goyal, Amit
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1455-1508
Persistent link: https://www.econbiz.de/10003765294
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