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A prospect theoretical approach to investing
Dvinyaninova, Tatiana - 2016
Traditionell haben Finanz-Ökonomen Anlageentscheidungen im sogenannten "Mean-Variance-FrameworkX" von Markowitz (1952) evaluiert. Experimente haben jedoch gezeigt, dass die "Prospect Theory" von Kahneman und Tversky (1979) eine bessere Beschreibung der Entscheidungen von Anlegern unter...
Persistent link: https://www.econbiz.de/10011449289
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A satisficing alternative to prospect theory
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2009
Persistent link: https://www.econbiz.de/10003885781
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Portfolio selection with narrow framing : probability weighting matters
De Giorgi, Enrico; Legg, Shane - 2009
Persistent link: https://www.econbiz.de/10003885815
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Goal-based investing with cumulative prospect theory and satisficing behavior
De Giorgi, Enrico - 2009
Persistent link: https://www.econbiz.de/10003885897
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Prospect theory and mean-variance analysis : does it make a difference in wealth management?
De Giorgi, Enrico; Hens, Thorsten - In: Investment management and financial innovations 6 (2009) 1, pp. 122-129
Persistent link: https://www.econbiz.de/10003917731
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Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
De Giorgi, Enrico; Legg, Shane - In: Journal of economic dynamics & control 36 (2012) 7, pp. 951-972
Persistent link: https://www.econbiz.de/10009573428
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Two paradigms and Nobel Prizes in Economics : a contradiction or coexistence?
Levy, Haim; De Giorgi, Enrico; Hens, Thorsten - In: European financial management : the journal of the … 18 (2012) 2, pp. 163-182
Persistent link: https://www.econbiz.de/10009531493
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A behavioral explanation of the asset allocation puzzle
De Giorgi, Enrico - In: Investment management and financial innovations 8 (2011) 4, pp. 36-44
Persistent link: https://www.econbiz.de/10009545610
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Financial market equilibria with cumulative prospect theory
De Giorgi, Enrico; Hens, Thorsten; Rieger, Marc Oliver - In: Journal of mathematical economics 46 (2010) 5, pp. 633-651
Persistent link: https://www.econbiz.de/10009300213
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Portfolio selection with narrow framing : probability weighting matters
De Giorgi, Enrico; Legg, Shane - 2009 - This version: June 9, 2009
This paper shows that the framework proposed by Barberis and Huang (2009) to incorporate narrow framing and loss aversion into dynamic models of portfolio choice and asset pricing can be extended to also account for probability weighting and for a value function that is convex on losses and...
Persistent link: https://www.econbiz.de/10003970464