Similar Search Results

Prospect theory and the CAPM : a contradiction or coexistence?

Levy, Haim; Giorgi, Enrico De; Hens, Thorsten - 2003

Persistent link: https://www.econbiz.de/10001772691

Decision theory matters for financial advice

Hens, Thorsten; Mayer, János - In: Computational economics 52 (2018) 1, pp. 195-226

Persistent link: https://www.econbiz.de/10012052929

Risk preferences around the world

Rieger, Marc Oliver; Wang, Mei; Hens, Thorsten - In: Management science : journal of the Institute for … 61 (2015) 3, pp. 637-648

Persistent link: https://www.econbiz.de/10010505822

The impact of culture on loss aversion

Wang, Mei; Rieger, Marc Oliver; Hens, Thorsten - In: Journal of behavioral decision making 30 (2017) 2, pp. 270-281

Persistent link: https://www.econbiz.de/10011633939

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

Does prospect theory explain the disposition effect?

Hens, Thorsten (contributor); Vlcek, Martin (contributor) - 2005

Persistent link: https://www.econbiz.de/10003237607

Making prospect theory fit for finance

De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2005

Persistent link: https://www.econbiz.de/10003237628

Prospect theory and the size and value premium puzzles

De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2005

Persistent link: https://www.econbiz.de/10003237672

Computational aspects of prospect theory with asset pricing applications

De Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Computational economics 29 (2007) 3/4, pp. 267-281

Persistent link: https://www.econbiz.de/10003493801

Financial market equilibria with cumulative prospect theory

De Giorgi, Enrico (contributor); Hens, Thorsten (contributor) - 2007

The paper first shows that financial market equilibria need not to exist if agents possess cumulative prospect theory preferences with piecewise-power value functions. This is due to the boundary behavior of the cumulative prospect theory value function, which might cause an infinite...

Persistent link: https://www.econbiz.de/10003550843