Similar Search Results

Dynamic trading with reference point adaptation and loss aversion

Shi, Yun; Cui, Xiangyu; Yao, Jing; Li, Duan - In: Operations research 63 (2015) 4, pp. 789-806

Persistent link: https://www.econbiz.de/10011313231

Bounded rationality as a source of loss aversion and optimism : a study of psychological adaption under incomplete information

Yao, Jing; Li, Duan - In: Journal of economic dynamics & control 37 (2013) 1, pp. 18-31

Persistent link: https://www.econbiz.de/10009703615

Better than dynamic mean-variance : time inconsistency and free cash flow stream

Cui, Xiangyu; Li, Duan; Wang, Shouyang; Zhu, Shushang - In: Mathematical finance : an international journal of … 22 (2012) 2, pp. 346-378

Persistent link: https://www.econbiz.de/10009613192

The impact of a reference point determined by social comparison on wealth growth and inequality

Lou, Youcheng; Strub, Moris S.; Li, Duan; Wang, Shouyang - In: Journal of economic dynamics & control 127 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012668948

Prospect theory and trading patterns

Yao, Jing; Li, Duan - In: Journal of banking & finance 37 (2013) 8, pp. 2793-2805

Persistent link: https://www.econbiz.de/10009776367

Better than Dynamic Mean-Variance : Time Inconsistency and Free Cash Flow Stream

Li, Duan - 2011

As the dynamic mean-variance portfolio selection formulation does not satisfy the principle of optimality of dynamic programming, phenomena of time inconsistency occur, i.e., investors may have incentives to deviate from the pre-committed optimal mean-variance portfolio policy during the...

Persistent link: https://www.econbiz.de/10013134488

The business cycle and profitability of trading strategies

Yan, Yuxing; Zhang, Shaojun - In: Frontiers of business research in China : selected … 10 (2016) 4, pp. 525-547

Persistent link: https://www.econbiz.de/10011848573

Dynamic risk spillover and hedging efficacy of China's carbon-energy-finance markets : economic policy uncertainty and investor sentiment non-linear causal effects

Man, Yuanyuan; Zhang, Sunpei; He, Yongda - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1397-1416

Persistent link: https://www.econbiz.de/10014535475

Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products

Li, Dakai - In: International review of economics & finance : IREF 90 (2024), pp. 115-122

Persistent link: https://www.econbiz.de/10014446891

Salience in beta anomaly

Li, Xiaofang; Li, Daye; Yi, Kefu; Men, Ming - In: Applied economics 55 (2023) 55, pp. 6479-6503

Persistent link: https://www.econbiz.de/10014382184