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Kahneman's (1992) cumulative prospect theory (CPT). We argue that these options are overpriced because investors' overweight … match a set of subjective density functions derived from risk-neutral densities, including the CPT with the empirical …
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Kahneman's (1992) cumulative prospect theory (CPT). We argue that these options are overpriced because investors overweight … match a set of subjective density functions derived from risk-neutral densities, including CPT with the empirical …
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