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Aggregate investor preferences and beliefs in stock market : a stochastic dominance analysis

Fang, Yi - In: Journal of empirical finance 19 (2012) 4, pp. 528-547

Persistent link: https://www.econbiz.de/10009615664

The participation puzzle with reference-dependent expected utility preferences

Wang, Jianli; Liu, Liqun; Neilson, William - In: Insurance / Mathematics & economics 93 (2020), pp. 278-287

Persistent link: https://www.econbiz.de/10012294134

Global optimal consumption-portfolio rules with myopic preferences and loss aversion

Yue, Jia; Wang, Ming-Hui; Huang, Nan-Jing - In: Computational economics 60 (2022) 4, pp. 1427-1455

Persistent link: https://www.econbiz.de/10013447447

The market's implied loss aversion under power-log utility investor preferences

Kale, Jivendra K. - In: Finance research letters 78 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015418401

Stochastic dominance analysis without the independence axiom

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1097-1109

Persistent link: https://www.econbiz.de/10011672840

Stochastic dominance analysis without the independence axiom

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2015 - This version: June 23, 2015

Persistent link: https://www.econbiz.de/10011806081

Skewness preferences, asset prices and investor sentiment

Blau, Benjamin - In: Applied economics 49 (2017) 8, pp. 812-822

Persistent link: https://www.econbiz.de/10011810895

Reference-dependent preferences and stock market participation

Liu, Yuwei; Li, Jiangyi; Deng, Guoying - In: The European journal of finance 29 (2023) 10, pp. 1043-1063

Persistent link: https://www.econbiz.de/10014322982

Static Portfolio Choice Under Cumulative Prospect Theory

Bernard, Carole - 2010

We derive the optimal portfolio choice for an investor who behaves according to Cumulative Prospect Theory. The study is done in a one-period economy with one risk-free asset and one risky asset, and the reference point corresponds to the terminal wealth arising when the entire initial wealth is...

Persistent link: https://www.econbiz.de/10013152859

Can prospect theory be used to predict an investor's willingness to pay?

Erner, Carsten; Klos, Alexander; Langer, Thomas - In: Journal of banking & finance 37 (2013) 6, pp. 1960-1973

Persistent link: https://www.econbiz.de/10009741901