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How Endogenization of the Reference Point Affects Loss Aversion : A Study of Portfolio Selection
He, Xue Dong - 2020
We study the implications of various models of reference point formation on optimal decision making in the context of portfolio optimization under loss aversion. If the reference point is exogenously given, then the predictions of any such model crucially depend on the choice of the reference...
Persistent link: https://www.econbiz.de/10012850387
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When do investors gamble in the stock market?
Gong, Pu; Wen, Zhuzhu; Xiong, Xiong; Gong, Cynthia M. - In: International review of financial analysis 74 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012803966
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Risk taking with left- and right-skewed lotteries*
Bougherara, Douadia; Friesen, Lana; Nauges, Céline - In: Journal of risk and uncertainty 62 (2021) 1, pp. 89-112
Persistent link: https://www.econbiz.de/10012618760
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Risk tolerance and household financial behaviour : a test of the reflection effect
Gable, John E.; Joo, So-Hyun; Kruger, Michelle - In: IIMB management review 32 (2020) 4, pp. 402-412
Persistent link: https://www.econbiz.de/10013205228
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An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe - In: European journal of operational research : EJOR 298 (2022) 2, pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
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Return smoothing in life insurance from a client perspective
Ruß, Jochen; Schelling, Stefan - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10012793912
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Theoretical asset pricing under behavioral decision making
Vries, Martijn Alexander de - 2022
Persistent link: https://www.econbiz.de/10013263004
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Taking more risk tomorrow : time horizons and investment decisions
Rieger, Marc Oliver; Trang Minh Nguyen; Schnur, Benjamin; … - In: Applied economics letters 28 (2021) 6, pp. 459-463
Persistent link: https://www.econbiz.de/10012485050
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Fuzzy multi-period portfolio selection model with time-varying loss aversion
Liu, Yong-Jun; Zhang, Wei-guo - In: Journal of the Operational Research Society 72 (2021) 4, pp. 935-949
Persistent link: https://www.econbiz.de/10012501004
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Dynamic consumption and portfolio choice under prospect theory
Bilsen, Servaas van; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 91 (2020), pp. 224-237
Persistent link: https://www.econbiz.de/10012242015