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finance and prospect theory context have revealed that risk and return are not positively correlated, but are negatively … positively correlated in above target return companies. These findings exhibit that implications of prospect theory with respect … subdivided into five segments or sections, results change and show a mixed pattern. Implications of prospect theory with regard …
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Prices and investors' behavior are heavily influenced by risk aversion. As it is unobservable, estimating risk aversion has been challenging for a long time. This paper proposes using a Machine Learning approach (a combination of Autoencoder and Long-Short Term Memory) to estimate the...
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