Risk aversion and under-hedging
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economics and Business.
Volume (Year): 59 (2007)
Issue (Month): 3 ()
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Web page: http://www.elsevier.com/locate/jeconbus
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Shlomo Benartzi & Richard H. Thaler, 1993.
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- Uri Gneezy & Arie Kapteyn & Jan Potters, 2003.
"Evaluation Periods and Asset Prices in a Market Experiment,"
Journal of Finance,
American Finance Association, vol. 58(2), pages 821-838, 04.
- Gneezy, U. & Kapteyn, A. & Potters, J.J.M., 2002. "Evaluation Periods and Asset Prices in a Market Experiment," Discussion Paper 2002-8, Tilburg University, Center for Economic Research.
- Uri Gneezy & Arie Kapteyn & Jan Potters, 2002. "Evaluation Periods and Assett Prices in a Market Experiment," Working Papers 02-02, RAND Corporation Publications Department.
- Kahneman, Daniel & Tversky, Amos, 1979.
"Prospect Theory: An Analysis of Decision under Risk,"
Econometric Society, vol. 47(2), pages 263-91, March.
- Amos Tversky & Daniel Kahneman, 1979. "Prospect Theory: An Analysis of Decision under Risk," Levine's Working Paper Archive 7656, David K. Levine.
- Hogarth, Robin M & Kunreuther, Howard, 1989. " Risk, Ambiguity, and Insurance," Journal of Risk and Uncertainty, Springer, vol. 2(1), pages 5-35, April.
- Thaler, Richard H, et al, 1997. "The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test," The Quarterly Journal of Economics, MIT Press, vol. 112(2), pages 647-61, May.
- Di Mauro, Carmela & Maffioletti, Anna, 1996. "An Experimental Investigation of the Impact of Ambiguity on the Valuation of Self-Insurance and Self-Protection," Journal of Risk and Uncertainty, Springer, vol. 13(1), pages 53-71, July.
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