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Risk aversion and under-hedging

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  • Shavit, Tal
  • Benzion, Uri
  • Haruvy, Ernan

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File URL: http://www.sciencedirect.com/science/article/B6V7T-4K4WFGP-1/2/8f971191b468cc6049d9baeca18814dc
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Economics and Business.

Volume (Year): 59 (2007)
Issue (Month): 3 ()
Pages: 181-198

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Handle: RePEc:eee:jebusi:v:59:y:2007:i:3:p:181-198

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Web page: http://www.elsevier.com/locate/jeconbus

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  1. 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.
  2. Shlomo Benartzi & Richard H. Thaler, 1993. "Myopic Loss Aversion and the Equity Premium Puzzle," NBER Working Papers 4369, National Bureau of Economic Research, Inc.
  3. Amos Tversky & Daniel Kahneman, 1979. "Prospect Theory: An Analysis of Decision under Risk," Levine's Working Paper Archive 7656, David K. Levine.
  4. Fox, Craig R & Rogers, Brett A & Tversky, Amos, 1996. "Options Traders Exhibit Subadditive Decision Weights," Journal of Risk and Uncertainty, Springer, vol. 13(1), pages 5-17, July.
  5. 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.
  6. Hogarth, Robin M & Kunreuther, Howard, 1989. " Risk, Ambiguity, and Insurance," Journal of Risk and Uncertainty, Springer, vol. 2(1), pages 5-35, April.
  7. 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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