Decision-making under uncertainty - A field study of cumulative prospect theory
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Citations
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Cited by:
- Fortin, Ines & Hlouskova, Jaroslava, 2011.
"Optimal asset allocation under linear loss aversion,"
Journal of Banking & Finance,
Elsevier, vol. 35(11), pages 2974-2990, November.
- Fortin, Ines & Hlouskova, Jaroslava, 2010. "Optimal Asset Allocation Under Linear Loss Aversion," Economics Series 257, Institute for Advanced Studies.
- Luis A.G. Coelho, 2014. "Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis," CEFAGE-UE Working Papers 2014_06, University of Evora, CEFAGE-UE (Portugal).
- Hwang, Soosung & Satchell, Steve E., 2010. "How loss averse are investors in financial markets?," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2425-2438, October.
- Krčál, Ondřej & Kvasnička, Michal & Staněk, Rostislav, 2016. "External validity of prospect theory: The evidence from soccer betting," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 65(C), pages 121-127.
- Dichtl, Hubert & Drobetz, Wolfgang, 2011. "Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1683-1697, July.
- Arisoy, Yakup Eser, 2010.
"Volatility risk and the value premium: Evidence from the French stock market,"
Journal of Banking & Finance,
Elsevier, vol. 34(5), pages 975-983, May.
- Y.E. Arisoy, 2010. "Volatility risk and the value premium : evidence from the french stock market," Post-Print hal-00576551, HAL.
- Daniel Cavagnaro & Mark Pitt & Richard Gonzalez & Jay Myung, 2013. "Discriminating among probability weighting functions using adaptive design optimization," Journal of Risk and Uncertainty, Springer, vol. 47(3), pages 255-289, December.
- Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013.
"Do financial professionals behave according to prospect theory? An experimental study,"
Theory and Decision,
Springer, vol. 74(3), pages 411-429, March.
- Mohammed Abdellaoui & Han Bleichrodt & Hilda Kammoun, 2013. "Do financial professionals behave according to prospect theory? An experimental study," Post-Print hal-01069185, HAL.
More about this item
Keywords
Cumulative prospect theory Value function Probability weighting function Loss aversion;Statistics
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