Prospect theory and the risk-return paradox: some recent evidence
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References listed on IDEAS
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- Bianconi, Marcelo & Yoshino, Joe A., 2012. "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 230-253.
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More about this item
KeywordsLeast trimmed squares (LTS); Prospect theory; Risk-return paradox; Survivorship bias; D81; G11;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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