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Angie Andrikogiannopoulou

Personal Details

First Name:Angie
Middle Name:
Last Name:Andrikogiannopoulou
RePEc Short-ID:pan436
[This author has chosen not to make the email address public]
Terminal Degree:2010 Department of Economics; Princeton University (from RePEc Genealogy)

Research output

Jump to: Working papers

Working papers

  1. Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2015. "History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect," Swiss Finance Institute Research Paper Series 15-11, Swiss Finance Institute, revised Jul 2015.
  2. Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014. "A Direct and Full-Information Estimation of the Distribution of Skill in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series 14-42, Swiss Finance Institute, revised Dec 2014.
  3. Angie ANDRIKOGIANNOPOULOU & Filippos PAPAKONSTANTINOU, 2014. "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices OR from SSRN: Individual Reaction to Past Performance Sequences: Evidence from a ," Swiss Finance Institute Research Paper Series 14-19, Swiss Finance Institute, revised Jan 2015.

More information

Research fields, statistics, top rankings, if available.


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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBE: Cognitive & Behavioural Economics (2) 2016-07-23 2016-07-23. Author is listed
  2. NEP-EXP: Experimental Economics (2) 2016-07-23 2016-07-23. Author is listed
  3. NEP-ECM: Econometrics (1) 2016-07-23. Author is listed
  4. NEP-EVO: Evolutionary Economics (1) 2016-07-23. Author is listed
  5. NEP-SPO: Sports & Economics (1) 2016-07-23. Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2016-07-23. Author is listed


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