Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation
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- N. Bhattacharya & T. A. Garrett, 2008. "Why people choose negative expected return assets - an empirical examination of a utility theoretic explanation," Applied Economics, Taylor & Francis Journals, vol. 40(1), pages 27-34.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Eraker, Bjørn & Ready, Mark, 2015. "Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks," Journal of Financial Economics, Elsevier, vol. 115(3), pages 486-504.
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- Griffith, Andrew P. & Lewis, Karen E. & Boyer, Christopher N., 2015. "Timing the Purchase of Livestock Risk Protection Insurance for Feeder Cattle," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196869, Southern Agricultural Economics Association.
- Eichner, Thomas & Wagener, Andreas, 2011. "Increases in skewness and three-moment preferences," Mathematical Social Sciences, Elsevier, vol. 61(2), pages 109-113, March.
- Gollier, Christian, 2016. "Explaining rank-dependent utility with regret and rejoicing," IDEI Working Papers 863, Institut d'Économie Industrielle (IDEI), Toulouse.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-01 (All new papers)
- NEP-FMK-2006-04-01 (Financial Markets)
- NEP-UPT-2006-04-01 (Utility Models & Prospect Theory)
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