S-shaped utility, subprime crash and the black swan
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More about this item
Keywordsfinancial puzzles; subprime crash; black swan; S-shaped utility;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-21 (All new papers)
- NEP-DGE-2008-12-21 (Dynamic General Equilibrium)
- NEP-HIS-2008-12-21 (Business, Economic & Financial History)
- NEP-MAC-2008-12-21 (Macroeconomics)
- NEP-UPT-2008-12-21 (Utility Models & Prospect Theory)
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