Does Prospect Theory Explain the Disposition Effect?
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More about this item
KeywordsDisposition effect; prospect theory; portfolio choice;
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-01-24 (All new papers)
- NEP-FMK-2006-01-24 (Financial Markets)
- NEP-UPT-2006-01-24 (Utility Models & Prospect Theory)
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