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Regret, portfolio choice, and guarantees in defined contribution schemes

Citations

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Cited by:

  1. Patricia H. Born & E. Tice Sirmans, 2019. "Regret in health insurance post‐purchase behavior," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 22(2), pages 207-219, July.
  2. Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2017. "The firm under regret aversion," CEPIE Working Papers 03/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
  3. Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2020. "Regret aversion and asymmetric price distribution," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
  4. Chan, Chi Kin & Zhou, Yan & Wong, Kar Hung, 2019. "An equilibrium model of the supply chain network under multi-attribute behaviors analysis," European Journal of Operational Research, Elsevier, vol. 275(2), pages 514-535.
  5. Ouzan, Samuel & Six, Pierre, 2025. "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, vol. 321(1), pages 330-343.
  6. Diana Barro & Elio Canestrelli, 2010. "Tracking error with minimum guarantee constraints," Springer Books, in: Marco Corazza & Claudio Pizzi (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 13-21, Springer.
  7. Oyakhilome IBHAGUI, 2017. "Optimal Asset Allocation of a Pension Fund: Does The Fear of Regret Matter?," Journal of Economics Library, KSP Journals, vol. 4(2), pages 130-159, June.
  8. Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Tosun, Aynur Dilan, 2025. "Regret in global equity markets," International Review of Financial Analysis, Elsevier, vol. 103(C).
  9. Qin, Jie, 2020. "Regret-based capital asset pricing model," Journal of Banking & Finance, Elsevier, vol. 114(C).
  10. Martín Egozcue & Xu Guo & Wing-Keung Wong, 2015. "Optimal output for the regret-averse competitive firm under price uncertainty," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 279-295, December.
  11. Michael Nwogugu, 2020. "Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences," Papers 2005.01709, arXiv.org.
  12. Servaas van Bilsen & Roger J. A. Laeven & Theo E. Nijman, 2020. "Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level," Management Science, INFORMS, vol. 66(9), pages 3927-3955, September.
  13. Börsch-Supan, Axel & Bucher-Koenen, Tabea & Hurd, Michael D. & Rohwedder, Susann, 2023. "Saving regret and procrastination," Journal of Economic Psychology, Elsevier, vol. 94(C).
  14. Christian Gollier, 2020. "Aversion to risk of regret and preference for positively skewed risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(4), pages 913-941, November.
  15. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
  16. Xu GUO & Wing-Keung WONG, 2017. "Regret Aversion, Regret Neutrality, and Risk Aversion in Production," Economic Growth Centre Working Paper Series 1709, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  17. Udo Broll & Peter Welzel & Kit Pong Wong, 2016. "Regret theory and the competitive firm revisited," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 481-487, December.
  18. Korn, Olaf & Rieger, Marc Oliver, 2016. "Hedging with regret," CFR Working Papers 16-06, University of Cologne, Centre for Financial Research (CFR).
  19. Han Bleichrodt & Alessandra Cillo & Enrico Diecidue, 2010. "A Quantitative Measurement of Regret Theory," Management Science, INFORMS, vol. 56(1), pages 161-175, January.
  20. Qin, Jie, 2015. "A model of regret, investor behavior, and market turbulence," Journal of Economic Theory, Elsevier, vol. 160(C), pages 150-174.
  21. Wong, Kit Pong, 2014. "Regret theory and the competitive firm," Economic Modelling, Elsevier, vol. 36(C), pages 172-175.
  22. Guo, Xu & Wong, Wing-Keung & Xu, Qunfang & Zhu, Xuehu, 2015. "Production and hedging decisions under regret aversion," Economic Modelling, Elsevier, vol. 51(C), pages 153-158.
  23. Enrico Diecidue & Nils Rudi & Wenjie Tang, 2012. "Dynamic Purchase Decisions Under Regret: Price and Availability," Decision Analysis, INFORMS, vol. 9(1), pages 22-30, March.
  24. Jacqueline Volkman-Wise, 2015. "Representativeness and managing catastrophe risk," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 267-290, December.
  25. Niu, Cuizhen & Guo, Xu & Wang, Tao & Xu, Peirong, 2014. "Regret theory and the competitive firm: A comment," Economic Modelling, Elsevier, vol. 41(C), pages 312-315.
  26. Michenaud, Sébastien & Solnik, Bruno, 2008. "Applying regret theory to investment choices: Currency hedging decisions," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 677-694, September.
  27. Entrop, Oliver & Fuchs, Fabian U., 2020. "Foreign exchange rate exposure of companies under dynamic regret," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-40-20, University of Passau, Faculty of Business and Economics.
  28. Rachel J. Huang & Alexander Muermann & Larry Y. Tzeng, 2016. "Hidden Regret In Insurance Markets," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(1), pages 181-216, January.
  29. Lu Li, 2021. "Opening up the black box: Technological transparency and prevention," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(3), pages 665-693, September.
  30. Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2019. "Hedging and the regret theory of the competitive firm," CEPIE Working Papers 05/19, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
  31. Jeffrey Sohl, 2022. "Angel investors: the impact of regret from missed opportunities," Small Business Economics, Springer, vol. 58(4), pages 2281-2296, April.
  32. Prachi Deuskar & Deng Pan & Fei Wu & Hongfeng Zhou, 2021. "How does regret affect investor behaviour? Evidence from Chinese stock markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 1851-1896, April.
  33. Korn, Olaf & Rieger, Marc Oliver, 2019. "Hedging with regret," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 192-205.
  34. Frehen, Rik G.P. & Hoevenaars, Roy P.M.M. & Palm, Franz C. & Schotman, Peter C., 2008. "Regret aversion and annuity risk in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1050-1061, June.
  35. van Bilsen, Servaas & Laeven, Roger J.A., 2020. "Dynamic consumption and portfolio choice under prospect theory," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 224-237.
  36. Armantier, Olivier & Foncel, Jérôme & Treich, Nicolas, 2023. "Insurance and portfolio decisions: Two sides of the same coin?," Journal of Financial Economics, Elsevier, vol. 148(3), pages 201-219.
  37. Mehmet BÖLÜKBAÞ, 2017. "18. International symposium on econometrics operation research and statistics," Journal of Economics Library, KSP Journals, vol. 4(3), pages 402-403, September.
  38. Jacqueline Volkman Wise, 2013. "Pension Portfolio Choice and Peer Envy," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 461-489, June.
  39. Kuang, Yunjuan & Ng, Chi To, 2018. "Pricing substitutable products under consumer regrets," International Journal of Production Economics, Elsevier, vol. 203(C), pages 286-300.
  40. Bruno Solnik & Luo Zuo, 2012. "A Global Equilibrium Asset Pricing Model with Home Preference," Management Science, INFORMS, vol. 58(2), pages 273-292, February.
  41. Baule, Rainer & Korn, Olaf & Kuntz, Laura-Chloé, 2019. "Markowitz with regret," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 1-24.
  42. Gollier, Christian, 2016. "Explaining rank-dependent utility with regret and rejoicing," IDEI Working Papers 863, Institut d'Économie Industrielle (IDEI), Toulouse.
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