Pages that link to "Item:Q4834704"

The following pages link to Myopic Loss Aversion and the Equity Premium Puzzle (Q4834704):

Displaying 50 items.

• Risk preferences of Australian academics: where retirement funds are invested tells the story (Q266511) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
• Negative recency, randomization device choice, and reduction of compound lotteries (Q433188) (← links)
• Utilities bounded below (Q470662) (← links)
• A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
• The bipolar Choquet integral representation (Q483630) (← links)
• Robust optimization for the loss-averse newsvendor problem (Q504819) (← links)
• Loss aversion (Q617351) (← links)
• On lottery sales, jackpot sizes and irrationality: a cautionary note (Q617560) (← links)
• Financial market equilibria with cumulative prospect theory (Q617572) (← links)
• Consumption paths under prospect utility in an optimal growth model (Q621265) (← links)
• Hierarchical Bayesian parameter estimation for cumulative prospect theory (Q631949) (← links)
• Why does myopia decrease the willingness to invest? Is it myopic loss aversion or myopic loss probability aversion? (Q656887) (← links)
• Conservative traders, natural selection and market efficiency (Q665467) (← links)
• Prospect and Markowitz stochastic dominance (Q665805) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• Behavioral heterogeneity in dynamic search situations: theory and experimental evidence (Q733500) (← links)
• Fearing the worst: the importance of uncertainty for inequality (Q747350) (← links)
• The participation puzzle with reference-dependent expected utility preferences (Q784446) (← links)
• Testing prospect theories using probability tradeoff consistency (Q813044) (← links)
• What is loss aversion? (Q813047) (← links)
• The value of a statistical life and the coefficient of relative risk aversion (Q813061) (← links)
• Loss averse behavior (Q813409) (← links)
• Learning direction theory and the winner's curse (Q816739) (← links)
• Bargaining, reference points, and limited influence (Q823846) (← links)
• Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (Q827252) (← links)
• The ostrich effect: Selective attention to information (Q833110) (← links)
• Aggregate stock market behavior and investors' low risk aversion (Q844720) (← links)
• Asset pricing with loss aversion (Q844788) (← links)
• A parametric analysis of prospect theory's functionals for the general population (Q849304) (← links)
• Existence of Arrow-Debreu equilibrium with S-shaped utility function (Q871681) (← links)
• Loss aversion, survival and asset prices (Q893424) (← links)
• A tractable method to measure utility and loss aversion under prospect theory (Q941734) (← links)
• Myopic risk-seeking: The impact of narrow decision bracketing on lottery play (Q946667) (← links)
• Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle (Q956541) (← links)
• How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders (Q1017072) (← links)
• The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory (Q1046312) (← links)
• Loss aversion in a multi-period model (Q1277461) (← links)
• A hybrid simulation/optimisation scenario model for asset/liability management (Q1278812) (← links)
• Effective return, risk aversion and drawdowns (Q1588869) (← links)
• Optimal saving rules for loss-averse agents under uncertainty (Q1614805) (← links)
• On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
• Probability weighting, stop-loss and the disposition effect (Q1622455) (← links)
• Modeling customer bounded rationality in operations management: a review and research opportunities (Q1652537) (← links)
• Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625) (← links)
• Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
• Loss aversion, habit formation and the term structures of equity and interest rates (Q1657584) (← links)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• A resolution of the equity premium puzzle (Q1676669) (← links)