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Loss aversion in an agent-based asset pricing model - MaRDI portal

Loss aversion in an agent-based asset pricing model (Q5121497)

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scientific article; zbMATH DE number 7246980
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English
Loss aversion in an agent-based asset pricing model
scientific article; zbMATH DE number 7246980

    Statements

    title
    Loss aversion in an agent-based asset pricing model (English)
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    author
    Radu T. Pruna
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    Maria Polukarov
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    Nicholas R. Jennings
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    publication date
    14 September 2020
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    zbMATH Keywords
    agent-based modelling
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    asset pricing
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    loss aversion
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    behavioural bias
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    stylized facts
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    Identifiers

    zbMATH DE Number
    7246980
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    OpenAlex ID
    W2979088702
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    Wikidata QID
    Q126841979
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