Loss aversion with multiple investment goals

DOI10.1007/S11579-011-0057-YzbMath1275.91120OpenAlexW3122346253MaRDI QIDQ1938967

Enrico G. De Giorgi

Publication date: 26 February 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/313614/files/11579_2011_Article_57.pdf

zbMATH Keywords

loss aversionportfolio selectionmental accountingnarrow framingrisk seeking

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Introduction to the special issue: Stochastic financial economics, Volume 1

Cites Work

• Unnamed Item
• Unnamed Item
• Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
• SP/A and CPT: A reconciliation of two behavioral decision theories
• Advances in prospect theory: cumulative representation of uncertainty
• It is whether you win or lose: the importance of the overall probabilities of winning or losing in risky choice
• Static portfolio choice under cumulative prospect theory
• Preferences with frames: A new utility specification that allows for the framing of risks
• Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
• Prospect Theory: An Analysis of Decision under Risk
• Myopic Loss Aversion and the Equity Premium Puzzle
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME

This page was built for publication: Loss aversion with multiple investment goals