Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion

DOI10.1016/j.jeconom.2020.11.003OpenAlexW3111313474MaRDI QIDQ2088286

Kouamé Marius Sossou, Sabine Kröger, Charles Bellemare

Publication date: 21 October 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.11.003

zbMATH Keywords

decision theoryloss aversionambiguity aversionportfolio choicenarrow bracketingfeedback frequency

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• Z-Tree

Cites Work

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