Reference dependence and endogenous anchors

DOI10.1111/mafi.12421MaRDI QIDQ6641078

Andrea Meireles-Rodrigues, Paolo Guasoni

Publication date: 20 November 2024

Published in: Mathematical Finance (Search for Journal in Brave)

zbMATH Keywords

loss aversionreference dependencecomplete marketpersonal equilibriaendogenous anchors

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• Continuous-time stochastic control and optimization with financial applications
• Advances in prospect theory: cumulative representation of uncertainty
• Reference-dependent subjective expected utility.
• A note on generalized inverses
• A Model of Reference-Dependent Preferences*
• Prospect Theory: An Analysis of Decision under Risk
• How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection
• Reference Dependence and Market Participation
• Loss Aversion with a State-Dependent Reference Point
• Risk Aversion in the Small and in the Large
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
• Stochastic finance. An introduction in discrete time

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