Loss aversion, survival and asset prices
From MaRDI portal
Publication:893424
DOI10.1016/j.jet.2015.08.013zbMath1369.91058OpenAlexW3123363036MaRDI QIDQ893424
Publication date: 19 November 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2015.08.013
Related Items (10)
Ambiguity aversion in the long run: ``to disagree, we must also agree ⋮ Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms ⋮ Equilibrium asset pricing with Epstein-Zin and loss-averse investors ⋮ `Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors ⋮ Survival in speculative markets ⋮ Social contagion and the survival of diverse investment styles ⋮ Market selection and learning under model misspecification ⋮ A central limit theorem, loss aversion and multi-armed bandits ⋮ Survival with ambiguity ⋮ A new preference model that allows for narrow framing
Cites Work
- First order versus second order risk aversion
- Asset pricing with loss aversion
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Advances in prospect theory: cumulative representation of uncertainty
- Evolution and market behavior
- Preferences with frames: A new utility specification that allows for the framing of risks
- Prospect theory and market quality
- Prospect Theory and Asset Prices
- Natural Selection in Financial Markets: Does It Work?
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Do Markets Favor Agents able to Make Accurate Predictions?
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Myopic Loss Aversion and the Equity Premium Puzzle
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
This page was built for publication: Loss aversion, survival and asset prices
