Beta and coskewness pricing : perspective from probability weighting
Yun Shi, Xiangyu Cui, Xun Yu Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Shi, Yun ; Cui, Xiangyu ; Zhou, Xun Yu |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 2, p. 776-790
|
| Subject: | asset pricing | behavioral finance | beta anomaly | Financial Engineering | probability weighting | rank-dependent utility | CAPM | Anlageverhalten | Behavioural finance | Betafaktor | Beta risk | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection | Nutzen | Utility | Börsenkurs | Share price | Financial engineering | Prospect Theory | Prospect theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2421 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014308639