Capital gains overhang with a dynamic reference point
| Year of publication: |
2020
|
|---|---|
| Authors: | Riley, Christopher ; Summers, Barbara ; Duxbury, Darren |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 10, p. 4726-4745
|
| Subject: | reference points | prospect theory | price momentum | asset pricing | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | CAPM | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
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