Intermediate cross-sectional prospect theory value in stock markets : a novel method
Year of publication: |
2024
|
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Authors: | Eom, Cheoljun ; Eom, Yunsung ; Park, Jong Won |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 93.2024, Art.-No. 103120, p. 1-24
|
Subject: | Cross-sectional prospect theory value | Disposition effect | Momentum | Probability weighting function | Prospect theory | Prospect Theory | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Aktienmarkt | Stock market |
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