Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments
Year of publication: |
2007-02
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Authors: | Rengifo, Erick W. ; Trifan, Emanuela |
Institutions: | Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt |
Subject: | prospect theory | Value-at-Risk | loss aversion | expected utility | non-expected utility |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | for complete metadata visit http://tubiblio.ulb.tu-darmstadt.de/28002/ Published in Darmstadt Discussion Papers in Economics . 181 (2007-02) |
Classification: | C32 - Time-Series Models ; C35 - Discrete Regression and Qualitative Choice Models ; G10 - General Financial Markets. General |
Source: |
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Rengifo, Erick W., (2007)
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The Individually Accepted Loss
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Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
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