Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated market
Jianjun Gao, Yaoming Li, Yun Shi, Jinyan Xie
| Year of publication: |
2024
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| Authors: | Gao, Jianjun ; Li, Yaoming ; Shi, Yun ; Xie, Jinyan |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 127.2024, Art.-No. 103103, p. 1-16
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| Subject: | Disposition effect | Dynamic reference point updating | Loss aversion | Multi-period portfolio choice | Serial correlated returns | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2024.103103 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014557792