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
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
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

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