Prospect theory and risk appetite: an application to traders’ strategies in the financial market
Year of publication: |
2010
|
---|---|
Authors: | Cao, Shi-Nan ; Deng, Jing ; Li, Honggang |
Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 5.2010, 2, p. 249-259
|
Publisher: |
Springer |
Subject: | Volatility clustering | Fat tail | Prospect theory | Risk appetite | Market efficiency |
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