Prospect theory and the size and value premium puzzles
Year of publication: |
30 Nov. 2005
|
---|---|
Other Persons: | De Giorgi, Enrico (contributor) ; Hens, Thorsten (contributor) ; Post, Thierry (contributor) |
Publisher: |
Bergen : Norwegian School of Economics and Business Administration, Dep. of Finance and Management Service |
Subject: | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Equity-Premium-Puzzle | Equity premium puzzle |
-
The private equity premium puzzle : a behaviooural finance approach
Hamelin, Anaïs, (2015)
-
An empirical study of the sentiment capital asset pricing model
Ghazi, Soroush, (2020)
-
Myopic loss aversion and the equity premium puzzle
Benartzi, Shlomo, (1993)
- More ...
-
Prospect Theory and the Size and Value Premium Puzzles
De Giorgi, Enrico, (2005)
-
Prospect Theory and the Size and Value Premium Puzzles
De Giorgi, Enrico, (2013)
-
Loss Aversion with a State-dependent Reference Point
De Giorgi, Enrico, (2008)
- More ...