Prospect theory to the disposition effect in an agent-based model of the stock market
Elder M. Silva, Newton da Costa Jr., Sergio Da Silva
| Year of publication: |
April 2018
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|---|---|
| Authors: | Silva, Elder M. ; Costa Júnior, Newton C. A. da ; Silva, Sergio da |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 17.2018, 4, p. 521-525
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| Subject: | Cumulative prospect theory | Disposition effect | Agent-based models | Prospect Theory | Prospect theory | Agentenbasierte Modellierung | Agent-based modeling | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011913257