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Aggregate investor preferences and beliefs : a comment

Post, Thierry; Kopa, Miloš - In: Journal of empirical finance 23 (2013), pp. 187-190

Persistent link: https://www.econbiz.de/10010221754

Linear tests for decreasing absolute risk aversion stochastic dominance

Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629

Persistent link: https://www.econbiz.de/10011304114

A stochastic dominance approach to spanning

Post, Thierry (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001641675

COMMENT Risk aversion and skewness preference

Post, Thierry (contributor); Vliet, Pim van (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001772018

Optimal portfolio choice under loss aversion

Berkelaar, Arjan B.; Kouwenberg, Roy; Post, Thierry - In: The review of economics and statistics 86 (2004) 4, pp. 973-987

Persistent link: https://www.econbiz.de/10002536263

Loss aversion with a state-dependent reference point

De Giorgi, Enrico; Post, Thierry - In: Management science : journal of the Institute for … 57 (2011) 6, pp. 1094-1110

Persistent link: https://www.econbiz.de/10009237437

Downside risk aversion, fixed-income exposure, and the value premium puzzle

Baltussen, Guido; Post, Thierry; Vliet, Willem Nicolaas van - In: Journal of banking & finance 36 (2012) 12, pp. 3382-3398

Persistent link: https://www.econbiz.de/10009660448

Stochastic reference points and the dependence structure

De Giorgi, Enrico (contributor); Post, Thierry (contributor) - 2007

This study investigates reference-dependent choice with a stochastic, state-dependent reference point. The optimal reference-dependent solution equals the optimal consumption solution (no loss aversion) if the reference point is selected fully endogenously. Given that loss aversion is...

Persistent link: https://www.econbiz.de/10003550680

Risk aversion and skewness preferences

Post, Thierry; Vliet, Willem Nicolaas van; Levy, Haim - In: Journal of banking & finance 32 (2008) 7, pp. 1178-1187

Persistent link: https://www.econbiz.de/10003749158

A prospect theoretical approach to investing

Dvinyaninova, Tatiana - 2016

Traditionell haben Finanz-Ökonomen Anlageentscheidungen im sogenannten "Mean-Variance-FrameworkX" von Markowitz (1952) evaluiert. Experimente haben jedoch gezeigt, dass die "Prospect Theory" von Kahneman und Tversky (1979) eine bessere Beschreibung der Entscheidungen von Anlegern unter...

Persistent link: https://www.econbiz.de/10011449289