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Loss aversion and wealth allocation between risky and risk-free assets
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003485124
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Investors facing risk
Rengifo, Erick W. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003487479
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Loss aversion and wealth allocation when utility is derived from consumption and narrowly framed financial investments
Rengifo, Erick W. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003487490
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How Investors Face Financial Risk : Loss Aversion and Wealth Allocation
Rengifo, Erick W. - 2012
) portfolio model, which involves assessing risk individually according to an extended prospect-theory framework. We showed how …
Persistent link: https://www.econbiz.de/10013116206
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Investors Facing Risk : Prospect Theory and Non-Expected Utility in Portfolio Selection
Rengifo, Erick W. - 2013
into the classic portfolio optimization. Individual perceptions are modeled according to an extended prospect-theory …
Persistent link: https://www.econbiz.de/10013075905
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Optimal asset allocation under quadratic loss aversion
Fortin, Ines; Hlouskova, Jaroslava - 2012
Persistent link: https://www.econbiz.de/10009656098
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Optimal asset allocation under quadratic loss aversion
Fortin, Ines; Hlouskova, Jaroslava - 2012
aversion ; prospect theory ; portfolio optimization ; MV and CVaR portfolios ; investment strategy …
Persistent link: https://www.econbiz.de/10009684025
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Are banks risk-averse or risk-neutral investors?
Takino, Kazuhiro; Ishinagi, Yoshikazu - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014456509
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Optimal trade execution with uncertain volume target
Vaes, Julien; Hauser, Raphael A. - In: The journal of computational finance 26 (2022) 1, pp. 37-80
Persistent link: https://www.econbiz.de/10014546277
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The impact of behavioural biases on the behaviours of informed and uninformed individual stock investors : case of the Egyptian Stock Exchange
Gamal, Laila; Wahba, Hayam - In: Afro-Asian Journal of Finance and Accounting : AAJFA 15 (2025) 1, pp. 117-141
Persistent link: https://www.econbiz.de/10015326193