SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Behavioral Portfolio Choice and Disappointment Aversion: An Analytical Solution with “Small” Risks
16 references·0 citing·31 second hop
Behavioral Portfolio Choice and Disappointment Aversion: An Analytical Solution with “Small” Risks (2009)Behavioral Portfolio Choice and Disappoin…Triumph of the Optimists (2002)Triumph of the OptimistsThe Economics of Risk and Time (2001)The Economics of Risk and TimeEvaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing (1996)Evaluating the Effects of Inc…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…Continuous-Time Finance. (1991)Continuous-Time Finance.Continuous-Time Finance. (1991)Continuous-Time Finance.A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…The Consumption of Stockholders and Non-Stockholders (1990)The Consumption of Stockholde…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The equity premium: A puzzle (1985)The equity premium: A puzzleProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)Optimum consumption and portfolio rules in a continuous-time model (1971)Risk Aversion in the Small and in the Large (1976)A Theory of the Term Structure of Interest Rates (1985)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)An Engine, Not a Camera (2006)International Asset Allocation With Regime Shifts (2002)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 1990The Consumption of Stockholders and Non-Stockholders1,289 cited
  • 2002Triumph of the Optimists659 cited
  • 1996Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing650 cited
  • 1991Continuous-Time Finance.647 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

No citing works inside the corpus for this window.