Optimal Portfolio Choice Under Loss AversionArjan Berkelaar, Roy R. P. Kouwenberg, Thierry Post2000-01-01preprintSSRN Electronic Journal122 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesDecision-Making and Behavioral EconomicsRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 122 citations exist upstream.References1979Prospect Theory: An Analysis of Decision under Risk1992Advances in prospect theory: Cumulative representation of uncertainty1991Loss Aversion in Riskless Choice: A Reference-Dependent Model1985The equity premium: A puzzle1996The Conditional CAPM and the Cross-Section of Expected Returns1995Myopic Loss Aversion and the Equity Premium Puzzle1987The Dual Theory of Choice under Risk1998Methods of Mathematical FinanceCited by2002The Disposition Effect and Momentum2018Optimal Investment of DC Pension Plan Under Short-Selling Constraints and Portfolio Insurance2006Selecting Copulas for Risk Management2000Why Stocks May Disappoint2013Prospect Theory and market quality2014Loss Aversion, Habit Formation and the Term Structures of Equity and Interest Rates2022Behavioral Risk Profiling: Measuring Loss Aversion of Individual Investors2020Meta-Analysis of Empirical Estimates of Loss Aversion