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ArticleMaking prospect theory fit for finance

Enrico G. De Giorgi2006

OA

Articlebronze2006

Making prospect theory fit for finance

Enrico G. De Giorgi · Thorsten Hens

89 citations·0/0 files stored·Financial markets and portfolio management

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Decision-Making and Behavioral Economics Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1992Advances in prospect theory: Cumulative representation of uncertainty 1981The relationship between return and market value of common stocks 1985The equity premium: A puzzle 1978Asset Prices in an Exchange Economy

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Details

Year2006

Typearticle

Published2006-07-20

VenueFinancial markets and portfolio management

ISSN-L1555-4961

Languageen

Citations89

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/s11408-006-0019-1

openalex_workW2016992590

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