Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Making prospect theory fit for finance

16 references·16 citing·33 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
1988Prospect theory: An analysis of decision under risk32,475 cited
1993Common risk factors in the returns on stocks and bonds26,615 cited
1992The Cross-Section of Expected Stock Returns17,251 cited
1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
1981The relationship between return and market value of common stocks5,928 cited
1985The equity premium: A puzzle5,785 cited
1978Asset Prices in an Exchange Economy5,057 cited
1952Portfolio Selection4,609 cited
1998Are Investors Reluctant to Realize Their Losses?3,721 cited
1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
1954Exposition of a New Theory on the Measurement of Risk2,787 cited
1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
1990Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice2,378 cited

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

1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited

Cited by

2010Static portfolio choice under cumulative prospect theory155 cited
2021A novel version of the TODIM method based on the exponential model of prospect theory: The ExpTODIM method144 cited
2010Prospect Theory, Indifference Curves, and Hedging Risks73 cited
2017Explaining the energy efficiency gap - Expected Utility Theory versus Cumulative Prospect Theory70 cited
2015Behavioral finance: insights from experiments II: biases, moods and emotions61 cited
2011Portfolio performance evaluation with loss aversion61 cited
2011Optimal asset allocation under linear loss aversion55 cited
2016Evolutionary Behavioral Finance45 cited
2009Do financial advisors exhibit myopic loss aversion?40 cited
2023A novel FMEA approach for submarine pipeline risk analysis based on IVIFRN and ExpTODIM-PROMETHEE-II39 cited
2015Portfolio optimization under loss aversion39 cited
2009Static portfolio choice under Cumulative Prospect Theory35 cited
2009Disposition Effect and Flippers in the Bursa Malaysia32 cited
2012Risk-neutral firms can extract unbounded profits from consumers with prospect theory preferences27 cited
2009Prospect theory and mean-variance analysis: Does it make a difference in wealth management?22 cited
2010Solving the St. Petersburg Paradox in cumulative prospect theory: the right amount of probability weighting20 cited