SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Applying regret theory to investment choices: Currency hedging decisions
16 references·16 citing·30 second hopsampled
Applying regret theory to investment choices: Currency hedging decisions (2008)Applying regret theory to investment choi…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Maps of Bounded Rationality: …Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Mental accounting matters (1999)Mental accounting mattersMyopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking (1993)Timid Choices and Bold Foreca…Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…The Psychology of Preferences (1982)The Psychology of PreferencesRegret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)Regret Theory: An Alternative…Regret in Decision Making under Uncertainty (1982)Regret in Decision Making und…The Framing of Decisions and the Psychology of Choice (1981)The Framing of Decisions and …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Investor personality as a predictor of investment intention – mediating role of overconfidence bias and financial literacy (2022)Investor personality as a pre…Impact of Financial Literacy and Behavioural Biases on Investment Decision-making (2021)Impact of Financial Literacy …Bitcoin investment: a mixed methods study of investment motivations (2020)Bitcoin investment: a mixed m…An affective response model for understanding the acceptance of mobile payment systems (2019)An affective response model f…Psychology-Based Models of Asset Prices and Trading Volume (2018)Psychology-Based Models of As…Global Currency Hedging with Common Risk Factors (2018)Global Currency Hedging with …Do investors exhibit behavioral biases in investment decision making? A systematic review (2018)Do investors exhibit behavior…Approaches to Pythagorean Fuzzy Stochastic Multi-criteria Decision Making Based on Prospect Theory and Regret Theory with New Distance Measure and Score Function (2017)Approaches to Pythagorean Fuz…Algorithms for interval-valued fuzzy soft sets in stochastic multi-criteria decision making based on regret theory and prospect theory with combined weight (2016)Algorithms for interval-value…Why Do Borrowers Make Mortgage Refinancing Mistakes? (2015)Why Do Borrowers Make Mortgag…Regret Theory: A New Foundation (2015)Regret Theory: A New Foundati…Regret Theory: A Bold Alternative to the Alternatives (2015)Regret Theory: A Bold Alterna…Regret theory-based group decision-making with multidimensional preference and incomplete weight information (2015)Regret theory-based group dec…Retirement Investor Risk Tolerance in Tranquil and Crisis Periods: Experimental Survey Evidence (2011)Retirement Investor Risk Tole…Regret theory-based route choices and traffic equilibria (2011)Regret theory-based route cho…A Global Equilibrium Asset Pricing Model with Home Preference (2011)A Global Equilibrium Asset Pr…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Risk as feelings. (2001)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Neuroeconomics: How Neuroscience Can Inform Economics (2005)Naturalistic Decision Making (2008)The Polarizing Impact of Science Literacy and Numeracy on Perceived Climate Change Risks (2012)Risk, Ambiguity, and the Savage Axioms (1961)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)Toward a positive theory of consumer choice (1980)Are Investors Reluctant to Realize Their Losses? (1998)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Perception of Risk (1987)Toward a Theory of Situation Awareness in Dynamic Systems (1995)Framing Processes and Social Movements: An Overview and Assessment (2000)Time Discounting and Time Preference: A Critical Review (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)When and Why Incentives (Don't) Work to Modify Behavior (2011)Status quo bias in decision making (1988)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)On the measurement of inequality (1970)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The arbitrage theory of capital asset pricing (1976)
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
  • 1981The Framing of Decisions and the Psychology of Choice17,834 cited
  • 2003Maps of Bounded Rationality: Psychology for Behavioral Economics5,374 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty4,041 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 1999Mental accounting matters3,344 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1993Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking2,041 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1982

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

The Psychology of Preferences
1,734 cited

Cited by

  • 2018Do investors exhibit behavioral biases in investment decision making? A systematic review329 cited
  • 2018Psychology-Based Models of Asset Prices and Trading Volume218 cited
  • 2016Algorithms for interval-valued fuzzy soft sets in stochastic multi-criteria decision making based on regret theory and prospect theory with combined weight206 cited
  • 2017Approaches to Pythagorean Fuzzy Stochastic Multi-criteria Decision Making Based on Prospect Theory and Regret Theory with New Distance Measure and Score Function187 cited
  • 2015Regret theory-based group decision-making with multidimensional preference and incomplete weight information184 cited
  • 2015Why Do Borrowers Make Mortgage Refinancing Mistakes?173 cited
  • 2019An affective response model for understanding the acceptance of mobile payment systems152 cited
  • 2015Regret Theory: A Bold Alternative to the Alternatives150 cited
  • 2011Regret theory-based route choices and traffic equilibria146 cited
  • 2021Impact of Financial Literacy and Behavioural Biases on Investment Decision-making132 cited
  • 2020Bitcoin investment: a mixed methods study of investment motivations129 cited
  • 2015Regret Theory: A New Foundation86 cited
  • 2011Retirement Investor Risk Tolerance in Tranquil and Crisis Periods: Experimental Survey Evidence86 cited
  • 2011A Global Equilibrium Asset Pricing Model with Home Preference84 cited
  • 2018Global Currency Hedging with Common Risk Factors74 cited
  • 2022Investor personality as a predictor of investment intention – mediating role of overconfidence bias and financial literacy73 cited