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Mathematicalising Behavioural Finance
16 references·4 citing·25 second hop
Mathematicalising Behavioural Finance (2011)Mathematicalising Behavioural FinanceTheory of games and economic behavior (2019)Theory of games and economic …Theory of rational option pricing (2005)Theory of rational option pri…Behavioral Portfolio Theory (2000)Behavioral Portfolio TheoryMethods of Mathematical Finance (1998)Methods of Mathematical Finan…Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…Between Hope and Fear: The Psychology of Risk (1987)Between Hope and Fear: The Ps…Martingales and stochastic integrals in the theory of continuous trading (1981)Martingales and stochastic in…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Time-Inconsistent Stopping Under Distorted Probabilities (2021)Time-Inconsistent Stopping Un…Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls (2020)Viscosity solutions to parabo…Time-Inconsistent Optimal Control Problems and Related Issues (2019)Time-Inconsistent Optimal Con…Dynamic approaches for some time-inconsistent optimization problems (2017)Dynamic approaches for some t…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)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)Non-cooperative games (1989)
this work references cited by second hop

References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1998Methods of Mathematical Finance1,939 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1987Between Hope and Fear: The Psychology of Risk1,174 cited
  • 2000

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Behavioral Portfolio Theory
1,040 cited

Cited by

  • 2020Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls49 cited
  • 2017Dynamic approaches for some time-inconsistent optimization problems34 cited
  • 2019Time-Inconsistent Optimal Control Problems and Related Issues27 cited
  • 2021Time-Inconsistent Stopping Under Distorted Probabilities1 cited