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Myopic Loss Aversion Revisited: the Effect of Probability Distortions in Choice Under Risk
16 references·5 citing·35 second hop
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1990Experimental Tests of the Endowment Effect and the Coase Theorem3,192 cited
  • 2004Field Experiments2,321 cited
  • 1993Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking2,041 cited
  • 1998The Probability Weighting Function1,998 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 2000Risk Aversion and Expected-utility Theory: A Calibration Theorem1,623 cited
  • 1997An Experiment on Risk Taking and Evaluation Periods1,280 cited
  • 1997The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test1,050 cited
  • 2000Parameter-Free Elicitation of Utility and Probability Weighting Functions926 cited
  • 1984Choices, values, and frames.903 cited
  • 2005Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis754 cited
  • 1963Risk and uncertainty: a fallacy of large numbers615 cited
  • 2004

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An index of loss aversion
505 cited

Cited by

  • 2010Applications of Behavioral Finance to Entrepreneurs and Venture Capitalists: Decision Making Under Risk and Uncertainty in Futures and Options Markets8 cited
  • 2007Insights into Trader Behavior: Risk Aversion and Probability Weighting3 cited
  • 2012Measuring the degree to which probability weighting affects risk-taking Behavior in financial decisions1 cited
  • 2008Dynamic Decision Making in Agricultural Futures and Options Markets1 cited
  • 2009The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression0 cited