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ArticleRegret-based capital asset pricing model

Jie Qin2020

Article2020

Regret-based capital asset pricing model

23 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Decision-Making and Behavioral Economics Stochastic processes and financial applications

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1973Risk, Return, and Equilibrium: Empirical Tests 1985The equity premium: A puzzle 1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence 1982Regret in Decision Making under Uncertainty 1972The capital asset pricing model: Some empirical tests 1995Myopic Loss Aversion and the Equity Premium Puzzle

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Year2020

Typearticle

Published2020-02-18

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2020.105784

openalex_workW2953309347

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