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Consumption-Based Asset Pricing with Loss Aversion · Study

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PreprintConsumption-Based Asset Pricing with Loss Aversion

Marianne Andries2012

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Preprintgreen2012

Consumption-Based Asset Pricing with Loss Aversion

Marianne Andries

24 citations·0/0 files stored·SSRN Electronic Journal

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

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1992The Cross-Section of Expected Stock Returns 1992Advances in prospect theory: Cumulative representation of uncertainty 1999Well-being : the foundations of hedonic psychology 2003Liquidity Risk and Expected Stock Returns 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2140880

openalex_workW32957394

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