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Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case*
16 references·0 citing·34 second hop
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References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 2013Thirty Years of Prospect Theory in Economics: A Review and Assessment1,397 cited
  • 1996Asset Pricing with Heterogeneous Consumers1,197 cited
  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 1944Proportional Income Taxation and Risk-Taking786 cited
  • 2009What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation711 cited
  • 2010Evaluating the effects of incomplete markets on risk sharing nad asset pricing586 cited
  • 2004Optimal Portfolio Choice under Loss Aversion412 cited
  • 1969The Effects of Income, Wealth, and Capital Gains Taxation on Risk-Taking411 cited

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  • 1990‘First-order’ risk aversion and the equity premium puzzle285 cited
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