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Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level
16 references·0 citing·31 second hop
Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level (2014)Consumption and Portfolio Choice Under Lo…A Model of Reference-Dependent Preferences (2006)A Model of Reference-Dependen…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty (1982)Regret Theory: An Alternative…Regret in Decision Making under Uncertainty (1982)Regret in Decision Making und…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Golden Eggs and Hyperbolic Discounting (1997)A perspective on judgment and choice: Mapping bounded rationality. (2003)Psychology and Economics: Evidence from the Field (2009)Salience Theory of Choice Under Risk (2012)Thirty Years of Prospect Theory in Economics: A Review and Assessment (2013)Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)The Framing of Decisions and the Psychology of Choice (1981)Individual differences in reasoning: Implications for the rationality debate? (2000)Risk as feelings. (2001)Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Theory of games and economic behavior (2019)Toward a positive theory of consumer choice (1980)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1982Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty4,041 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 2006A Model of Reference-Dependent Preferences2,726 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 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
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1998Methods of Mathematical Finance1,939 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited

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  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
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