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How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection
16 references·3 citing·41 second hop
How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (2022)How Endogenization of the Reference Point…Salience Theory of Choice Under Risk (2012)Salience Theory of Choice Und…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…A Model of Reference-Dependent Preferences (2006)A Model of Reference-Dependen…Does Market Experience Eliminate Market Anomalies? (2003)Does Market Experience Elimin…Chapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…Choices, Values, and Frames (2000)Choices, Values, and FramesLabor Supply of New York City Cabdrivers: One Day at a Time (1997)Labor Supply of New York City…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice (1990)Gambling with the House Money…The equity premium: A puzzle (1985)The equity premium: A puzzleMental Accounting and Consumer Choice (1985)Mental Accounting and Consume…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 …Option pricing: A simplified approach (1979)Option pricing: A simplified …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Managerial Mental Accounting and Downstream Project Decisions (2024)Managerial Mental Accounting …Improving the greenness of enterprise supply chains by designing government subsidy mechanisms: based on prospect theory and evolutionary games (2023)Improving the greenness of en…The Effects of Mental Accounting on Project Performance (2018)The Effects of Mental Account…Golden Eggs and Hyperbolic Discounting (1997)A perspective on judgment and choice: Mapping bounded rationality. (2003)Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets (2006)Psychology and Economics: Evidence from the Field (2009)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)Advances in prospect theory: Cumulative representation of uncertainty (1992)Are Investors Reluctant to Realize Their Losses? (1998)A Model of Customer Satisfaction with Service Encounters Involving Failure and Recovery (1999)Investor Psychology and Asset Pricing (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Liquidity and leverage (2008)Digesting Anomalies: An Investment Approach (2012)Risk Aversion in the Small and in the Large (1976)Individual differences in reasoning: Implications for the rationality debate? (2000)Risk as feelings. (2001)Theory of games and economic behavior (2019)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)The weirdest people in the world? (2010)Dual-Process Theories of Higher Cognition (2013)Instructional manipulation checks: Detecting satisficing to increase statistical power (2009)The Framing of Decisions and the Psychology of Choice (1981)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
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1985Mental Accounting and Consumer Choice4,875 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 2000Choices, Values, and Frames2,952 cited
  • 2006A Model of Reference-Dependent Preferences2,726 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 1990Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice2,378 cited
  • 2003Chapter 18 A survey of behavioral finance1,699 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 2012Salience Theory of Choice Under Risk1,309 cited
  • 1997Labor Supply of New York City Cabdrivers: One Day at a Time1,204 cited
  • 2003Does Market Experience Eliminate Market Anomalies?1,182 cited

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Cited by

  • 2023Improving the greenness of enterprise supply chains by designing government subsidy mechanisms: based on prospect theory and evolutionary games23 cited
  • 2024Managerial Mental Accounting and Downstream Project Decisions7 cited
  • 2018The Effects of Mental Accounting on Project Performance6 cited