Ambiguity aversion and the equity premium puzzle: A re-examination of experimental data on repeated gambles-Reference-Cited by-同舟云学术

Ambiguity aversion and the equity premium puzzle: A re-examination of experimental data on repeated gambles

Published:2005-10 Issue:5 Volume:34 Page:635-655
ISSN:1053-5357
Container-title:The Journal of Socio-Economics
language:en
Short-container-title:The Journal of Socio-Economics

Author:

Aloysius John A.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference42 articles.

1. Risk aggregation and the efficient selection of joint projects by a consortium;Aloysius;Omega,1999

2. Aloysius, J.A. (2002). Decision making in the short and in the long: repeated gambles and Samuelson's colleague. Working paper, University of Arkansas.

3. Myopic loss aversion and the equity premium puzzle;Benartzi;Quarterly Journal of Economics,1995

4. Risk aversion or myopia? Choices in repeated gambles and retirement investments;Benartzi;Management Science,1999

5. The effects of skewed probability on decision making under ambiguity;Boiney;Organizational Behavior and Human Decision Processes,1993

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data;Finance Research Letters;2012-06

2. A cognitive systems framework to inform delivery of analytic support for farmers’ intuitive management under seasonal climatic variability;Agricultural Systems;2012-01

3. Decision making in the short and long run: Repeated gambles and rationality;British Journal of Mathematical and Statistical Psychology;2007-05

4. Multiple prospect framing and decision behavior: The mediational roles of perceived riskiness and perceived ambiguity;Organizational Behavior and Human Decision Processes;2006-09