Author:
Chen Zheng,Li Zhongfei,Zeng Yan,Sun Jingyun
Funder
National Natural Science Foundation of China
Fok Ying Tung Education Foundation
Guangdong Natural Science Foundation
Science and Technology Planning Project of Guangdong Province
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference44 articles.
1. Prospect theory and asset prices;Barberis;Quart. J. Econ.,2001
2. A general equilibrium model of portfolio insurance;Basak;Rev. Financ. Stud.,1995
3. A comparative study of portfolio insurance;Basak;J. Econom. Dynam. Control,2002
4. Beletski, T., 2006. Inflation-linked products and optimal investment with macro derivatives. (Unpublished thesis). Available at: http://kluedo.ub.uni-kl.de/volltexte/2006/2045/index.html
5. Myopic loss aversion and the equity premium puzzle;Benartzi;Quart. J. Econ.,1995
Cited by
54 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