Disentangling Cognitive Bias in the Assessment of Investment Decisions: Derivation of Generalized Conditional Risk Attribution

Author:

Okuyama Noriyuki,Francis Gavin

Publisher

Informa UK Limited

Subject

Finance,Experimental and Cognitive Psychology

Reference5 articles.

1. Prospect Theory: An Analysis of Decision under Risk

2. Layard-Liesching, R. "Investing Contingent Capital." Journal of Portfolio Management, 30th Anniversary Issue, 2004.

3. Luce, R.D. and H. Raiffa. Games and Decisions. New York: Dover Publications, May 1989.

4. Markowitz, Harry M. Portfolio Selection: Efficient Diversification of Investments. New York: John Wiley and Sons, Inc., 1959.

5. Marques de Sa, J.P. Pattern Recognition: Concepts, Methods and Applications. Berlin and Heidelberg: Springer-Verlag, August 2001.

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