Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level
Author:
Affiliation:
1. Amsterdam School of Economics, University of Amsterdam, 1001 NJ Amsterdam, Netherlands
2. Department of Finance, Tilburg University, 5000 LE Tilburg, Netherlands
Abstract
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Subject
Management Science and Operations Research,Strategy and Management
Reference80 articles.
1. Loss Aversion Under Prospect Theory: A Parameter-Free Measurement
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3. Why stocks may disappoint
4. Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
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