Capitalizing on prospect theory value
The Asian developed stock markets
Bibliographic Data
| ID | 21583694 |
|---|---|
| Authors | Seungbin Ohk (Seoul National University, corresponding author), Biung-Ghi Ju (0000-0001-7285-8012, Seoul National University) |
| Year | 2021 |
| Volume | 57 |
| Pages | 101042 |
| Publication date | 2021-03-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Japan and the World Economy (JOURNAL) |
| Journal identifiers | ISSN: 0922-1425 • E-ISSN: 1879-2006 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.japwor.2020.101042 |
| OpenAlex | W3109922519 |
| Language | EN |
| References cited | 30 |
Behavioral economics · Bellman equation · Cumulative prospect theory · Econometrics · Economics · Financial economics · Loss aversion · Mathematical economics · Microeconomics · Prospect theory · Statistics · Stock market · Weighting · Financial Markets and Investment Strategies · Financial Risk and Volatility Modeling · Housing Market and Economics · Mathematics
Optimal Expectations
Common risk factors in the returns on stocks and bonds
A five-factor asset pricing model
Myopic Loss Aversion and the Equity Premium Puzzle
Advances in prospect theory
Prospect Theory
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
The Framing of Decisions and the Psychology of Choice
| Highly cited | No |
|---|