create a website

Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection. (2014). Rengifo, Erick W. ; Trendafilov, Debra Rossen ; Trifan, Debra Emanuela .
In: Fordham Economics Discussion Paper Series.
RePEc:frd:wpaper:dp2014-03.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 10

References cited by this document

Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Barberis, N., and M. Huang. 2004. "Preferences with Frames: A New Utility Specification that Allows for the Framing of Risks." Working paper, University of Chicago, Stanford University.
    Paper not yet in RePEc: Add citation now
  2. Barberis, N., and M. Huang. 2006. "The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle." NBER Working Paper No. 12378.

  3. Barberis, N., M. Huang, and R. Thaler. 2006. "Individual Preferences, Monetary Gambles and the Equity Premium." American Economic Review 96:4, 1-53.
    Paper not yet in RePEc: Add citation now
  4. Barberis, N., M. Huang, and T. Santos. 2001. "Prospect Theory and Asset." Quarterly Journal of Economics, 116, 1-53.

  5. Benartzi, S., and R. H. Thaler. 1995. "Myopic Loss Aversion and the Equity Premium Puzzle." Quarterly Journal of Economics, 110:1, 73-92.

  6. Campbell, R., R. Huisman, and K. Koedijk. 2001. "Optimal portfolio selection in a Value-atRisk framework." Journal of Banking and Finance, 25, 1789-1804.

  7. Kahneman, D., and A. Tversky.1979. "Prospect theory: An analysis of decision." Econometrica, 47:2, 263-291.
    Paper not yet in RePEc: Add citation now
  8. Rengifo, E. W., and E. Trifan. 2009. "How Investors Face Financial Risk Loss and Wealth Allocation with Two-Dimentional Utility: A VaR Application." Chap. 23 in The VaR Implementation Handbook, edited by G.N. Gregotiou, 485-512. McGraw Hill.
    Paper not yet in RePEc: Add citation now
  9. Rengifo, E. W., and E. Trifan. 2010. "How Investors Face Financial Risk: Loss Aversion and Wealth Allocation." CENTRUM Cathedra. 3:1, 41-59
    Paper not yet in RePEc: Add citation now
  10. Tversky, A., and D. Kahneman. 1992. "Advances in Prospect Theory: Cumulative Representation of Uncertainty." Journal of Risk and Uncertainty, 4:5, 297-323.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11980.

    Full description at Econpapers || Download paper

  2. Rethinking the stock market participation puzzle: A qualitative approach. (2024). Chaliasos, Michael ; Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:308097.

    Full description at Econpapers || Download paper

  3. Rethinking the stock market participation puzzle: A qualitative approach. (2024). Grunow, Daniela ; Duraj, Kamila ; Siegel, Stephan ; Laudenbach, Christine ; Chaliasos, Michael.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:304392.

    Full description at Econpapers || Download paper

  4. Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242.

    Full description at Econpapers || Download paper

  5. Equity premium puzzle or faulty economic modelling?. (2021). Rachev, Svetlozar T ; Stoyanov, Stoyan V ; Fabozzi, Frank J ; Shirvani, Abootaleb.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00928-3.

    Full description at Econpapers || Download paper

  6. Book Review “Cultural Finance: A World Map of Risk, Time and Money” by Thorsten Hens, Marc Oliver Rieger, and Mei Wang. Singapore: World Scientific Publishing Co. Pte. Ltd., 2020; ISBN 9789811221958. (2021). Duc, Toan Luu ; Quang, Anh Ngoc.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:262-:d:572423.

    Full description at Econpapers || Download paper

  7. Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011). (2019). Meyer, Steffen ; Hackethal, Andreas ; Jakusch, Sven Thorsten .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:146.

    Full description at Econpapers || Download paper

  8. Essays on behavioral finance. (2019). Neszveda, Gabor.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:05059039-5236-42a3-be1b-3c1be952551b.

    Full description at Econpapers || Download paper

  9. Equity Concerns are Narrowly Framed. (2018). Kessler, Judd B ; Exley, Christine L.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25326.

    Full description at Econpapers || Download paper

  10. The Fundamental Equity Premium and Ambiguity Aversion in an International Context. (2018). Yuan, Shuonan ; Ngo, Minh Hai ; Rieger, Marc Oliver.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:128-:d:181012.

    Full description at Econpapers || Download paper

  11. A Test of Narrow Framing and its Origin. (2015). Guiso, Luigi.
    In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
    RePEc:spr:italej:v:1:y:2015:i:1:p:61-100.

    Full description at Econpapers || Download paper

  12. Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection. (2014). Rengifo, Erick W. ; Trendafilov, Debra Rossen ; Trifan, Debra Emanuela .
    In: Fordham Economics Discussion Paper Series.
    RePEc:frd:wpaper:dp2014-03.

    Full description at Econpapers || Download paper

  13. Bounded rationality:psychology, economics and the financial crises. (2013). Schiliro', Daniele.
    In: MPRA Paper.
    RePEc:pra:mprapa:83721.

    Full description at Econpapers || Download paper

  14. A Test of Narrow Framing and its Origin. (2009). Guiso, Luigi.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/02.

    Full description at Econpapers || Download paper

  15. The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy. (2009). Fernandez, Pablo ; Aguirreamalloa, Javier ; Liechtenstein, Heinrich.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0821.

    Full description at Econpapers || Download paper

  16. A test of narrow framing and its origin. (2009). Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7112.

    Full description at Econpapers || Download paper

  17. Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior. (2008). Dillenberger, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:8342.

    Full description at Econpapers || Download paper

  18. Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior. (2008). Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-036.

    Full description at Econpapers || Download paper

  19. A Behavioural Approach To Financial Puzzles. (2008). ROGER, Patrick ; MERLI, Maxime ; Broihanne, Marie-Hélène.
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2008-01.

    Full description at Econpapers || Download paper

  20. A Test of Narrow Framing and its Origin. (2008). Guiso, Luigi.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:0818.

    Full description at Econpapers || Download paper

  21. Psychological Bias as a Driver of Financial Regulation. (2008). Hirshleifer, David.
    In: European Financial Management.
    RePEc:bla:eufman:v:14:y:2008:i:5:p:856-874.

    Full description at Econpapers || Download paper

  22. Psychological Bias as a Driver of Financial Regulation. (2007). Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:5129.

    Full description at Econpapers || Download paper

  23. Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing. (2006). Thaler, Richard ; HUANG, MING ; Barberis, Nicholas.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:4:p:1069-1090.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 16:49:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.