Preferences with frames: A new utility specification that allows for the framing of risks-Reference-Cited by-同舟云学术

Preferences with frames: A new utility specification that allows for the framing of risks

Published:2009-08 Issue:8 Volume:33 Page:1555-1576
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Barberis Nicholas,Huang Ming

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference27 articles.

1. Anagol, S., Gamble, K., 2008. Presenting portfolio results asset by asset lowers investors’ risk-taking: evidence from a lab experiment. Manuscript, University of California at Berkeley.

2. The loss aversion/narrow framing approach to the equity premium puzzle;Barberis,2007

3. Prospect theory and asset prices;Barberis;Quarterly Journal of Economics,2001

4. Individual preferences, monetary gambles, and stock market participation: a case for narrow framing;Barberis;American Economic Review,2006

5. Chapman, D., Polkovnichenko, V., 2009. First order risk aversion, heterogeneity, and asset market outcomes. Journal of Finance, forthcoming.

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