Search
Now showing items 1-2 of 2
Evaluating the Role of Three Basic Factors of Prospect Theory in Decision Making: An Empirical Study
(IGI Publications, 2017)
The main aim of this paper is to empirically evaluate the role of three significant factors of the Prospect Theory: the S-shaped value function, the loss aversion, and the distortion of probability, in decision making. In ...
The equity premium puzzle: new evidence on the optimal holding period and optimal asset allocation
(Emerald Group Publishing Limited, 2016-06)
Purpose – The purpose of this paper is to report new original evidence on optimal holding periods and optimal asset allocations (Benartzi and Thaler, 1995). Design/methodology/approach – The authors employ a number of ...