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Now showing items 191-192 of 192
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 ...
Value Functions for Prospect Theory Investors: An Empirical Evaluation for U.S. Style Portfolios
(Taylor & Francis, 2017)
The main aim of this article is to provide a general behavioral analysis that proposes a series of
different value functions for prospect theory (PT) investors incorporated into behavioral reward-risk
models that are ...