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Volumn 21, Issue 7, 2001, Pages 681-692

A note on loss aversion and futures hedging

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0035595657     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.1704     Document Type: Article
Times cited : (19)

References (16)
  • 2
    • 84906006114 scopus 로고
    • Myopic loss aversion and the equity premium puzzle
    • Benartzi, S., & Thaler, R. H. (1995). Myopic loss aversion and the equity premium puzzle. Quarterly Journal of Economics, 110, 75-92.
    • (1995) Quarterly Journal of Economics , vol.110 , pp. 75-92
    • Benartzi, S.1    Thaler, R.H.2
  • 3
    • 0347041298 scopus 로고    scopus 로고
    • Optimal portfolio choice under loss aversion
    • Rotterdam, The Netherlands: Erasmus University
    • Berkelaar, A., & Kouwenberg, R. (2000). Optimal portfolio choice under loss aversion (Econometric Institute Report EI 2000-08/A). Rotterdam, The Netherlands: Erasmus University.
    • (2000) Econometric Institute Report , vol.EI 2000-08-A
    • Berkelaar, A.1    Kouwenberg, R.2
  • 6
    • 0039054523 scopus 로고    scopus 로고
    • An experimental test on risk taking and evaluations periods
    • Greezy, U., & Potters, J. (1997). An experimental test on risk taking and evaluations periods. Quarterly Journal of Economics, 112, 631-645.
    • (1997) Quarterly Journal of Economics , vol.112 , pp. 631-645
    • Greezy, U.1    Potters, J.2
  • 8
    • 0000125532 scopus 로고
    • Prospect theory: An analysis of decision under risk
    • Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47, 263-291.
    • (1979) Econometrica , vol.47 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 9
    • 21444434136 scopus 로고    scopus 로고
    • Implementing behavioral concepts into banking theory: The impact of loss aversion on collateralization
    • Universität Manneheim, Finanzwirtschaft insb. Bankbetriebslenre, Mannheim, Germany
    • Langer, T., & Weller, P. (1997). Implementing behavioral concepts into banking theory: The impact of loss aversion on collateralization (Working Paper No. 97-33). Universität Manneheim, Finanzwirtschaft insb. Bankbetriebslenre, Mannheim, Germany.
    • (1997) Working Paper No. 97-33 , vol.97 , Issue.33
    • Langer, T.1    Weller, P.2
  • 11
    • 0010104544 scopus 로고    scopus 로고
    • Are investors reluctant to realize their losses?
    • Odean, T. (1998). Are investors reluctant to realize their losses? Journal of Finance, 53, 1775-1798.
    • (1998) Journal of Finance , vol.53 , pp. 1775-1798
    • Odean, T.1
  • 13
    • 0012624079 scopus 로고    scopus 로고
    • Unpublished manuscript, University of Michigan Business School
    • Shumway, T. (1997). Explaining returns with loss aversion. Unpublished manuscript, University of Michigan Business School.
    • (1997) Explaining Returns with Loss Aversion
    • Shumway, T.1
  • 14
    • 0040833096 scopus 로고    scopus 로고
    • The effect of myopia and loss aversion on risk taking: An experimental test
    • Thaler, R., Tversky, A., Kahneman, D., & Schwartz, A. (1997). The effect of myopia and loss aversion on risk taking: An experimental test. Quarterly Journal of Economics, 112, 647-661.
    • (1997) Quarterly Journal of Economics , vol.112 , pp. 647-661
    • Thaler, R.1    Tversky, A.2    Kahneman, D.3    Schwartz, A.4
  • 15
    • 0001371984 scopus 로고
    • Rational choice and the framing of decisions
    • Tversky, A., & Kahneman, D. (1986). Rational choice and the framing of decisions. Journal of Business, 59, 251-278.
    • (1986) Journal of Business , vol.59 , pp. 251-278
    • Tversky, A.1    Kahneman, D.2
  • 16
    • 31744450082 scopus 로고
    • Advances in prospect theory: Cumulative representation of uncertainty
    • Tversky, A., & Kahneman, D. (1992). Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5, 297-323.
    • (1992) Journal of Risk and Uncertainty , vol.5 , pp. 297-323
    • Tversky, A.1    Kahneman, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.