Prospect theory behavioral assumptions in an artificial financial economy

Lecture Notes in Economics and Mathematical Systems

Volumn 614, Issue , 2008, Pages 55-66

  Raberto, Marco ^a   Teglio, Andrea ^a   Cincotti, Silvano ^a  

^a UNIVERSITY OF GENOA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 62549120758     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-540-70556-7_5     Document Type: Article

References (9)

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4. D. Kahneman and A. Tversky. Prospect theory: an analysis of decision under risk. Econometrica, 47(2):263-292, 1979.
5. R. Mehra and E. Prescott. The equity premium puzzle. Journal of Monetary Economics, XV: 145-161, 1985.
6. M. Raberto, A. Teglio, and S. Cincotti. Integrating real and financial markets in an agent-based economic model: an application to monetary policy design. Computational Economics, 2008, available online, DOI: 10.1007/s10614-008-9138-2.
7. R. H. Thaler. Towards a positive theory of consumer choice. Journal of Economic Behavior and Organization, 1:39-60, 1980.
8. J. Tirole. The Theory of Corporate Finance. Princeton University Press, Princeton, 2006.
9. A. Tversky and D. Kahneman. Advances in prospect theory: cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5(4):297-323, 1992.