An asset pricing model with loss aversion and its stylized facts

Radu Pruna, Maria Polukarov, Nicholas Jennings

Research output: Chapter in Book/Report/Conference proceedingConference paperpeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'An asset pricing model with loss aversion and its stylized facts'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance

Computer Science