Results 161 to 170 of about 27,872 (253)

Optimal portfolio choice under loss aversion [PDF]

, 2000
Arjan Berkelaar, Roy Kouwenberg
openalex  

Delay discounting of monetary gains and losses in adolescents with ADHD: Contribution of delay aversion to choice [PDF]

, 2018
Gabry W. Mies, Erik de Water, Jan R. Wiersema, Anouk Scheres   +3 more
openalex   +1 more source

Optimal Variance Forecasting in a Trading Context

Journal of Forecasting, EarlyView.
ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley   +1 more source

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley   +1 more source

Efficient value synthesis in the orbitofrontal cortex explains how loss aversion adapts to the ranges of gain and loss prospects. [PDF]

Elife
Brochard J, Daunizeau J.
europepmc   +1 more source

Loss Aversion and the Quantity-Quality Tradeoff

, 2017
Jared Rubin, Anya Samek, Roman M. Sheremeta   +2 more
openalex   +1 more source

Contractible Specific Investments, Loss Aversion, and Firm Boundaries

Yusuke Mori
openalex   +1 more source

Psychological mechanisms of loss aversion: A drift-diffusion decomposition [PDF]

, 2020
Wenjia Joyce Zhao, Lukasz Walasek, Sudeep Bhatia   +2 more
openalex   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Happiness and Loss Aversion: When Social Participation Dominates Comparison

, 2006
Maarten Vendrik, Geert Woltjer
openalex   +2 more sources