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Marcelo Cabus Klotzle,Leonardo Lima Gomes,Luiz Eduardo Teixeira Brandão,Antonio Carlos Figueiredo Pinto
Pág. 395 - 416
Since the fifties, several measures have been developed in order to measure the performance of investments or choices involving uncertain outcomes. Much of these measures are based on Expected Utility Theory, but since the nineties a number of measures h...
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Kenneth Froot, John Arabadjis, Sonya Cates, and Stephen Lawrence
Pág. 60 - 68
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Luiz Augusto Martits,William Eid Junior
Pág. p. 429 - 457
This article compares the application of a loss aversion utility function with a traditional Von Neumann-Morgenstern utility function aiming to test whether the first form of utility could better replicate the actual behavior of Brazilian investors conce...
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Flávia de Souza Costa Neves Cavazotte,Paulo Tavares Dias Filho,Otacílio Torres Vilas Boas
Pág. 196 - 213
According to prospect theory, individuals with loss aversion would tend to attribute a higher value to a good once their ownership over it had been established. Such tendency would cause reluctance to trade the good, even if an equivalent one were offere...
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Rizzo, J. A. Zeckhauser, R. J.
Pág. 909 - 922
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