Prospect theory and risk appetite: an application to traders’ strategies in the financial market

Shi-Nan Cao (), Jing Deng and Honggang Li

Journal of Economic Interaction and Coordination, 2010, vol. 5, issue 2, 249-259

Keywords: Volatility clustering; Fat tail; Prospect theory; Risk appetite; Market efficiency (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11403-010-0073-7

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