Decision Utility and Anticipated Discrete Emotions: An Investment Decision Model
Philip Y. K. Cheng
Journal of Behavioral Finance, 2014, vol. 15, issue 2, 99-108
Abstract:
Integrating theories and findings from various disciplines, we develop a decision utility model to explain how anticipated discrete emotions mediate investment decisions. We illustrate the model with the anticipated discrete emotions of a hypothetical Ponzi scheme investor and suggest practical measures to manage financial risks, emotionally.
Date: 2014
References: Add references at CitEc
Citations:
Downloads: (external link)
http://hdl.handle.net/10.1080/15427560.2014.908885 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:hbhfxx:v:15:y:2014:i:2:p:99-108
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/hbhf20
DOI: 10.1080/15427560.2014.908885
Access Statistics for this article
Journal of Behavioral Finance is currently edited by Brian Bruce
More articles in Journal of Behavioral Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().