"An asset pricing model with loss aversion and its stylized facts."

Radu T. Pruna, Maria Polukarov, Nicholas R. Jennings (2016)

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DOI: 10.1109/SSCI.2016.7850003

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Radu T. Pruna, Maria Polukarov, Nicholas R. Jennings:
An asset pricing model with loss aversion and its stylized facts. SSCI 2016: 1-8

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