Prospect Theory and the Cross-Section of Asset Returns
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Authors: Mark Grinblatt, Bing Han
Year: 2009
Journal: Journal of Financial Economics
DOI: 10.1016/j.jfineco.2012.09.004
Publisher: https://www.sciencedirect.com/science/article/pii/S0304405X12001639
Keywords: prospect-theory, behavioral
Abstract
We apply prospect theory to the cross-section of asset returns.
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bibtex
@misc{prospecttheoryfinance2009,
title = {Prospect Theory and the Cross-Section of Asset Returns},
author = {Mark Grinblatt, Bing Han},
year = {2009},
journal = {Journal of Financial Economics},
doi = {10.1016/j.jfineco.2012.09.004},
url = {https://doi.org/10.1016/j.jfineco.2012.09.004},
}