Loss aversion asset pricing model performance: empirical evidence from five pacific-basin countries

2005 ◽  
pp. 235-271
Author(s):  
David Ng ◽  
Mehdi Sadeghi
Keyword(s):  
Asset Pricing ◽  
Empirical Evidence ◽  
Loss Aversion ◽  
Model Performance ◽  
Pacific Basin ◽  
Pricing Model ◽  
Asset Pricing Model

scholarly journals Loss aversion in an agent-based asset pricing model

2019 ◽  
Vol 20 (2) ◽  
pp. 275-290
Author(s):  
Radu T. Pruna ◽  
Maria Polukarov ◽  
Nicholas R. Jennings
Keyword(s):  
Asset Pricing ◽  
Loss Aversion ◽  
Pricing Model ◽  
Agent Based ◽  
Asset Pricing Model

Mean-Lower Partial Moment Asset Pricing Model: Some Empirical Evidence

1982 ◽  
Vol 17 (5) ◽  
pp. 763 ◽  
Author(s):  
Timothy J. Nantell ◽  
Kelly Price ◽  
Barbara Price
Keyword(s):  
Asset Pricing ◽  
Empirical Evidence ◽  
Pricing Model ◽  
Asset Pricing Model
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