scholarly journals An asset pricing model with loss aversion and its stylized facts

2016 ◽  
Author(s):  
Radu T. Pruna ◽  
Maria Polukarov ◽  
Nicholas R. Jennings
Keyword(s):  
Asset Pricing ◽  
Loss Aversion ◽  
Pricing Model ◽  
Stylized Facts ◽  
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
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