Cumulative Prospect Theory: Tests Using the Stochastic Dominance Approach

Haim Levy*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

2 Scopus citations
Original languageEnglish
Title of host publicationBehavioral Finance
Subtitle of host publicationInvestors, Corporations, and Markets
PublisherJohn Wiley and Sons
Pages211-239
Number of pages29
ISBN (Print)9780470499115
DOIs
StatePublished - 29 Nov 2011

Keywords

  • Cumulative prospect theory
  • Financial practitioners
  • Loss-aversion property
  • Risk aversion
  • Utility paradigm

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