References
- Barberis, N., and M. Huang. 2008. “The Loss Aversion/narrow Framing Approach to the Stock Market Pricing and Participation Puzzles.” In Handbook of the Equity Risk Premium, edited by R. Mehra, 199–228. Amsterdam: Elsevier.
- Benartzi, S., and R. H. Thaler. 1995. “Myopic Loss Aversion and the Equity Premium Puzzle.” Quarterly Journal of Economics 110: 73–92. doi:10.2307/2118511.
- Benartzi, S., and R. H. Thaler. 1999. “Risk Aversion or Myopia? Choices in Repeated Gambles and Retirement Investments.” Management Science 45 (3): 364–381. doi:10.1287/mnsc.45.3.364.
- Gneezy, U., and J. Potters. 1997. “An Experiment of Risk Taking and Evaluation Periods.” Quarterly Journal of Economics 112: 631–645. doi:10.1162/003355397555217.
- Haliassos, M., and C. C. Bertaut. 1995. “Why Do so Few Hold Stocks?” Economic Journal 105 (432): 1110–1129. doi:10.2307/2235407.
- Hjorth, K., and M. Fosgerau. 2011. “Loss Aversion and Individual Characteristics.” Environmental and Resource Economics 49 (4): 573–596. doi:10.1007/s10640-010-9455-5.
- Kaufmann, C., and M. Weber. 2013. “Sometimes Less Is More – The Influence of Information Aggregation on Investment Decisions.” Journal of Economic Behavior & Organization 95: 20–33. doi:10.1016/j.jebo.2013.08.005.
- Mehra, R., and E. C. Prescott. 1985. “The Equity Premium: A Puzzle.” Journal of Monetary Economics 15: 145–161. doi:10.1016/0304-3932(85)90061-3.
- Merton, R. C. 1969. “Lifetime Portfolio Selection under Uncertainty: The Continuous-time Case.” The Review of Economics and Statistics 51: 247–257. doi:10.2307/1926560.
- Rieger, M. O., M. Wang, and T. Hens. 2014. “Risk Preferences around the World.” Management Science 61 (3): 637–648. doi:10.1287/mnsc.2013.1869.
- Samuelson, P. A. 1963. “Risk and Uncertainty: A Fallacy of Large Numbers.” Scientia 98: 108–113.
- Samuelson, P. A. 1969. “Lifetime Portfolio Selection by Dynamic Stochastic Programming.” The Review of Economics and Statistics 51 (3): 239–246. doi:10.2307/1926559.
- Sharpe, W. F. 1964. “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk.” Journal of Finance 19: 425–442.
- Shefrin, H., and M. Statman. 1984. “Explaining Investor Preference for Cash Dividends.” Journal of Financial Economics 13: 253–282. doi:10.1016/0304-405X(84)90025-4.
- Shefrin, H., and R. H. Thaler. 1988. “The Behavioral Life-cycle Hypothesis.” Economic Inquiry 26 (1988): 609–643. doi:10.1111/j.1465-7295.1988.tb01520.x.
- Thaler, R., A. Tversky, D. Kahneman, and A. Schwartz. 1997. “The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test.” Quarterly Journal of Economics 112 (2): 647–661. doi:10.1162/003355397555226.
- Thaler, R., and C. R. Sunstein. 2008. Nudge: Improving Decisions about Health, Wealth, and Happiness. New Haven, CT: Yale University.
- Thaler, R. H. 1999. “Mental Accounting Matters.” Journal of Behavioural Decision Making 12: 183–206. doi:10.1002/(SICI)1099-0771(199909)12:3<83::aid-bdm318>3.0.CO;2-F
- Thaler, R. H., and S. Benartzi. 2004. “Save More Tomorrow: Using Behavioral Economics to Increase Empolyee Saving.” Journal of Political Economy 111: 164–187. doi:10.1086/380085.
- Wang, M., M. O. Rieger, and T. Hens. 2017. “The Impact of Culture on Loss Aversion.” Journal of Behavioral Decision Making 30: 270–281. doi:10.1002/bdm.1941.