Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part I

By Nwogugu Michael  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 2, 2005-04 ,pp. : 150-162

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Towards multi-factor models of decision making and risk: A critique of Prospect Theory and related approaches, part II

By Nwogugu Michael  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 2, 2005-04 ,pp. : 163-173

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Experimental Economics and the Theory of Decision Making Under Risk and Uncertainty

By Hey J.D.  

The GENEVA PAPERS on Risk and Insurance Theory, Vol. 27, Iss. 1, 2002-06 ,pp. : 5-21

Springer Publishing Company

Access to resources Recommend Favorite

Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models

By Fouque Jean-Pierre   Han Chuan-Hsiang  

Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. : 597-606

Routledge Ltd

Access to resources Recommend Favorite

Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data

By Veiga Álvaro   Souza Leonardo  

The European Journal of Finance, Vol. 12, Iss. 6-7, 2006-10 ,pp. : 605-626

Routledge Ltd

Access to resources Recommend Favorite