An asset pricing model with loss aversion and its stylized facts

Radu T. Pruna, Maria Polukarov, Nicholas R. Jennings. An asset pricing model with loss aversion and its stylized facts. In 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016, Athens, Greece, December 6-9, 2016. pages 1-8, IEEE, 2016. [doi]

Authors

Radu T. Pruna

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Maria Polukarov

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Nicholas R. Jennings

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