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]

@inproceedings{PrunaPJ16,
  title = {An asset pricing model with loss aversion and its stylized facts},
  author = {Radu T. Pruna and Maria Polukarov and Nicholas R. Jennings},
  year = {2016},
  doi = {10.1109/SSCI.2016.7850003},
  url = {http://dx.doi.org/10.1109/SSCI.2016.7850003},
  researchr = {https://researchr.org/publication/PrunaPJ16},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016, Athens, Greece, December 6-9, 2016},
  publisher = {IEEE},
  isbn = {978-1-5090-4240-1},
}