Roots and effects of financial misperception in a stochastic dominance framework
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DOI: 10.1007/s11135-012-9726-z
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Citations
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Cited by:
- Hanaki, Nobuyuki, 2022.
"Risk misperceptions of structured financial products with worst-of payout characteristics revisited,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Nobuyuki Hanaki, 2021. "Risk misperceptions of structured financial products with worst-of payout characteristics revisited," ISER Discussion Paper 1143r, Institute of Social and Economic Research, Osaka University, revised Nov 2021.
- Doron Sonsino & Yaron Lahav & Yefim Roth, 2022. "Reaching for Returns in Retail Structured Investment," Management Science, INFORMS, vol. 68(1), pages 466-486, January.
- Rosella Castellano & Marco Mancinelli & Giorgia Ponsi & Gaetano Tieri, 2021. "What if versus probabilistic scenarios: a neuroscientific analysis," Annals of Operations Research, Springer, vol. 299(1), pages 331-347, April.
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More about this item
Keywords
Stochastic dominance; Behavioral finance; Derivatives pricing; Mispricing; Structured products; C65; D81; G24;All these keywords.
JEL classification:
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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