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An asset pricing model with loss aversion and its stylized facts.

Radu T. PrunaMaria PolukarovNicholas R. Jennings
Published in: SSCI (2016)
Keyphrases
  • pricing model
  • bi level
  • convertible bonds
  • dynamic pricing
  • real option
  • knowledge base
  • information extraction
  • supply chain
  • optimal solution
  • neural network
  • empirical analysis
  • pricing mechanism