Investor behavior and realization utility

Type
  • Bachelor Thesis Business Administration
  • Master Thesis Business Administration
Status
completed
Tutor
Jonas Dorlöchter, M.Sc.
Examiner

Abstract

Einführungsliteratur:

  • Nicholas Barberis/ Wei Xiong (2012): Realization utility, in: Journal of Financial Economics 104 (2), S. 251-271 
  • Cary Frydman/ Nicholas Barberis/ Colin Camerer, Peter Bossaerts/ Antonio Rangel (2014): Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility, in: Journal of Finance 69 (2), S. 907-946
  • Jonathan E. Ingersoll/ Lawrence J. Jin (2013): Realization Utility with Reference-Dependent Preferences, in The Review of Financial Studies, 26 (3), S. 723-767