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引用次数: 0
摘要
本文探讨了 "心理会计师 "的投资组合构建问题，"心理会计师 "的效用函数呈 S 型，具有损失厌恶情绪，其资产配置决策的框架很窄。我们...
Portfolio choice with narrow framing and loss aversion: a simplified approach
This paper considers portfolio construction issues for a ‘mental accountant’, who exhibits an S-shaped utility function with loss aversion and narrowly-frames their asset allocation decision. We ar...
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