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Thesis

Thesis on behavioural asset pricing and portfolio choice

Abstract:

This thesis presents three papers in the field of behavioural financial economics and financial econometrics.

The first paper, entitled "Optimistic versus Pessimistic–Optimal Judgemental Bias with Reference Point" develops a model of reference-dependent assessment of subjective beliefs in which the loss-averse people optimally choose expectation as the reference point to balance the current felicity from the optimistic anticipation and the future disappointment from the realization....

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Supervisor
Role:
Supervisor
Role:
Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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