Measurement of Private Investor's Loss Aversion

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F12%3APU102421" target="_blank" >RIV/00216305:26510/12:PU102421 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Measurement of Private Investor's Loss Aversion

Original language description

This paper gives an empirical view on behaviorance of private investor who is loss averse and whether a loss aversive private investor should invest into such risky assets as equity? The main focus is on the use of robust statistical methods and prospecttheory for estimation of equity indexes' selected characteristics, mainly risk characteristics. The paper contains a detail discussion, which one risk metric for assets seems suitable for private investor who is loss averse.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2012

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

TRENDY EKONOMIKY A MANAGEMENTU

ISSN

1802-8527

e-ISSN

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Volume of the periodical

6

Issue of the periodical within the volume

11

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

6

Pages from-to

62-68

UT code for WoS article

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EID of the result in the Scopus database

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