The disposition effect is an investment bias where investors hold stocks at a loss longer than stocks at a gain. This bias is associated with poorer investment performance and exhibited …
O presente estudo traz um mapeamento de pesquisas que, por meio de preceitos teóricos, testes de laboratório ou estudos empíricos, no período de 2006 a 2015, relacionaram-se à …
G Zsurkis, J Nicolau, PMM Rodrigues - European Journal of Operational …, 2024 - Elsevier
This paper introduces a portfolio optimization procedure that aims to minimize the intra- horizon (IH) risk subject to a minimum expected time to achieve a target cumulative return …
R Braga, LPL Fávero - Journal of Behavioral finance, 2017 - Taylor & Francis
This study aims to verify whether people tolerate losses within the self-established limit through an experimental methodological procedure. In addition, it aims to analyze the …
We provide evidence of disposition effect propensity for stock trading simulation participants employing a contrarian versus a momentum strategy. We found that even subjects playing …
K Piasecki - arXiv preprint arXiv:1302.0539, 2013 - arxiv.org
Impact of chosen behavioural factors on imprecision of present value is discussed here. The formal model of behavioural present value is offered as a result of this discussion …
K Piasecki - arXiv preprint arXiv:1302.0537, 2013 - arxiv.org
The main goal of this paper is presentation a modern axiomatic approach to financial arithmetic. At the first, the axiomatic financial arithmetic theory was proposed by Peccati who …
T Talpsepp, M Vlcek, M Wang - Journal of Behavioral and Experimental …, 2014 - Elsevier
Using the trading data from Estonian stock market as well as the laboratory experiments, we find that investment decisions depend on the current performance and the past price …
ELM Sitinjak - Jurnal Organisasi dan Manajemen, 2013 - jurnal.ut.ac.id
Tujuan dari penelitian ini adalah untuk mengetahui pengaruh efek disposisi, pengaruh interaksi efek disposisi dengan perlakuan informasi akuntansi untuk pengambilan …