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Regret, Pride,and the Disposition Effect
Portfolio choice Anticipated regret and pride Individual preference Disposition effect
2016/3/18
We develop a dynamic portfolio choice model which incorporates anticipated regret and pride in individual's preferences and show that those preferences can cause investors to sell winning stocks and h...
What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
Disposition Effect Preference-Based Explanation
2014/3/18
We investigate whether prospect theory preferences can predict a disposition effect.
We consider two implementations of prospect theory: in one case, preferences are
defined over annual gains and lo...