Laurence Carassus
Finance · 2015
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it
- Economics and Econometrics — 5 citations into it
Whom Laurence Carassus trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Laurence Carassus's perspective
Ordered by how strongly the researchers Laurence Carassus trusts endorse each paper. Same corpus, a different order for every researcher.
- Optimal Portfolio Choice under Loss Aversion (Review of Economics and Statistics)
- Developments in Non-expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk
- Household Portfolio Diversification: A Case for Rank-Dependent Preferences
- Prospect theory: An analysis of decision under risk Econometrica 47
- Loss Aversion in Riskless Choice: A Reference-Dependent Model
- On law invariant coherent risk measures
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
- Controlled Markov processes and viscosity solutions
- Methods of Mathematical Finance
- Optimal Transport: Old and New
Their papers
- ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (2015) — 52 citations