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Dynamic Portfolio Choice with Regret Aversion and Rejoicing

https://doi.org/10.2139/ssrn.5150507
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An equilibrium characterization of the term structure
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Regret, rejoicing, and mixed insurance
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Regret, portfolio choice, and guarantees in defined contribution schemes
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Regret aversion and annuity risk in defined contribution pension plans
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Optimal life insurance purchase and consumption/investment under uncertain lifetime
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Repurchase behavior of individual investors, sophistication and regret
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When choosing is painful: Anticipated regret and psychological opportunity cost
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A model of regret, investor behavior, and market turbulence
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Multiple reference points in investor regret
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Neural Evidence of Regret and Its Implications for Investor Behavior
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AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION
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THE NUMÉRAIRE PROPERTY AND LONG‐TERM GROWTH OPTIMALITY FOR DRAWDOWN‐CONSTRAINED INVESTMENTS
inferredcites →https://doi.org/10.1287/mnsc.2022.03389openalex-snapshot
Investor Regret and Stock Returns
inferredcites →https://doi.org/10.1287/opre.30.5.961openalex-snapshot
Regret in Decision Making under Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.676021openalex-snapshot
Dynamic Asset Allocation with Stochastic Income and Interest Rates
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Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
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Dynamic Asset Allocation and Fixed Income Management
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Loss Aversion in Riskless Choice: A Reference-Dependent Model
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Asset Prices under Habit Formation and Catching up with the Joneses
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By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
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