Rossen Trendafilov

Affiliation not provided to SSRN
SCHOLARLY PAPERS

4

DOWNLOADS

267

CITATIONS

0

Scholarly Papers (4)

1.

Regime Identification in Limit Order Books

Number of pages: 49 Posted: 01 Dec 2012 Last Revised: 12 Apr 2013
Rossen Trendafilov and Erick W. Rengifo
affiliation not provided to SSRN and Fordham University - Department of Economics - Center for International Policy Studies (CIPS)
Downloads 148 (135,908)

Abstract:

Market microstructure, Information regimes, Limit order books, Wavelets, Wavelet multi-resolution analysis

2.

Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection

Number of pages: 50 Posted: 21 Sep 2013
Erick W. Rengifo, Emanuela Trifan and Rossen Trendafilov
Fordham University - Department of Economics - Center for International Policy Studies (CIPS), Bayerngas Energy and affiliation not provided to SSRN
Downloads 45 (286,797)

Abstract:

VaR, Non-Professional Investor, Prospect Theory, Non-Expected Utility

The Individually Acceptable Loss (IAL)

Number of pages: 22 Posted: 19 Sep 2013
Erick W. Rengifo, Emanuela Trifan and Rossen Trendafilov
Fordham University - Department of Economics - Center for International Policy Studies (CIPS), Bayerngas Energy and affiliation not provided to SSRN
Downloads 32 (383,768)

Abstract:

market risk, prospect theory, loss aversion, capital allocation, Value-at-Risk

4.

Chapter 23: Behavioral Portfolio Theory and Investment Management

Investor Behavior: The Psychology of Financial Planning and Investing. H. Kent Baker and Victor Ricciardi, editors, 421-438, Hoboken, NJ: John Wiley & Sons, Inc. , 2014.
Posted: 31 May 2014
Erick W. Rengifo, Rossen Trendafilov and Emanuela Trifan
Fordham University - Department of Economics - Center for International Policy Studies (CIPS), affiliation not provided to SSRN and Bayerngas Energy

Abstract:

Mental accounting, loss aversion, prospect theory, security-potential/aspiration theory, behavioral portfolio theory, behavioral asset pricing model, behavioral finance, financial psychology, behavioural finance, behavioral economics, behavioural economics