Robert Bordley

University of Michigan at Ann Arbor

500 S. State Street

Ann Arbor, MI 48109

United States

SCHOLARLY PAPERS

7

DOWNLOADS

717

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Behavioural Finance: A User-Oriented Procedure to Assessing Preferences Under Risk

Number of pages: 6 Posted: 14 Jun 2014
University of Michigan at Ann Arbor, University of Turin - Department of Management and University of Turin
Downloads 176 (271,700)

Abstract:

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Prospect Theory, Behavioral Finance, Value function assessment, Loss aversion, Benchmarking procedure

2.

Why Investors are Loss Averters During Bull Markets and Gain Seekers During Bear Markets?

Number of pages: 13 Posted: 15 Aug 2015
Robert Bordley and Luisa Tibiletti
University of Michigan at Ann Arbor and University of Turin - Department of Management
Downloads 161 (293,203)

Abstract:

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Market sentiment, Investor sentiment, Bull and bear markets, Loss-gain asymmetry, Disposition Effect, van Zwet asymmetry conditions, Pearson utility functions.

3.

Behavioral Agency Model: A Target-Oriented Approach for Executive Incentives

Number of pages: 6 Posted: 18 Apr 2014
University of Michigan at Ann Arbor, University of Turin, University of Turin and University of Turin - Department of Management
Downloads 158 (297,876)
Citation 1

Abstract:

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Behavioral Agency Model; Behavioral Theory of the firm; Executive incentives; Utility function assessment; Contract theory; Moral hazard; Risk

4.

A Target-Oriented Approach: A 'One-Size' Model to Suit Humans and Econs Behaviors

Number of pages: 8 Posted: 15 Nov 2013 Last Revised: 28 Aug 2015
University of Michigan at Ann Arbor, University of Turin - Department of Management and University of Turin
Downloads 91 (446,638)

Abstract:

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Goal-oriented decision making, Value function assessment, Skew normal uncertain target

5.

A Target-Based Foundation for the 'Hard-Easy Effect' Bias

Department of Management, Università Ca' Foscari Venezia Working Paper No. 2014/23
Number of pages: 16 Posted: 23 Oct 2014
Robert Bordley, Marco LiCalzi and Luisa Tibiletti
University of Michigan at Ann Arbor, Dept. Management, Università Ca' Foscari Venezia and University of Turin - Department of Management
Downloads 87 (459,273)
Citation 3

Abstract:

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Expected utility, Hard-easy effect bias, Endowment effect bias, Sunk cost effect bias, Benchmarking procedure, Loss-gain asymmetry, van Zwet skewness conditions.

6.

Loss Aversion and Gain Appetite in the Small and in the Large

International Mathematical Forum, Vol. 11, 2016, no. 14, 673 - 678
Number of pages: 6 Posted: 03 Aug 2016
University of Michigan at Ann Arbor, University of Turin - Department of Management and University of Turin
Downloads 44 (645,626)

Abstract:

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Loss-gain asymmetry, Preference-based definition of loss aversion and gain appetite; Multiple reference points

7.

An User-Friendly Approach to Assess Preferences Under Risk: The Target-Oriented Model

Posted: 25 Feb 2014
University of Michigan at Ann Arbor, University of Turin - Department of Management and University of Turin

Abstract:

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Risk assessment, goal-oriented decision making, utility function assessment