Via Po 53
Torino, Turin - Piedmont 10100
Italy
University of Turin
Prospect Theory, Behavioral Finance, Value function assessment, Loss aversion, Benchmarking procedure
Bank Capital, Regulation, Basel 2, Margin of Conservatism, Value-at-Risk
Goal-oriented decision making, Value function assessment, Skew normal uncertain target
Loss-gain asymmetry, Preference-based definition of loss aversion and gain appetite; Multiple reference points
Risk assessment, goal-oriented decision making, utility function assessment