Emanuela Trifan

Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)

34, Voie du Roman Pays

Louvain-la-Neuve, 1348

Belgium

Darmstadt University of Technology - Institute of Economics - Department of Applied Econometrics

Residenzschloss, Marktplatz 15

Darmstadt, 64283

Germany

http://www.tu-darmstadt.de/fb/fb1/vwl2/

Department of Economics, Chair of Econometrics

Teachnig Assistant

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

616

CITATIONS

4

Scholarly Papers (6)

How Investors Face Financial Risk Loss Aversion and Wealth Allocation

Fordham University Department of Economics Discussion Paper No. 2008-01
Number of pages: 51 Posted: 27 Feb 2008
Erick W. Rengifo and Emanuela Trifan
Fordham University - Department of Economics - Center for International Policy Studies (CIPS) and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
Downloads 145 (199,126)
Citation 2

Abstract:

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Prospect theory, myopic loss aversion, Value-at-Risk, portfolio evaluation, capital allocation

How Investors Face Financial Risk: Loss Aversion and Wealth Allocation

Journal of CENTRUM Cathedra, Vol. 3, Issue 1, pp. 41-59, 2010
Number of pages: 19 Posted: 13 Apr 2010 Last Revised: 12 Mar 2012
Erick W. Rengifo and Emanuela Trifan
Fordham University - Department of Economics - Center for International Policy Studies (CIPS) and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
Downloads 98 (267,304)

Abstract:

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Prospect Theory, Myopic Loss Aversion, Value-at-Risk, Portfolio Evaluation, Capital Allocation

2.

Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets

Number of pages: 56 Posted: 23 Feb 2007
Erick W. Rengifo and Emanuela Trifan
Fordham University - Department of Economics - Center for International Policy Studies (CIPS) and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
Downloads 210 (143,261)
Citation 2

Abstract:

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prospect theory, loss aversion, capital allocation, Value-at-Risk, portfolio evaluation

3.

Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility is Derived from Consumption and Narrowly Framed Financial Investments

Number of pages: 47 Posted: 23 Feb 2007
Erick W. Rengifo and Emanuela Trifan
Fordham University - Department of Economics - Center for International Policy Studies (CIPS) and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
Downloads 104 (255,055)

Abstract:

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prospect theory, Value-at-Risk, loss aversion, expected utility, non-expected utility

4.

Decision Rules and Their Influence on Asset Prices

Darmstadt University Technology Economics Discussion Paper No. 139
Number of pages: 43 Posted: 15 Oct 2004
Emanuela Trifan
Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)
Downloads 59 (355,216)

Abstract:

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The Individually Acceptable Loss (IAL)

Posted: 05 Mar 2007
Erick W. Rengifo and Emanuela Trifan
Fordham University - Department of Economics - Center for International Policy Studies (CIPS) and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)

Abstract:

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

6.

Emotions, Bayesian Inference, and Financial Decision Making

Posted: 27 Jan 2006
Diego A. Salzman and Emanuela Trifan
The Research Laboratory for Behavioral Finance and Catholic University of Leuven, Center for Operation Research and Econometrics (CORE)

Abstract:

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Judgement under uncertainty, Bayesian Inference, Behavioral Finance, Decision Making, Emotions