Li Yaoming

Shanghai University of Finance and Economics - School of Information Management and Engineering

No. 100 Wudong Road

Shanghai, Shanghai 200433

China

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Scholarly Papers (1)

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Multiperiod Portfolio Choice Under Loss Aversion with Dynamic Reference Point in Serially Correlated Market

Number of pages: 38 Posted: 12 Mar 2023 Last Revised: 05 Jun 2024
Jianjun Gao, Li Yaoming, Yun Shi and Jinyan Xie
Shanghai Jiao Tong University, Shanghai University of Finance and Economics - School of Information Management and Engineering, East China Normal University (ECNU) and Shanghai University of Finance and Economics
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Abstract:

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Multiperiod portfolio choice, Loss aversion, Serial correlated returns, Dynamic reference point updating, Disposition effect