Publikationen in referierten Zeitschriften in Wirtschafts- und Finanzwissenschaften
- "Non-cooperative games with prospect theory players and dominated strategies"
(mit Lars Peter Metzger), Games and Economic Behavior, Vol. 115, pp. 396-409, 2019. - "The Fundamental Equity Premium and Ambiguity Aversion in an International Context"
(mit Minh Hai Ngo und Shuonan Yuan), Risks 6.4, pp. 128-152, 2018. - "Survey data on Vietnamese retail investors' trading behavior and their psychological and behavioral patterns"
(mit Thuy Chung Phan und Mei Wang), Data in Brief, Vol. 19, pp. 1176-1180, 2018. - "What leads to overtrading and under-diversification? Survey evidence from retail investors in an emerging market" (mit Thuy Chung Phan und Mei Wang), Journal of Behavioral and Experimental Finance, in Druck.
- "Asymmetric attention and volatility asymmetry" (mit Michał Dzieliński und Tõnn Talpsepp),
Journal of Empirical Finance, Vol. 45, pp. 59-67, 2018. - “Comment on Cenci et al. (2015): Half-full or half-empty? A model of decision making under risk”,
Journal of Mathematical Psychology, Vol. 81, pp. 110-113, 2017. - "Corporate Cash Holdings and Ambiguity Aversion" (mit Wolfgang Breuer und K. Can Soypak),
Review of Finance, Vol. 21, Issue 5, pp. 1933-1974, 2017. - "Characterization of acceptance sets for co-monotone risk-measures" , Insurance: Mathematics and Economics, Vol. 74, pp. 147-152, 2017
- "The Impact of Culture on Loss Aversion" (mit Mei Wang und Thorsten Hens), Journal of Behavioral Decision Making,Vol. 30, Issue 2, pp. 270-281, 2017.
- "Estimating Cumulative Prospect Theory Parameters from an International Survey" (mit Mei Wang und Thorsten Hens), Theory and Decision, Vol. 82, Issue 4, pp. 567-596, 2017.
- "Should Your Bank Invest for You? Evidence from Private Banking Accounts" (mit Ji Cao und Marcel Fischli), Journal of Behavioral and Experimental Finance, Vol 13, pp. 1-8, 2017.
- "How Time Preferences Differ: Evidence from 53 countries" (mit Mei Wang und Thorsten Hens), Journal of Economic Psychology, Vol. 52, pp. 115-135, 2016.
- "The war puzzle: Contradictory effects of international conflicts on stock markets" (mit Amelie Brune, Thorsten Hens und Mei Wang), International Review of Economics, Vol. 62, Issue 1, pp. 1-21, 2015.
- "Risk Preferences Around the World", (mit Mei Wang und Thorsten Hens), Management Science, Vol. 61, Issue 3, pp. 637-648, 2015.
- "Evolutionary stability of prospect theory preferences", Journal of Mathematical Economics, Vol. 50, pp. 1-11, 2014.
- "The behavioral foundations of corporate dividend policy a cross-country analysis" (mit Wolfgang Breuer und K. Can Soypak), Journal of Banking and Finance, Vol. 42, pp. 247-265, 2014.
- "Can utility maximization explain the demand for structured investment products?" (mit Thorsten Hens), Quantitative Finance, 14(4), pp. 673-681, 2014.
- "International evidence on the equity premium puzzle and time discounting" (mit Thorsten Hens und Mei Wang), Multinational Finance Journal, 17(3/4), pp. 149-163, 2013.
- "Risk classes for structured products: mathematical aspects and their implications on behavioral investors" (mit Ji Cao), Annals of Finance, Vol. 9, Issue 2, pp. 167-183, 2013.
- "Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data" (mit Mei Wang), Finance Research Letters, 9(2), pp. 63-72, 2012.
- “Explaining the demand for structured financial products: survey and field experiment evidence” (mit Thorsten Hens), ZfB, Vol. 82, Issue 5, pp. 491-508, 2012.
- "Why do Investors buy bad financial products? Probability misestimation and preferences in financial investment decisions", Journal of Behavioral Finance, Vol. 13, Issue 2, pp. 108-118, 2012.
- "Optimal financial investments for non-concave utility functions", Economics Letters, Vol. 114, Issue 3, pp. 239-240, 2012.
- “Too risk averse for prospect theory?” (mit Thuy Bui), Modern Economy, Vol. 2, Issue 4, pp. 691-700, 2011.
- „Volatility asymmetry, news and private investors“ (mit Michal Dzielinski und Tonn Talpsepp), The Handbook of News Analytics in Finance, Wiley & Sons, 2011.
- „Co-monotonicity of optimal investments and the design of structural financial products“, Finance and Stochastics, vol. 15, no. 1, pp. 27-55, 2011.
- „Explaining asymmetric volatility around the world" (mit Tõnn Talpsepp), Journal of Empirical Finance, Vol. 17, Issue 5, pp. 938-956, 2010.
- „Financial Market Equilibria with Cumulative Prospect Theory“ (mit Enrico De Giorgi und Thorsten Hens), Journal of Mathematical Economics, Vol. 46, Issue 5, pp. 633-651, 2010.
- „SP/A and CPT: A reconciliation of two behavioral decision theories", Economics Letters, Vol. 108, Issue 3, pp. 327-329, 2010.
- „What is behind the Priority Heuristic? – A mathematical analysis and comment on Brandstätter, Gigerenzer and Hertwig“ (mit Mei Wang), Psychological Review, vol. 115, Issue 1, pp. 274-280, 2008.
- „Prospect Theory for continuous distributions“ (mit Mei Wang), Journal of Risk and Uncertainty, Vol. 36, Nr. 1, pp. 83–102, 2008.
- „Cumulative Prospect Theory and the St. Petersburg Paradox“ (mit Mei Wang), Economic Theory, Vol. 28, pp. 665-679, 2006.