Publikationen in referierten Zeitschriften in Wirtschafts- und Finanzwissenschaften

  1. "Non-cooperative games with prospect theory players and dominated strategies"
    (mit Lars Peter Metzger), Games and Economic Behavior, Vol. 115, pp. 396-409, 2019.
  2. "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. 
  3. "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.
  4. "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.
  5. "Asymmetric attention and volatility asymmetry" (mit Michał Dzieliński und Tõnn Talpsepp),
    Journal of Empirical Finance, Vol. 45, pp. 59-67, 2018.
  6. “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.
  7. "Corporate Cash Holdings and Ambiguity Aversion" (mit Wolfgang Breuer und K. Can Soypak),
    Review of Finance, Vol. 21, Issue 5, pp. 1933-1974, 2017.
  8. "Characterization of acceptance sets for co-monotone risk-measures" , Insurance: Mathematics and Economics, Vol. 74, pp. 147-152, 2017
  9. "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.
  10. "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.
  11. "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.
  12. "How Time Preferences Differ: Evidence from 53 countries" (mit Mei Wang und Thorsten Hens), Journal of Economic Psychology, Vol. 52, pp. 115-135, 2016.
  13. "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.
  14. ­­"Risk Preferences Around the World", (mit Mei Wang und Thorsten Hens), Management Science, Vol. 61, Issue 3, pp. 637-648, 2015.
  15. "Evolutionary stability of prospect theory preferences", Journal of Mathematical Economics, Vol. 50, pp. 1-11, 2014.
  16. "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.
  17. "Can utility maximization explain the demand for structured investment products?" (mit Thorsten Hens), Quantitative Finance, 14(4), pp. 673-681, 2014.
  18. "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.
  19. "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.
  20. "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.
  21. Explaining the demand for structured financial products: survey and field experiment evidence” (mit Thorsten Hens), ZfB, Vol. 82, Issue 5, pp. 491-508, 2012.
  22. "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. 
  23. "Optimal financial investments for non-concave utility functions", Economics Letters, Vol. 114, Issue 3, pp. 239-240, 2012.
  24. Too risk averse for prospect theory?” (mit Thuy Bui), Modern Economy, Vol. 2, Issue 4, pp. 691-700, 2011.
  25. Volatility asymmetry, news and private investors“ (mit Michal Dzielinski und Tonn Talpsepp), The Handbook of News Analytics in Finance, Wiley & Sons, 2011.
  26. Co-monotonicity of optimal investments and the design of structural financial products“, Finance and Stochastics, vol. 15, no. 1, pp. 27-55, 2011.
  27.  „Explaining asymmetric volatility around the world" (mit Tõnn Talpsepp), Journal of Empirical Finance, Vol. 17, Issue 5, pp. 938-956, 2010.
  28.  „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.
  29.  „SP/A and CPT: A reconciliation of two behavioral decision theories", Economics Letters, Vol. 108, Issue 3, pp. 327-329, 2010.
  30. 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.
  31. Prospect Theory for continuous distributions“ (mit Mei Wang), Journal of Risk and Uncertainty, Vol. 36, Nr. 1, pp. 83–102, 2008.
  32. Cumulative Prospect Theory and the St. Petersburg Paradox“ (mit Mei Wang), Economic Theory, Vol. 28, pp. 665-679, 2006.