مطالعه عوامل رفتاری در انتخاب پرتفوی بهینه در بازار سرمایه ایران

*       Ert, Eyal, and Ido Erev, (2010) “On the Descriptive Value of Loss Aversion in Decision under Risk”, Harvard Business School, Working Paper, No. 10-056.

*       EslamiBidgoli, S., H. GhalibafAsl, and M. Hahaliasghar, (2008) “A Model for Overreaction to EPS Shocks in the Stock Markets”, 26^th International Conference of System Dynamics Society, Athens, Greek.

*       Fernandes, Jose, Pena, Juan I. and Benjamin Tabak (2009), “Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization”, Banco Central Do Brasil, Working Paper No. 184.

*       Giorgi, Enrico G. De, and Thierry Post (2010), “Loss Aversion with a State-dependent Reference Point”, Swiss Finance Institute, Research Paper No. 07-14.

*       Kahneman, Daniel and Amos Tversky (1979), “Prospect Theory, an Analsis of Decision under Risk”, Econometrica, Vol. 47, No. 2.

*       Kahneman, Daniel, Tversky, Amos, and Slovic, Paul, (1982) “Judgment under uncertainty: heuristic and biases”, Cambridge University Press.

*       Odean, Terrance (1998) “Are Investor Reluctant to Realize their Losses”, The Journal of Finance, Vol. 53, No. 5.

*       Odean, Terrance (1999) “Do Investors Trade Too Much?”, The American Economic Review, Vol. 89, No. 5.

*       Shefrin Hersh and M. Statman (2000), “Behavioral Portfolio Theory”, Journal of Financial and Quantitative Analysis, Vol. 35, No. 2

*       Statman, Meir, (1999) “Behavioral Finance: Past Battles and Future Engagements” Financial Analysts Journal, pp. 18–27.

*       Weber, Martin, and Heiko Zuchel, (2003) “How Do Prior Outcomes Affect Risk Attitude”, Manhein University, Working Paper, No. 98.

*      Yao, Jing, and Duan Li, (2010), “Bounded Rationality as a Source of Loss Aversion and Optimism: A Study of Psycological Adaptation under Incompelete Information”, Available at SSRN: http://ssrn.com/abstract:1636122