DocumentCode
536890
Title
Measuring Perceived Risk of Securities Investment Based on Disposition Effect
Author
Zhang Lin-lin
Author_Institution
Sch. of Economic Manage., Henan Polytech. Univ., Jiaozuo, China
fYear
2010
fDate
7-9 Nov. 2010
Firstpage
1
Lastpage
3
Abstract
Under the frame of behavioral finance, this article established a model of perceived risk based on the disposition effect. Simulations indicate the opposite correlation between perceived risk and the disposition effect index. This conclusion is same to the real market perceived risk.
Keywords
investment; psychology; risk analysis; behavioral finance; disposition effect index; perceived risk; securities investment; Biological system modeling; Economics; Finance; Indexes; Investments; Loss measurement; Security;
fLanguage
English
Publisher
ieee
Conference_Titel
E-Product E-Service and E-Entertainment (ICEEE), 2010 International Conference on
Conference_Location
Henan
Print_ISBN
978-1-4244-7159-1
Type
conf
DOI
10.1109/ICEEE.2010.5660719
Filename
5660719
Link To Document