{"id":"https://openalex.org/W4309715188","doi":"https://doi.org/10.1007/s10479-022-05081-9","title":"Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension","display_name":"Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension","publication_year":2022,"publication_date":"2022-11-22","ids":{"openalex":"https://openalex.org/W4309715188","doi":"https://doi.org/10.1007/s10479-022-05081-9"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-022-05081-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-022-05081-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100373289","display_name":"Hongxia Wang","orcid":"https://orcid.org/0000-0003-1433-3693"},"institutions":[{"id":"https://openalex.org/I137056471","display_name":"Nanjing University of Finance and Economics","ror":"https://ror.org/031y8am81","country_code":"CN","type":"education","lineage":["https://openalex.org/I137056471"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hongxia Wang","raw_affiliation_strings":["School of Finance, Nanjing University of Finance and Economics, Nanjing, China"],"affiliations":[{"raw_affiliation_string":"School of Finance, Nanjing University of Finance and Economics, Nanjing, China","institution_ids":["https://openalex.org/I137056471"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101655460","display_name":"Duc Khuong Nguyen","orcid":"https://orcid.org/0000-0002-7796-8787"},"institutions":[{"id":"https://openalex.org/I177233841","display_name":"Vietnam National University, Hanoi","ror":"https://ror.org/02jmfj006","country_code":"VN","type":"education","lineage":["https://openalex.org/I177233841"]},{"id":"https://openalex.org/I4210099530","display_name":"IPAG Business School","ror":"https://ror.org/00w56r274","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210099530"]}],"countries":["FR","VN"],"is_corresponding":false,"raw_author_name":"Duc Khuong Nguyen","raw_affiliation_strings":["IPAG Business School, Paris, France","International School, Vietnam National University, Hanoi, Vietnam"],"affiliations":[{"raw_affiliation_string":"IPAG Business School, Paris, France","institution_ids":["https://openalex.org/I4210099530"]},{"raw_affiliation_string":"International School, Vietnam National University, Hanoi, Vietnam","institution_ids":["https://openalex.org/I177233841"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100752674","display_name":"Xiong Xiong","orcid":"https://orcid.org/0000-0001-6978-1624"},"institutions":[{"id":"https://openalex.org/I162868743","display_name":"Tianjin University","ror":"https://ror.org/012tb2g32","country_code":"CN","type":"education","lineage":["https://openalex.org/I162868743"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiong Xiong","raw_affiliation_strings":["College of Management and Economics, Tianjin University, Tianjin, China"],"affiliations":[{"raw_affiliation_string":"College of Management and Economics, Tianjin University, Tianjin, China","institution_ids":["https://openalex.org/I162868743"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087892151","display_name":"Peng\u2010Fei Dai","orcid":"https://orcid.org/0000-0003-3175-8546"},"institutions":[{"id":"https://openalex.org/I196699116","display_name":"Wuhan University of Technology","ror":"https://ror.org/03fe7t173","country_code":"CN","type":"education","lineage":["https://openalex.org/I196699116"]},{"id":"https://openalex.org/I143593769","display_name":"East China University of Science and Technology","ror":"https://ror.org/01vyrm377","country_code":"CN","type":"education","lineage":["https://openalex.org/I143593769"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Peng-Fei Dai","raw_affiliation_strings":["School of Business, East China University of Science and Technology, 130 Meilong Road, Shanghai, China","School of Management, Wuhan University of Technology, Wuhan, China","School of Business, East China University of Science and Technology, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"School of Business, East China University of Science and Technology, 130 Meilong Road, Shanghai, China","institution_ids":["https://openalex.org/I143593769"]},{"raw_affiliation_string":"School of Management, Wuhan University of Technology, Wuhan, China","institution_ids":["https://openalex.org/I196699116"]},{"raw_affiliation_string":"School of Business, East China University of Science and Technology, Shanghai, China","institution_ids":["https://openalex.org/I143593769"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5087892151"],"corresponding_institution_ids":["https://openalex.org/I143593769","https://openalex.org/I196699116"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.19676646,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"347","issue":"1","first_page":"69","last_page":"85"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9987000226974487,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9908000230789185,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/loss-aversion","display_name":"Loss aversion","score":0.8831578493118286},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.7083603143692017},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6457201242446899},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.6188461184501648},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"Risk aversion (psychology)","score":0.5961372256278992},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5598118305206299},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5318084955215454},{"id":"https://openalex.org/keywords/prospect-theory","display_name":"Prospect theory","score":0.46436402201652527},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.41731762886047363},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.37396425008773804},{"id":"https://openalex.org/keywords/expected-utility-hypothesis","display_name":"Expected utility hypothesis","score":0.2840561270713806},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.19846799969673157},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.16077297925949097}],"concepts":[{"id":"https://openalex.org/C2778174566","wikidata":"https://www.wikidata.org/wiki/Q2874240","display_name":"Loss aversion","level":2,"score":0.8831578493118286},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7083603143692017},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6457201242446899},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.6188461184501648},{"id":"https://openalex.org/C129915516","wikidata":"https://www.wikidata.org/wiki/Q17083550","display_name":"Risk aversion (psychology)","level":3,"score":0.5961372256278992},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5598118305206299},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5318084955215454},{"id":"https://openalex.org/C339426","wikidata":"https://www.wikidata.org/wiki/Q1151839","display_name":"Prospect theory","level":2,"score":0.46436402201652527},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.41731762886047363},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.37396425008773804},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.2840561270713806},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.19846799969673157},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.16077297925949097},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-022-05081-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-022-05081-9","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-022-05081-9","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-022-05081-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2701198814","display_name":null,"funder_award_id":"19YJC790125","funder_id":"https://openalex.org/F4320336573","funder_display_name":"Humanities and Social Sciences Youth Foundation, Ministry of Education of the People's Republic of China"},{"id":"https://openalex.org/G4597774858","display_name":null,"funder_award_id":"11701034","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6875453815","display_name":null,"funder_award_id":"72141304","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7279747893","display_name":null,"funder_award_id":"71901123","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7867647527","display_name":null,"funder_award_id":"71790594","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320336573","display_name":"Humanities and Social Sciences Youth Foundation, Ministry of Education of the People's Republic of China","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":51,"referenced_works":["https://openalex.org/W1201844663","https://openalex.org/W1501279792","https://openalex.org/W1537281831","https://openalex.org/W1575835178","https://openalex.org/W1585055630","https://openalex.org/W1977145788","https://openalex.org/W1977632617","https://openalex.org/W1986963968","https://openalex.org/W2003639297","https://openalex.org/W2015167078","https://openalex.org/W2030874315","https://openalex.org/W2035574843","https://openalex.org/W2036636216","https://openalex.org/W2043075803","https://openalex.org/W2045665199","https://openalex.org/W2062389098","https://openalex.org/W2073374331","https://openalex.org/W2094730867","https://openalex.org/W2099425787","https://openalex.org/W2106261260","https://openalex.org/W2107566558","https://openalex.org/W2109954531","https://openalex.org/W2111651551","https://openalex.org/W2119064179","https://openalex.org/W2130960228","https://openalex.org/W2141064894","https://openalex.org/W2143098196","https://openalex.org/W2146580425","https://openalex.org/W2158226696","https://openalex.org/W2187537406","https://openalex.org/W2570834760","https://openalex.org/W2725323500","https://openalex.org/W2803974942","https://openalex.org/W3005673826","https://openalex.org/W3011865677","https://openalex.org/W3030933983","https://openalex.org/W3121252329","https://openalex.org/W3121253679","https://openalex.org/W3121412143","https://openalex.org/W3123554691","https://openalex.org/W3124331360","https://openalex.org/W3124876424","https://openalex.org/W3125133526","https://openalex.org/W3125350215","https://openalex.org/W3125411530","https://openalex.org/W3125481303","https://openalex.org/W3125506886","https://openalex.org/W3125955195","https://openalex.org/W4252707658","https://openalex.org/W4401545442","https://openalex.org/W6702431756"],"related_works":["https://openalex.org/W3124883707","https://openalex.org/W2038907256","https://openalex.org/W3123937287","https://openalex.org/W2148846503","https://openalex.org/W2499347539","https://openalex.org/W3203759014","https://openalex.org/W2331316403","https://openalex.org/W2291061850","https://openalex.org/W2146750665","https://openalex.org/W2105963123"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}