Probability weighting and equity premium prediction: Investing with optimism

Mehran Azimi; Soroush Ghazi; Mark Schneider

doi:10.1111/fima.12477

Probability weighting and equity premium prediction: Investing with optimism

Mehran Azimi
, Soroush Ghazi
, Mark Schneider

Accounting & Finance

University of Alabama

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Financial Management
DOIs	https://doi.org/10.1111/fima.12477
State	Accepted/In press - 2024

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics

Keywords

equity premium
investment
optimism
probability weighting
Sharpe ratio

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10.1111/fima.12477

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title = "Probability weighting and equity premium prediction: Investing with optimism",

keywords = "equity premium, investment, optimism, probability weighting, Sharpe ratio",

author = "Mehran Azimi and Soroush Ghazi and Mark Schneider",

note = "Publisher Copyright: {\textcopyright} 2024 Financial Management Association International.",

year = "2024",

doi = "10.1111/fima.12477",

language = "English",

journal = "Financial Management",

issn = "0046-3892",

publisher = "Wiley-Blackwell",

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TY - JOUR

T1 - Probability weighting and equity premium prediction

T2 - Investing with optimism

AU - Azimi, Mehran

AU - Ghazi, Soroush

AU - Schneider, Mark

PY - 2024

Y1 - 2024

KW - equity premium

KW - investment

KW - optimism

KW - probability weighting

KW - Sharpe ratio

UR - https://www.scopus.com/pages/publications/85208278776

UR - https://www.scopus.com/pages/publications/85208278776#tab=citedBy

U2 - 10.1111/fima.12477

DO - 10.1111/fima.12477

M3 - Article

AN - SCOPUS:85208278776

SN - 0046-3892

JO - Financial Management

JF - Financial Management

ER -

Probability weighting and equity premium prediction: Investing with optimism

ASJC Scopus Subject Areas

Keywords

Access to Document

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