Journal of Business Research · 2019 · 24 citations · 59 references
BusinessBusiness EconomicsEconomicsBehavioral EconomicsBehavioral FinanceFinancial EconomicsAsset Pricing TheoryAsset Return ModelingFactor ModelsProspect TheoryRisk AversionRisk-return AnalysisFactor Pricing ModelsFama-french Five-factor ModelMulti-factor Asset Pricing ModelsOriginal Prospect TheoryProspect Theory ApplicationsProspect Theory CalibrationStock Market Returns
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Prospect Theory: An Analysis of Decision under Risk
Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text