Open AccessThe Irrational Behaviour of Using Risk Control with Momentum Strategy During a Bullish Market Trend, an Example of Asymmetric Volatility Bias and Loss Aversion
Author(s) -
Massimiliano di Toro
Publication year - 2022
Publication title -
international journal of research and review
Language(s) - English
Resource type - Journals
eISSN - 2454-2237
pISSN - 2349-9788
DOI - 10.52403/ijrr.20221053
Subject(s) - volatility (finance) , economics , econometrics , volatility risk , loss aversion , irrational number , prospect theory , implied volatility , momentum (technical analysis) , financial economics , stochastic volatility , risk aversion (psychology) , volatility smile , volatility risk premium , expected utility hypothesis , microeconomics , mathematics , geometry
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