1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/19283
DC FieldValueLanguage
dc.contributor.authorEllina, Polina-
dc.contributor.authorMascarenhas, Briance-
dc.contributor.authorTheodossiou, Panayiotis-
dc.date.accessioned2020-10-27T12:58:46Z-
dc.date.available2020-10-27T12:58:46Z-
dc.date.issued2020-09-
dc.identifier.citationJournal of Behavioral and Experimental Finance, 2020, vol. 27, articl. no. 100333en_US
dc.identifier.issn22146350-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/19283-
dc.description.abstractA unifying probabilistic framework is developed to analyze and compare the impact of the psychological biases of overconfidence and underconfidence on managerial perceptions about the expected value, overall risk, downside risk, value-at-risk and expected shortfall of decision-making economic variables. The results depict that overconfident managers overestimate their expected values and underestimate downside risk, VaR and ES of decision-making variables. Underconfident managers, on the other hand, underestimate their expected values and overestimate downside risk, value-at-risk, and expected shortfall.en_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofJournal of Behavioral and Experimental Financeen_US
dc.rights© Elsevieren_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectDownside risken_US
dc.subjectExpected shortfallen_US
dc.subjectProbability miscalibrationen_US
dc.subjectPsychological biasesen_US
dc.subjectSkewed normal distributionen_US
dc.subjectValue-at-risken_US
dc.titleClarifying managerial biases using a probabilistic frameworken_US
dc.typeArticleen_US
dc.collaborationCyprus University of Technologyen_US
dc.collaborationRutgers Universityen_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsSubscriptionen_US
dc.countryCyprusen_US
dc.countryUnited Statesen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1016/j.jbef.2020.100333en_US
dc.relation.volume27en_US
cut.common.academicyear2020-2021en_US
item.fulltextNo Fulltext-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.openairetypearticle-
item.languageiso639-1en-
crisitem.journal.journalissn2214-6350-
crisitem.journal.publisherElsevier-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Management and Economics-
crisitem.author.facultyFaculty of Management and Economics-
crisitem.author.orcid0000-0001-5556-2594-
crisitem.author.parentorgFaculty of Management and Economics-
crisitem.author.parentorgFaculty of Management and Economics-
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