The University of Southampton

Radu Pruna 

Postgraduate, full-time research


Pruna, Radu, Polukarov, Maria and Jennings, Nicholas (2017) An asset pricing model with loss aversion and its stylized facts. In 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE. 8 pp. (doi:10.1109/SSCI.2016.7850003).

Pruna, Radu T., Polukarov, Maria and Jennings, Nicholas R. (2017) Avoiding regret in an agent-based asset pricing model. Finance Research Letters. (doi:10.1016/


Share this profile FacebookGoogle+TwitterWeibo

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.