@unpublished{publication-5694, author={Levy, Haim and De Giorgi, Enrico and Hens, Thorsten}, institution={University of Zurich}, issn={1424-0459}, number={No. 157}, series={Working paper series / Institute for Empirical Research in Economics}, title={Prospect Theory and the CAPM: A contradiction or coexistence?}, year=2003, }