A tale of two investors : estimating risk aversion, optimism, and overconfidence
Year of publication: |
2012
|
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Authors: | Barone-Adesi, Giovanni ; Mancini, Loriano ; Shefrin, Hersh |
Publisher: |
Genève : Swiss Finance Inst. |
Subject: | Kapitaleinkommen | Capital income | Risikoaversion | Risk aversion | Vertrauen | Confidence | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Welt | World | 2002-2009 |
Extent: | Online-Ressource (PDF-Datei: 56, 10 S.) graph. Darst. |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 12,21 Swiss Finance Institute Research Paper ; No. 12-21 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.2139/ssrn.2060983 [DOI] |
Classification: | g02 ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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