Risk aversion in a dynamic asset allocation experiment
Year of publication: |
2019
|
---|---|
Authors: | Brocas, Isabelle ; Carrillo, Juan D. ; Giga, Aleksandar ; Zapatero, Fernando |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 5, p. 2209-2232
|
Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Allokationseffizienz | Allocative efficiency | Experiment |
-
Auctions under payoff uncertainty : the case with heterogeneous bidder-aversion to downside risk
Hu, Audrey Xianhua, (2008)
-
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús, (2014)
-
Equilibrium play and best response to (stated) beliefs in normal form games
Rey-Biel, Pedro, (2009)
- More ...
-
Skewness Seeking in a Dynamic Portfolio Choice Experiment
Brocas, Isabelle, (2018)
-
Skewness seeking in a dynamic portfolio choice experiment
Brocas, Isabelle, (2016)
-
Risk aversion in a dynamic asset allocation experiment
Brocas, Isabelle, (2015)
- More ...