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A cognitive foundation for perceiving uncertainty

Bohren, J. Aislinn; Hascher, Josh; Imas, Alex; … - 2024

Persistent link: https://www.econbiz.de/10015078774

Eisenführ, Franz; Weber, Martin; Langer, Thomas - 2010

Publisher's description: ``Describes basic concepts of rational decision making and decision analysis to the reader … -- offers insights that help to systematically analyze decision making problems in professional and private life and helps the … decision making processes in various fields such as economics, politics, and medicine as well as in personal life. Areas of …

Persistent link: https://www.econbiz.de/10008656972

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2013

Persistent link: https://www.econbiz.de/10009766337

International stock return comovements

Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2005

Persistent link: https://www.econbiz.de/10003273701

Why Does Myopia Decrease the Willingness to Invest? Is it Myopic Loss Aversion or Myopic Loss Probability Aversion?

Zeisberger, Stefan - 2011

For loss averse investors, a sequence of risky investments looks less attractive if it is evaluated myopically — an effect called myopic loss aversion (MLA). The consequences of this effect have been confirmed in several experiments and its robustness is largely undisputed. The effect's...

Persistent link: https://www.econbiz.de/10013134212

Risk, Uncertainty and Monetary Policy

Bekaert, Geert - 2010

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility ("uncertainty"), we find that a lax monetary policy decreases...

Persistent link: https://www.econbiz.de/10013137030

Risk, Uncertainty and Monetary Policy

Bekaert, Geert - 2012

We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary policy. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility (“uncertainty”), and analyze their dynamic interactions with...

Persistent link: https://www.econbiz.de/10013113166

Risk, Uncertainty and Monetary Policy

Bekaert, Geert - 2012

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility (“uncertainty”), we find that a lax monetary policy decreases...

Persistent link: https://www.econbiz.de/10013099439

Do Changes in Reporting Frequency Really Influence Investors’ Risk Taking Behavior? Myopic Loss Aversion Revisited

Zeisberger, Stefan - 2014

According to the behavioral concept of myopic loss aversion (MLA), investors are more willing to take risks if they are less frequently informed about their portfolio performance. This prediction of MLA has been confirmed in various experimental studies and the conclusion has been drawn that...

Persistent link: https://www.econbiz.de/10013068431

Risk, Uncertainty and Monetary Policy

Bekaert, Geert - 2015

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility (“uncertainty”), we find that a lax monetary policy decreases...

Persistent link: https://www.econbiz.de/10013039100