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Nash equilibrium strategy for a multi-period mean-variance portfolio selection problem with regime switching
Wu, Huiling; Chen, Hua - In: Economic modelling 46 (2015), pp. 79-90
Persistent link: https://www.econbiz.de/10011436534
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Is gold different for risk-averse and risk-seeking investors? : an empirical analysis of the Shanghai Gold Exchange
Hoang, Thi Hong Van; Wong, Wing Keung; Zhu, Zhenzhen - In: Economic modelling 50 (2015), pp. 200-211
Persistent link: https://www.econbiz.de/10011440507
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The banking firm and risk taking in a two-moment decision model
Broll, Udo; Guo, Xu; Welzel, Peter; Wong, Wing Keung - In: Economic modelling 50 (2015), pp. 275-280
Persistent link: https://www.econbiz.de/10011440571
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Production and hedging decisions under regret aversion
Guo, Xu; Wong, Wing Keung; Xu, Qunfang; Zhu, Xuehu - In: Economic modelling 51 (2015), pp. 153-158
Persistent link: https://www.econbiz.de/10011475866
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Mental accounts with horizon and asymmetry preferences
Hübner, Georges; Lejeune, Thomas - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163929
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The impact of hedging on risk-averse agents’ output decisions
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Economic modelling 104 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013164193
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A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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Risk aversion, informative noise trading, and long-lived information
Zhou, Deqing; Zhen, Fang - In: Economic modelling 97 (2021), pp. 247-254
Persistent link: https://www.econbiz.de/10012793421
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Precautionary saving in mean-variance models and different sources of risk
Vergara, Marcos; Bonilla, Claudio A. - In: Economic modelling 98 (2021), pp. 280-289
Persistent link: https://www.econbiz.de/10012793897
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A time-varying hedonic approach to quantifying the effects of loss aversion on house prices
Greenaway-McGrevy, Ryan; Sorensen, Kade - In: Economic modelling 99 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012795792