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Robust portfolios with commodities and stochastic interest rates
Chen, Junhe; Davison, Matt; Escobar, Marcos; Zafari, Golara - In: Quantitative finance 21 (2021) 6, pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
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Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
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Optimal pricing in the online betting market
Montone, Maurizio - In: Journal of economic behavior & organization : JEBO 186 (2021), pp. 344-363
Persistent link: https://www.econbiz.de/10012656788
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Coupled lotteries - a new method to analyze inequality aversion
Koch, Melanie; Menkhoff, Lukas; Schmidt, Ulrich - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 236-256
Persistent link: https://www.econbiz.de/10013186392
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Ambiguity, asset illiquidity, and price variability
Zhou, Tong - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 280-292
Persistent link: https://www.econbiz.de/10013186402
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Mean-variance portfolio selection with non-negative state-dependent risk aversion
Wang, Tianxiao; Zhuo, Jin; Wei, Jiaqin - In: Quantitative finance 21 (2021) 4, pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
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Characterizing ambiguity attitudes using model uncertainty
Berger, Loïc; Bosetti, Valentina - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 621-637
Persistent link: https://www.econbiz.de/10012487473
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An experimental test of the under-annuitization puzzle with smooth ambiguity and charitable giving
Albis, Hippolyte d’; Attanasi, Giuseppe; Thibault, … - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 694-717
Persistent link: https://www.econbiz.de/10012487500
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Are insurance and self-insurance substitutes? : an experimental approach
Pannequin, François; Corcos, Anne; Montmarquette, Claude - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 797-811
Persistent link: https://www.econbiz.de/10012487560
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Do you trust your insurer? : ambiguity about contract nonperformance and optimal insurance demand
Peter, Richard; Ying, Jie - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 938-954
Persistent link: https://www.econbiz.de/10012487638