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~subject:"CAPM"
~subject:"Entscheidung"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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1
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
2
Can unpredictable risk exposure be priced?
Barahona, Ricardo
;
Driessen, Joost
;
Frehen, Rik
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 522-544
Persistent link: https://www.econbiz.de/10012693684
Saved in:
3
Ambiguity, long-run risks, and asset prices in continuous time
Ruan, Xinfeng
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
Saved in:
4
Does prospect theory explain Bowman's paradox in Asian emerging markets?
Khan, Asad
;
Khan, Muhammad Ibrahim
;
Ur Rehman, Zia
; …
- In:
Managerial finance
48
(
2022
)
7
,
pp. 1029-1046
Persistent link: https://www.econbiz.de/10013353189
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5
Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.
;
Fiori, Anna Maria
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
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6
Theory of decisions by intra-dimensional comparisons
Tserenjigmid, Gerelt
- In:
Journal of economic theory
159
(
2015
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011549108
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7
Theory of generalized risk attitudes
Gustafsson, Janne
- In:
Decision analysis : a journal of the Institute for …
12
(
2015
)
4
,
pp. 205-227
Persistent link: https://www.econbiz.de/10011421391
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8
Evidence for implicit risk : delay facilitates the processing of uncertainty
Bixter, Michael T.
;
Luhmann, Christian C.
- In:
Journal of behavioral decision making
28
(
2015
)
4
,
pp. 347-359
Persistent link: https://www.econbiz.de/10011482718
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9
Decisions from experience : from monetary to medical gambles
Lejarraga, Tomás
;
Pachur, Thorsten
;
Frey, Renato
; …
- In:
Journal of behavioral decision making
29
(
2016
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10011485191
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10
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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