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Chapter 22. The Behavior of Individual Investors

Barber, Brad M.; Odean, Terrance - 2013

We provide an overview of research on the stock trading behavior of individual investors. This research documents that individual investors (1) underperform standard benchmarks (e.g. a low-cost index fund), (2) sell winning investments while holding losing investments (the “disposition...

Persistent link: https://www.econbiz.de/10014025356

Risk, ambiguity, and the value of diversification

Berger, Loïc; Eeckhoudt, Louis R. - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1639-1647

Persistent link: https://www.econbiz.de/10012506017

Hedging role of stablecoins

Kakinuma, Yosuke - In: Intelligent systems in accounting, finance & management 30 (2023) 1, pp. 19-28

Persistent link: https://www.econbiz.de/10014251109

Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic

Abuzayed, Bana; Al-Fayoumi, Nedal - In: Applied economics 55 (2023) 36, pp. 4228-4238

Persistent link: https://www.econbiz.de/10014299624

An application of ADCC-GARCH and wavelet coherence to explore connectedness between stock markets and cryptocurrencies

Jana, Susovon; Pandey, Krishna Dayal; Sahu, Tarak Nath - In: International journal of electronic finance : IJEF 13 (2024) 2, pp. 168-195

Persistent link: https://www.econbiz.de/10015064350

Hedging under an expected loss constraint with small transaction costs

Bouchard, Bruno; Moreau, Ludovic; Soner, Halil Mete - 2014

We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is … very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small …

Persistent link: https://www.econbiz.de/10010442924

Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach

Newton, David P.; Platanakis, Emmanouil; Stafylas, Dimitrios - In: The British accounting review : the journal of the … 53 (2021) 5, pp. 1-22

Persistent link: https://www.econbiz.de/10013041238

The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks

Racicot, François-Éric; Théoret, Raymond; Gregoriou, … - In: International review of economics & finance : IREF 72 (2021), pp. 289-318

Persistent link: https://www.econbiz.de/10012671925

The influence of Bitcoin on portfolio diversification and design

Akhtaruzzaman, Md.; Sensoy, Ahmet; Corbet, Shaen - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484864

Safe haven, hedge and diversification for G7 stock markets : gold versus bitcoin

Shahzad, Syed Jawad Hussain; Bouri, Elie; Roubaud, David; … - In: Economic modelling 87 (2020), pp. 212-224

Persistent link: https://www.econbiz.de/10012416442

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