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The Shape of Utility Functions and Organizational Behavior

Pennings, J.M.E.; Smidts, Smidts, A. - Erasmus Research Institute of Management (ERIM), … - 2002

Based on measurements with 332 owner-managers, the global shape of the utility function (i.e., S-shaped versus concave or convex over the total range of outcomes) appears to discriminate organizational behavior. Whereas the degree of risk aversion, based on the local shape of the utility...

Persistent link: https://www.econbiz.de/10010837620

The Value of Health

Bleichrodt, Bleichrodt, H. - Erasmus Research Institute of Management (ERIM), … - 2008

Economic evaluations of health care can help to make better medical decisions. Decisions about life and death. Our current methods are wrong. Reality is different from what we did believe. Policy decisions based on our current tools are not at all in the best interests of patients. We,...

Persistent link: https://www.econbiz.de/10010730467

Does Risk Seeking Drive Asset Prices? A stochastic dominance analysis of aggregate investor preferences

Post, Post, G.T.; Levy, Levy, H. - Erasmus Research Institute of Management (ERIM), … - 2002

portfolio relative to benchmark portfolios based on market capitalization, book-to-market equity ratio and momentum. We use …

Persistent link: https://www.econbiz.de/10010731271

Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes

Vliet, Pim van; Blitz, Blitz, D.C. - Erasmus Research Institute of Management (ERIM), … - 2008

little attention in the existing literature. Our main finding is that momentum and value strategies applied to GTAA across … bottom-quartile portfolio based on a combination of momentum and value signals we find a return of 12% per annum over the …

Persistent link: https://www.econbiz.de/10010730936

The Success Of Stock Selection Strategies In Emerging Markets: Is It Risk Or Behavioral Bias?

van Dijk, Dick; van der Hart, J.; de Zwart, de Zwart, G.J. - Erasmus Research Institute of Management (ERIM), … - 2005

significant excess returns of selection strategies based on value, momentum and earnings revisions indicators. The findings for … value and momentum strategies are consistent with the evidence from developed markets supporting behavioral explanations. In … portfolio formation, setting this strategy apart from momentum strategies. …

Persistent link: https://www.econbiz.de/10010731276