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Cost of capital and regulator's preferences : investigation into a new method of estimating regulatory beta
Sancetta, Alessio (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153214
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Continuous cumulative prospects theory and individual asset allocation
Davies, Greg B. (contributor); Satchell, Stephen (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002457755
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The behavioural components of risk aversion
Davies, Greg B. (contributor); Satchell, Stephen (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002395969
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A loss aversion performance measure
Farah, Nathalie (contributor); Satchell, Stephen (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
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Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
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Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
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Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123