Narrow search
Showing 1 - 10 of 74
Cover Image
Are more risk averse agents more optimistic?
Jouini, Elyès; Napp, Clotilde - In: Economics letters 101 (2008) 1, pp. 73-76
Persistent link: https://www.econbiz.de/10003787497
Cover Image
Risk aversion, order strategy and price formation
Wang, Ming-Chang; Zu, Lon-Ping; Kuo, Chau-jung - In: Applied economics 42 (2010) 4/6, pp. 627-640
This article provides a model of order-submission strategy and price formation by analysing the optimal behaviour of risk-averse uninformed traders. According to our inference, the market dynamically adjusts the bid/ask at any moment to generate enough price improvement return in order to cover...
Persistent link: https://www.econbiz.de/10003952148
Cover Image
A heterogeneous model of disposition effect
Hung, Mao-Wei; Yu, Hsiao-yuan - In: Applied economics 38 (2006) 18, pp. 2147-2157
Persistent link: https://www.econbiz.de/10003385844
Cover Image
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Cover Image
Is relative risk aversion constant? : a reintepretation of recent asset allocation findings at the micro level
Liu, Desu - In: Economics letters 117 (2012) 1, pp. 250-252
Persistent link: https://www.econbiz.de/10009697794
Cover Image
Gambling in contests with heterogeneous loss constraints
Seel, Christian - In: Economics letters 136 (2015), pp. 154-157
Persistent link: https://www.econbiz.de/10011436041
Cover Image
Gender differentiation in risk-taking behavior : on the relative risk aversion of single men and single women
Stark, Oded; Zawojska, Ewa - In: Economics letters 137 (2015), pp. 83-87
Persistent link: https://www.econbiz.de/10011436247
Cover Image
Observational equivalence and nonequivalence of subjective and robust mean-variance preferences
Wakai, Katsutoshi - In: Economics letters 124 (2014) 2, pp. 219-221
Persistent link: https://www.econbiz.de/10010493720
Cover Image
Risk attitudes and the stag-hunt game
Büyükboyacı, Mürüvvet - In: Economics letters 124 (2014) 3, pp. 323-325
Persistent link: https://www.econbiz.de/10010493984
Cover Image
The story of the moment : risk averse cypriot farmers respond to drought management
Groom, Benjamin; Koundouri, Phoebe; Nauges, Céline; … - In: Applied economics 40 (2008) 1/3, pp. 315-326
Persistent link: https://www.econbiz.de/10003721968