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Do mutual funds herd in industries
Celiker, Umut; Chowdhury, Jaideep; Sonaer, Gokhan - In: Journal of banking & finance 52 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10011377289
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Thin trading and its impact upon herding : the case of Israel
Andronikidi, Aikaterini; Kallinterakis, Vasileios - In: Applied economics letters 17 (2010) 16/18, pp. 1805-1810
Persistent link: https://www.econbiz.de/10009232140
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre; Daniel, Kent; Sağlam, Mehmet - In: Journal of financial economics 136 (2020) 2, pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
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Quadratic variance swap models
Filipović, Damir; Gourier, Elise; Mancini, Loriano - In: Journal of financial economics 119 (2016) 1, pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle; Santos, André A. P.; Ruiz, Esther - In: Journal of banking & finance 118 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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The delegated portfolio management problem : reputation and herding
Villatoro, Félix - In: Journal of banking & finance 33 (2009) 11, pp. 2062-2069
Persistent link: https://www.econbiz.de/10003892216
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Overconfidence in investment decisions : an experimental approach
Dittrich, Dennis; Güth, Werner; Maciejovsky, Boris - 2001
We experimentally test overconfidence in investment decisions by offering participants the possibility to substitute their own for alternative investment choices. Overall, 149 subjects participated in two experiments, one with just one risky asset, the other with two risky assets. Overconfidence...
Persistent link: https://www.econbiz.de/10011408444