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Portfolio choice and mortality-contingent claims : the general HARA case
Huang, Huaxiong; Milevsky, Moshe Arye - In: Journal of banking & finance 32 (2008) 11, pp. 2444-2452
Persistent link: https://www.econbiz.de/10003787225
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Risk preferences under price uncertainties and production risk : a note
Alghalith, Moawia - In: Economic modelling 23 (2006) 3, pp. 387-390
Persistent link: https://www.econbiz.de/10003333364
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Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)/ C. C. Wu, Jack C. Lee
Wu, C. C.; Lee, Jack C. - In: Economic modelling 24 (2007) 2, pp. 329-349
Persistent link: https://www.econbiz.de/10003415673
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How loss averse are investors in financial markets?
Hwang, Soosung; Satchell, Steve E. - In: Journal of banking & finance 34 (2010) 10, pp. 2425-2438
Persistent link: https://www.econbiz.de/10008858348
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Preference heterogeneity and asset prices : an exact solution
Weinbaum, David - In: Journal of banking & finance 34 (2010) 9, pp. 2238-2246
Persistent link: https://www.econbiz.de/10008746567
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Nonlinear mean reversion in stock prices
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of banking & finance 32 (2008) 5, pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
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The safety first expected utility model : experimental evidence and economic implications
Levy, Haim; Levy, Moshe - In: Journal of banking & finance 33 (2009) 8, pp. 1494-1506
Persistent link: https://www.econbiz.de/10003855555
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Optimal asset allocation under linear loss aversion
Fortin, Ines; Hlouskova, Jaroslava - In: Journal of banking & finance 35 (2011) 11, pp. 2974-2990
Persistent link: https://www.econbiz.de/10009374686
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The volatility of consumption-based stochastic discount factors and economic cycles
Nieto Domenech, Belen; Rubio, Gonzalo - In: Journal of banking & finance 35 (2011) 9, pp. 2197-2216
Persistent link: https://www.econbiz.de/10009247241
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Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
Chabi-Yo, Fousseni - In: Journal of banking & finance 35 (2011) 8, pp. 1971-1983
Persistent link: https://www.econbiz.de/10009247371