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Myopic loss aversion and the equity premium puzzle reconsidered
Durand, Robert B.; Lloyd, Paul; Hong, Wee Tee - In: Finance research letters 1 (2004) 3, pp. 171-177
Persistent link: https://www.econbiz.de/10003307285
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Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René; Renault, Eric; Semenov, Andrei - In: Finance research letters 3 (2006) 3, pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
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A simulation-based algorithm for American executive stock option valuation
León Valle, Ángel Manuel; Vaello-Sebastià, Antoni - In: Finance research letters 7 (2010) 1, pp. 14-23
Persistent link: https://www.econbiz.de/10003972383
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Investment option under CIR interest rates
Carmona, Julio; León Valle, Ángel Manuel - In: Finance research letters 4 (2007) 4, pp. 242-253
Persistent link: https://www.econbiz.de/10003702518
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Risk aversion under preference uncertainty
Kräussl, Roman; Lucas, André; Siegmann, Adriaan Hendrik - In: Finance research letters 9 (2012) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10009575398
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Insurance demand and first-order risk increases under [my, sigma]-preferences revisited
Eichner, Thomas; Wagener, Andreas - In: Finance research letters 11 (2014) 4, pp. 326-331
Persistent link: https://www.econbiz.de/10011300447
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Can ambiguity aversion solve the equity premium puzzle? : survey evidence from international data
Rieger, Marc Oliver; Wang, Mei - In: Finance research letters 9 (2012) 2, pp. 63-72
Persistent link: https://www.econbiz.de/10009615900
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Risk aversion and price limits in futures markets
Chou, Pin-huang; Lin, Mei-Chen; Yu, Min-Teh - In: Finance research letters 2 (2005) 3, pp. 173-184
Persistent link: https://www.econbiz.de/10003099275
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The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro - In: Finance research letters 39 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
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Uncertainty aversion, carry trades and agent heterogeneity in the FX market
Li, Xiaoping; Tong, Bin; Zhou, Chunyang - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484075