Narrow search
Showing 1 - 10 of 795
Cover Image
Signaling quality with return insurance : theory and empirical evidence
Zhang, Chong; Yu, Man; Chen, Jian - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5847-5867
Persistent link: https://www.econbiz.de/10013371126
Cover Image
Finding common ground when experts disagree : belief dominance over portfolios of alternatives
Baker, Erin; Bosetti, Valentina; Salo, Ahti A. - 2016
We address the problem of choosing a portfolio of policies under "deep uncertainty." We introduce the idea of belief dominance as a way to derive a set of non-dominated portfolios and robust individual alternatives. Our approach departs from the tradition of providing a single recommended...
Persistent link: https://www.econbiz.de/10011504367
Cover Image
Portfolio selection with narrow framing : probability weighting matters
De Giorgi, Enrico; Legg, Shane - 2009 - This version: June 9, 2009
This paper shows that the framework proposed by Barberis and Huang (2009) to incorporate narrow framing and loss aversion into dynamic models of portfolio choice and asset pricing can be extended to also account for probability weighting and for a value function that is convex on losses and...
Persistent link: https://www.econbiz.de/10003970464
Cover Image
Supplier diversification under buyer risk
Chod, Jiri; Trichakis, Nikolaos; Tsoukalas, Gerry - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3150-3173
Persistent link: https://www.econbiz.de/10012039982
Cover Image
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick - 2012
Persistent link: https://www.econbiz.de/10009681375
Cover Image
The cost of overconfidence in public information
Hwang, Soosung; Cho, Youngha; Noh, Sanha - In: International review of financial analysis 79 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013350049
Cover Image
The economic value of distributional timing
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2006
We evaluate how non-normality of asset returns and the temporal evolution of volatility and higher moments affects the conditional allocation of wealth. We show that if one neglects these aspects, as would be the case in a mean-variance allocation, a sighifiant cost would arise. The performance...
Persistent link: https://www.econbiz.de/10003548056
Cover Image
Return predictability following different drivers of large price changes
Patel, Vinay; Michayluk, David - In: International review of financial analysis 45 (2016), pp. 202-214
Persistent link: https://www.econbiz.de/10011581972
Cover Image
Mutual funds and risk disclosure : information content of fund prospectuses
Krakow, Jonathan; Schäfer, Timo - 2020
Mutual funds are mandated by the Securities and Exchange Commission (SEC) to disclose information on their investment … that regular content-based updates of the disclosed risks provide relevant information in predicting future fund … performance. Investors, however, do not react to this new information but rather to the content's informativeness. Finally, using …
Persistent link: https://www.econbiz.de/10012271034