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Overconfidence, financial advice seeking and household portfolio under-diversification
Broekema, Stijn P. M.; Kramer, Marc M. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-15
data from the 2005 wave of the DNB Dutch Household Survey that provides us with detailed portfolio data of 257 investors … return and the return that could have been obtained by selecting a portfolio on the efficient frontier with equivalent risk …-perceptions in household financial decision-making. …
Persistent link: https://www.econbiz.de/10012796162
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Value and contrarian investment strategies : evidence from Indian stock market
Jagirdar, Sharneet Singh; Gupta, Pradeep Kumar - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-19
Value and contrarian investment strategies are two basic approaches which are widely used by investors worldwide. Both value and contrarian investment strategies are assumed to pick the same stocks even though the approach to picking the stocks is different. Furthermore, both investment...
Persistent link: https://www.econbiz.de/10014305797
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Subjective return expectations, perceptions, and portfolio choice
Calvo Pardo, Héctor F.; Oliver, Xisco; Arrondel, Luc - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-29
explained by dispersion in the latter. Consistent with portfolio choice models under incomplete information, a conditional risk …
Persistent link: https://www.econbiz.de/10012813258
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Stock market synchronization : the role of geopolitical risk
Kazi Sohag; Vasilyeva, Rogneda; Urazbaeva, Alina; … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-15
Russian market is the highest receiver. Since stock market synchronization is exposed to geopolitical risk, at the second … geopolitical risk (GPR). The findings affirm our proposition that GPR impedes TCI when it has a bullish state and a higher quantile …
Persistent link: https://www.econbiz.de/10013273439
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Integrated intellectual investment portfolio as an efficient instrument to manage personal financial investment
Rutkauskas, Aleksandras Vytautas; Stasytytė, Viktorija - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-22
sustainable individual or household portfolio. It can generate higher investment returns for an investor and, moreover, make the …
Persistent link: https://www.econbiz.de/10012813900
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The impact of tax preferences on the investment attractiveness of bonds for retail investors : the case of Russia
Boldyreva, Natalia B.; Reshetnikova, Liudmila G.; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/72, pp. 1-11
The impact of tax incentives on the investment attractiveness of bonds for retail investors is assessed in the article. The paper presents a comparative empirical analysis of investment attractiveness of Russian bonds and bank deposits for domestic retail investors. We identify investment...
Persistent link: https://www.econbiz.de/10012302606
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Household portfolio allocations : evidence on risk preferences from the household, income, and labour dynamics in Australia (HILDA) survey using Tobit models
Khan, Safdar Ullah; Ramella, Satyanarayana; Ur Rahman, Habib - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13
This study investigates intrahousehold risk preferences in household portfolio decision-making. Most household finance … data are collected at the household level, and it is challenging to come up with an explanation of risk-taking decisions …-taking attitude of partners matters in household portfolio allocations. Risk-averse males and their female counterparts invest less in …
Persistent link: https://www.econbiz.de/10013168986
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The compounding effect of investors' cognition and risk absorption potential on enhancing the level of interest towards investment in the domestic capital market
Behera, Yadav Devi Prasad; Nanda, Sudhansu Sekhar; … - In: Journal of risk and financial management : JRFM 14 (2021) 3/95, pp. 1-18
different characteristics of risk absorption affecting the investment decision making. The study also intended to find the … direct and the mediating impact of investors' cognition directly and through risk-absorption scenarios on the level of … responses from investors with risk-absorption characteristics from four strata of Odisha (a state of India) through a self …
Persistent link: https://www.econbiz.de/10012484524
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Optimizing stock market returns during global pandemic using regression in the context of Indian stock market
Debnath, Pradip; Srivastava, Hari M. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-10
Stock markets around the world experienced a massive collapse during the first wave of COVID-19. Roughly in the month of January 2021, the second wave of COVID-19 struck in India, reaching its peak in May, and by the end of May, the active cases started to decline. A third wave is again...
Persistent link: https://www.econbiz.de/10012627066
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Factor-based optimization of a fundamentally-weighted portfolio in the illiquid and undeveloped stock market
Zoričić, Davor; Dolinar, Denis; Lovretin Golubić, Zrinka - In: Journal of risk and financial management : JRFM 13 (2020) 12/302, pp. 1-12
specific and unobservable risk factors in the illiquid and undeveloped Croatian stock market is explored. Thus far, fundamental … performed to capture the underlying risk factors of the fundamentally-weighted portfolio in order to optimize the portfolio …'s performance by minimizing its volatility. Previous attempts focusing purely on portfolio risk reduction by estimating minimum …
Persistent link: https://www.econbiz.de/10012392422