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Investment decisions when utility depends on wealth and other attributes
Grant, Andrew; Satchell, Stephen - In: Quantitative finance 20 (2020) 3, pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
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A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Liang, Zongxia; Liu, Yang; Ma, Ming; Vinoth, Rahul Pothi - In: Quantitative finance 24 (2024) 2, pp. 281-303
Persistent link: https://www.econbiz.de/10014551987
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Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
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Loss aversion in an agent-based asset pricing model
Pruna, Radu T.; Polukarov, Maria; Jennings, Nick - In: Quantitative finance 20 (2020) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10012194866
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Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon; Simonato, Jean-Guy - In: Quantitative finance 22 (2022) 7, pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
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Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka - In: Quantitative finance 22 (2022) 5, pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
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Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican - In: Quantitative finance 24 (2024) 6, pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
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Sell in May and go away : the evidence in the international equity index futures markets
Dzhabarov, Constantine; Ziegler, Alexandre; Ziemba, … - In: Quantitative finance 18 (2018) 2, pp. 171-181
Persistent link: https://www.econbiz.de/10011905853
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Asset volatility with prospect theory investors
Bekierman, Jeremias - In: Quantitative finance 19 (2019) 4, pp. 533-543
Persistent link: https://www.econbiz.de/10012194695
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The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun; Li, Shu-Hui - In: Quantitative finance 19 (2019) 8, pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792