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Heterogeneity of Investors and Asset Pricing in a Risk-Value World
Franke, Günter; Weber, Martin - Universität <Mannheim> / Lehrstuhl für Allgemeine … - 2002
Portfolio choice and the implied asset pricing are usually derived assumingmaximization of expected utility. In this Paper, they are derived from risk-value models that generalize the Markowitz-model. We use a behaviourally-based risk measure with an endogenous or exogenous benchmark...
Persistent link: https://www.econbiz.de/10005844820
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A cognitive foundation for perceiving uncertainty
Bohren, J. Aislinn; Hascher, Josh; Imas, Alex; … - 2024
Persistent link: https://www.econbiz.de/10015078774
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Heterogeneity of Investors and Asset Pricing in a Risk-Value World
Franke, Günter; Weber, Martin - 2001
Persistent link: https://www.econbiz.de/10010324093
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Does commitment or feedback influence myopic loss aversion? : an experimental analysis
Langer, Thomas; Weber, Martin - In: Journal of economic behavior & organization : JEBO 67 (2008) 3/4, pp. 810-819
Persistent link: https://www.econbiz.de/10003763568
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How riskily do I invest? : the role of risk attitudes, risk perceptions, and overconfidence
Nosić, Alen; Weber, Martin - In: Decision analysis : a journal of the Institute for … 7 (2010) 3, pp. 282-301
Persistent link: https://www.econbiz.de/10008663521
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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2010
"We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary policy. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility ("uncertainty"), and analyze their dynamic interactions with monetary...
Persistent link: https://www.econbiz.de/10008669382
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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2010
Persistent link: https://www.econbiz.de/10008807668
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Rational decision making
Eisenführ, Franz; Weber, Martin; Langer, Thomas - 2010
Publisher's description: ``Describes basic concepts of rational decision making and decision analysis to the reader … -- offers insights that help to systematically analyze decision making problems in professional and private life and helps the … decision making processes in various fields such as economics, politics, and medicine as well as in personal life. Areas of …
Persistent link: https://www.econbiz.de/10008656972
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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2013
Persistent link: https://www.econbiz.de/10009766337
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Who takes risks when and why : determinants of changes in investor risk taking
Weber, Martin; Weber, Elke U.; Nosić, Alen - In: Review of finance : journal of the European Finance … 17 (2013) 3, pp. 847-883
Persistent link: https://www.econbiz.de/10009754909