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Framing the default option right

Meunier, Luc; Bashirzadeh, Yashar; Ohadi, Sima - In: Journal of behavioral decision making 37 (2024) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10015154585

Homo indifferencus : effects of unavailable options on preference construction

Polman, Evan; Stough, Rusty A. - In: Journal of behavioral decision making 36 (2023) 4, pp. 1-10

Persistent link: https://www.econbiz.de/10014337225

Applications of behavioral finance to entrepreneurs and venture capitalists : decision making under risk and uncertainty in futures and options markets

Mattos, Fabio; García, Philip - In: Advances in entrepreneurial finance : with applications …, (pp. 141-172). 2011

Persistent link: https://www.econbiz.de/10009512529

Belief distortion near 52W high and low : evidence from Indian equity options market

Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 43 (2023) 11, pp. 1531-1558

Persistent link: https://www.econbiz.de/10014432915

Essays on derivative pricing and mutual fund manager behavior

Marquardt, Sina - 2014

Persistent link: https://www.econbiz.de/10010436531

Illegally backdated stock options

Shichor, David; Pontell, Henry N.; Geis, Gilbert - In: Economic crisis and crime, (pp. 127-142). 2011

Persistent link: https://www.econbiz.de/10009313174

Reversing the negative skewness of value portfolios with power-log optimization and options, produces smaller drawdowns and higher risk-adjusted returns

Kale, Jivendra K.; Lim, Tee - In: International journal of financial engineering 6 (2019) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012028870

Bewertung und kognitive Wahrnehmung von Realoptionen : simulationsbasierte und experimentelle Analysen im Kontext der Energiewirtschaft

Werker, Simon - 2016

Persistent link: https://www.econbiz.de/10011420318

Rationality parameter for exercising American put

Gad, Kamille Sofie Tågholt; Pedersen, Jesper Lund - In: Risks : open access journal 3 (2015) 2, pp. 103-111

In this paper, irrational exercise behavior of the buyer of an American put is characterized by a single parameter. We model irrational exercise rules as the first jump time of a point processes with stochastic intensity. By the rationality parameter, we parameterize a family of stochastic...

Persistent link: https://www.econbiz.de/10011299530

Smaller drawdowns, higher average and risk-adjusted returns for equity portfolios, using options and power-log optimization based on a behavioral model of investor preferences

Kale, Jivendra K.; Lim, Tee - In: The journal of investment strategies 9 (2020) 2, pp. 15-31

Persistent link: https://www.econbiz.de/10012597136