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Illusion of expertise in portfolio decisions : an experimental approach

Fellner, Gerlinde; Güth, Werner; Maciejovsky, Boris - 2001

Overall, 72 subjects invest their endowment in four risky assets. Each com-bination of assets yields the same expected return and variance of returns. Illusion of expertise prevails when one prefers nevertheless the self-selected portfolio. After being randomly assigned to groups of four...

Persistent link: https://www.econbiz.de/10011408429

Descriptive aspects of asset allocation decisions

Klos, Alexander - 2003

Persistent link: https://www.econbiz.de/10001818346

Robo-advising : learning investors' risk preferences via portfolio choices

Alsabah, Humoud; Capponi, Agostino; Lacedelli, Octavio Ruiz - In: Journal of financial econometrics 19 (2021) 2, pp. 369-392

Persistent link: https://www.econbiz.de/10012620056

An alternative approach to portfolio selection problem via stochastic differential delay equations

Viaşu, Ioana - In: Review of economic studies and research Virgil Madgearu 8 (2015) 2, pp. 125-136

Persistent link: https://www.econbiz.de/10011719883

An explicit solution for a portfolio selection problem with stochastic volatility

Sandjo, Albert Nana; Colin, Fabrice; Moutari, Salissou - In: Journal of mathematical finance 7 (2017) 1, pp. 199-218

Persistent link: https://www.econbiz.de/10011658467

Risikopräferenzen für zeitoptimale Portfolioselektion

Bouzaima, Martin - 2010

Einführung -- Eine Entscheidungstheorie für zeitoptimale Entscheidungen -- Risikoneigung über Zielerreichungszeiten - Eine Analyse auf Basis der klassischen Zeitpräferenztheorie -- Risikoneigung über Zielerreichungszeiten - Eine Analyse auf Basis eines neuen St. Petersburg-Spiels --...