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Risk perception and diversification behaviour in investment decisions
Siebenmorgen, Niklas - 2001
Persistent link: https://www.econbiz.de/10001553464
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The performance of model based option trading strategies
Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
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Focusing on Volatility Information Instead of Portfolio Weights as an Aid to Investor Decisions
Ehm, Christian - 2020
the same portfolio weights independently of the volatility of the risky asset. This “percentage heuristic” can lead to … weights unknown leads to greater similarity in levels of portfolio volatility (across different levels of risk of the risky …
Persistent link: https://www.econbiz.de/10012856501
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A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
Baker, Malcolm P. - 2013
: Over the past 40 years, high volatility and high beta stocks in U.S. markets have substantially underperformed low … volatility and low beta stocks. We propose an explanation that combines the average investor's preference for risk and the … with several aspects of the low volatility anomaly including why it has only strengthened even as institutional investors …
Persistent link: https://www.econbiz.de/10013080027
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Focusing on volatility information instead of portfolio weights as an aid to investor decisions
Ehm, Christian; Laudenbach, Christine; Weber, Martin - In: Experimental economics : a journal of the Economic … 21 (2018) 2, pp. 457-480
Persistent link: https://www.econbiz.de/10011941945
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False safe haven assets : evidence from the target volatility strategy based on recurrent neural network
Kaczmarek, Tomasz; Będowska-Sójka, Barbara; Grobelny, … - In: Research in international business and finance 60 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013412442
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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
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Descriptive aspects of asset allocation decisions
Klos, Alexander - 2003
Persistent link: https://www.econbiz.de/10001818346
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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
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Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924
Persistent link: https://www.econbiz.de/10014565279