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Bubble-crash experience and investment styles of mutual fund managers

Luo, Deming; Yao, Zhongwei; Zhu, Yanjian - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013494266

Asset Allocations in a Thai Defined Contribution Fund : A Behavioural Experiment Conditioned on Financial Expertise

Budsaratragoon, Pornanong - 2015

strong preferences for time liquidity diversification, provide challenges for TGPF managers to increase their financial …

Persistent link: https://www.econbiz.de/10013013392

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

Asymmetric suppliers' Optimal investment timing decisions

Kumar, Manoj - In: Eurasian journal of business and economics : EJBE 12 (2019) 23, pp. 97-124

Persistent link: https://www.econbiz.de/10012225598

Three essays on behavioural finance

Hemmens, Christopher - 2017

The fact that human economic behaviour has a significant irrational element - one that is simultaneously hard-to-explain and highly predictable - has fascinated economists for decades from Fechner, 1860 to Shiller, 2005 and beyond. In this dissertation, I investigate the field from various...

Persistent link: https://www.econbiz.de/10011948369

Relative performance information in asset markets : an experimental approach

Schoenberg, Eric J.; Haruvy, Ernan - In: Journal of economic psychology : research in economic … 33 (2012) 6, pp. 1143-1155

Persistent link: https://www.econbiz.de/10009687439

Risk perception and diversification behaviour in investment decisions

Siebenmorgen, Niklas - 2001

Persistent link: https://www.econbiz.de/10001553464

Stochastic-Volatility, Jump-Diffusion Optimal Portfolio Problem with Jumps in Returns and Volatility

Hanson, Floyd B. - 2011

This paper treats the risk-averse optimal portfolio problem with consumption in continuous time for a stochastic-jump-volatility …, jump-diffusion (SJVJD) model of the underlying risky asset and the volatility. The new developments are the use of the …-amplitude distribution in volatility for the optimal portfolio problem. Although unlimited borrowing and short-selling play an important role …

Persistent link: https://www.econbiz.de/10013123110

Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique

Mitra, Pradip Kumar; Mascarenhas, Edward - In: International journal of business excellence : IJBEX 25 (2021) 4, pp. 474-490

Persistent link: https://www.econbiz.de/10012798425

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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