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Risk preferences, investor sentiment and lottery stocks : a stochastic dominance approach

Fong, Wai-mun - In: The journal of behavioral finance : a publication of … 14 (2013) 1, pp. 42-52

Persistent link: https://www.econbiz.de/10009744996

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

Escudero, Laureano F.; Garín, María Araceli; Merino, … - 2015

Persistent link: https://www.econbiz.de/10010506751

Risk perception and diversification behaviour in investment decisions

Siebenmorgen, Niklas - 2001

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

Asset Price Volatility and Investment Horizons : An Experimental Investigation

Anufriev, Mikhail - 2020

We study the effects of the investment horizon on asset price volatility using a Learning to Forecast experiment. We … investment horizons such bubbles do not emerge and price volatility tends to be lower. This is due to the fact that, for longer … relatively stable before participants start their prediction task, price volatility remains small, with prices close to their …

Persistent link: https://www.econbiz.de/10012825408

Asset price volatility and investment horizons : an experimental investigation

Anufriev, Mikhail; Chernulich, Aleksei; Tuinstra, Jan - In: Journal of economic behavior & organization : JEBO 193 (2022), pp. 19-48

Persistent link: https://www.econbiz.de/10013189883

Market risk aversion under volatility shifts : an experimental study

Aragó, V.; Barreda Tarrazona, Iván J.; Breaban, Adriana; … - In: International review of economics & finance : IREF 80 (2022), pp. 552-568

Persistent link: https://www.econbiz.de/10013342631

Limiting experiments for panel-data and jump-diffusion models

Gaia Becheri, Irene - 2012

This work concerns the theory of limiting experiments and its use in econometrics. In Chapter 2, we consider jump …

Persistent link: https://www.econbiz.de/10009733173

Investors' behavior in alternative asset classes

Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: Spoudai : journal of economics and business 72 (2022) 3/4, pp. 3-55

investor personae in the Behavioral Finance literature, namely, the Cumulative Prospect Theory, the Markowitz and the Loss …

Persistent link: https://www.econbiz.de/10014246136

Skewness-seeking behavior and financial investments

Benuzzi, Matteo; Ploner, Matteo - In: Annals of finance 20 (2024) 1, pp. 129-165

Persistent link: https://www.econbiz.de/10014566400

Communication asset risk : how the format of historic volatility information affects risk perception and investment decisions

Siebenmorgen, Niklas; Weber, Elke U.; Weber, Martin - 2000

Persistent link: https://www.econbiz.de/10001523176