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Time Varying Risk Aversion, Familiarity Bias, and Portfolio Concentration During Market Uncertainty
Skiba, Hilla - 2013
of traditional finance theory. Even after controlling for market segmentation and “investability” of foreign markets … market uncertainty. My empirical hypotheses are based on a psychological theory that relates uncertainty in the markets to …
Persistent link: https://www.econbiz.de/10013083023
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Conditioning the information in portfolio optimization
Sala, Carlo; Barone-Adesi, Giovanni - 2015
utility of terminal wealth, we prove the existence of an information premium between what is required by the theory, a …
Persistent link: https://www.econbiz.de/10011506342
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Risikopräferenzen für zeitoptimale Portfolioselektion
Bouzaima, Martin - 2010 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008656441
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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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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
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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
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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 --...
Persistent link: https://www.econbiz.de/10014425155
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Informational contagion in the laboratory
Cipriani, Marco; Guarino, Antonio; Guazzarotti, Giovanni; … - 2015
between asset prices is very close to that predicted by the theory. Finally, as theory predicts, there is no contagion when …
Persistent link: https://www.econbiz.de/10010488290