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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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Are people risk vulnerable?
Beaud, Mickael; Willinger, Marc - In: Management science : journal of the Institute for … 61 (2015) 3, pp. 624-636
Persistent link: https://www.econbiz.de/10010505824
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Which measures predict risk taking in a multi-stage controlled investment decision process?
Bachmann, Kremena; Hens, Thorsten; Stössel, Remo - In: Financial services review : the journal of individual … 26 (2017) 4, pp. 339-365
Persistent link: https://www.econbiz.de/10011941315
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Stability advances in robust portfolio optimization under parallelepiped uncertainty
Kara, Güray; Özmen, Ayşe; Weber, Gerhard-Wilhelm - In: Central European journal of operations research : CEJOR … 27 (2019) 1, pp. 241-261
Persistent link: https://www.econbiz.de/10011965635
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Trusting the algorithm : a decision under ambiguity
Diecidue, Enrico; Guecioueur, Ahmed; Xia, Qiong - 2024
Persistent link: https://www.econbiz.de/10015070250
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Underlying Risk Preferences and Analyst Risk-Taking Behavior
Cleary, Sean - 2020
This study investigates the effect of underlying risk preferences on analysts' work-related decisions. Specifically, we … examine whether facial width-to-height ratio (fWHR), an innate personal characteristic that has been linked to financial risk …
Persistent link: https://www.econbiz.de/10012853033
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Financial and non-financial risk attitudes : what does it matter?
Colasante, Annarita; Riccetti, Luca - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012814595
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Aversion to risk of regret and preference for positively skewed risks
Gollier, Christian - 2016
Persistent link: https://www.econbiz.de/10012216637
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Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
Persistent link: https://www.econbiz.de/10010409967
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Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
specification includes two parameters: one for ambiguity attitudes and another for risk attitudes. We also estimate a three …
Persistent link: https://www.econbiz.de/10011757224