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Overconfidence, risk aversion and individual financial decisions in experimental asset markets

Michailova, Julija; Mačiulis, Alminas; … - In: Economic research 30 (2017) 1,1, pp. 1119-1131

Persistent link: https://www.econbiz.de/10012224192

Optimal portfolio allocation among REITs, stocks, and long-term bonds : an empirical analysis of US financial markets

Bhuyan, Rafiqul; Kuhle, James L.; Ikromov, Nuriddin; … - In: Journal of mathematical finance 4 (2014) 2, pp. 104-112

Persistent link: https://www.econbiz.de/10010380907

Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications

Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - 2020 - This version: January 2020

We merge the literature on downside return risk and liquidity risk and introduce the concept of extreme downside liquidity (EDL) risks. The cross-section of stock returns reflects a premium if a stock's return (liquidity) is lowest at the same time when the market liquidity (return) is lowest....

Persistent link: https://www.econbiz.de/10012175486

Optimal Security Design for Risk-Averse Investors

Gershkov, Alex; Moldovanu, Benny; Strack, Philipp; … - 2023

We use the tools of mechanism design, combined with the theory of risk measures, to analyze a model where a cash …

Persistent link: https://www.econbiz.de/10014349658

Role of hedging on crypto returns predictability : a new habit-based explanation

Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Finance research letters 55 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014473553

Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications

Ruenzi, Stefan; Ungeheuer, Michael; Weigert, Florian - In: Journal of banking & finance 115 (2020), pp. 1-31

Persistent link: https://www.econbiz.de/10012489163

Saving-based asset pricing and leisure

Dreyer, Johannes Kabderian; Schneider, Johannes; Smith, … - In: Annals of economics and finance 21 (2020) 2, pp. 507-526

Persistent link: https://www.econbiz.de/10012647888

Ambiguity and asset pricing : an empirical investigation for an emerging market

Sahin, Baki Cem; Danışoğlu, Seza - In: International review of financial analysis 84 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013472710

Optimal investment in ambiguous financial markets with learning

Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410

Persistent link: https://www.econbiz.de/10014562844

Notes on the premia for foreign exchange and nontradables outlays

Harberger, Arnold C. - 2007

Persistent link: https://www.econbiz.de/10003629086

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