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On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability

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How to Reveal People's Preferences : Comparing Time Consistency and Predictive Power of Multiple Price List Risk Elicitation Methods

Csermely, Tamás - 2015

The question of how to measure and classify people's risk preferences is of substantial importance in the field of Economics. Inspired by the multitude of ways used to elicit them, we conduct a holistic investigation of the most prevalent method, the multiple price list (MPL) and its...

Persistent link: https://www.econbiz.de/10013027098