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Predicting Insurance Demand from Risk Attitudes
Jaspersen, Johannes G. - 2019
parameterize seventeen common structural models (e.g., expected utility, cumulative prospect theory). Subjects also make twelve …
Persistent link: https://www.econbiz.de/10012480452
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Predicting Financial Risk Taking Behavior : A Comparison of Questionnaires
Grable, John - 2019
tested questionnaires represented measures derived from economic and psychometric theory. It was determined that … questionnaires based on economic theory had similar predictive power, implying that both measures provided some degree of reliability … across measures. Only the psychometric theory-based risk tolerance measure was found to be correlated to other indicators of …
Persistent link: https://www.econbiz.de/10012897998
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The predictive power of risk elicitation tasks
Garagnani, Michele - 2020
This work reports an online experiment with a general-population sample examining the performance of budget-choice tasks for elicitation of risk attitudes. First, I compare the investment task of Gneezy and Potters (1997) with the standard choice- list method of Holt and Laury (2002), and...
Persistent link: https://www.econbiz.de/10012292131
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Exploring issues of market inefficiency by the role of forecasting accuracy in survivability
Huang, Ya-Chi - In: Journal of economic interaction and coordination : JEIC 12 (2017) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10011878606
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The explanatory and predictive power of non two-stage- probability theories of decision making under ambiguity
Hey, John Denis; Pace, Noemi - In: Experiments in economics : decision making and markets, (pp. 139-167). 2018
Persistent link: https://www.econbiz.de/10011971383
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Forecasting models and probabilistic sensitivity analysis : an application to bank's risk appetite thresholds within the risk appetite framework
Polato, Maurizio; Floreani, Josanco; Giannelli, Giuseppe; … - In: Financial markets, SME financing and emerging economies, (pp. 95-119). 2017
Persistent link: https://www.econbiz.de/10011750616
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Bestimmung der Marktrisikoprämie mithilfe von Fremdkapitaltiteln
Berg, Tobias; Willershausen, Timo - 2004
Persistent link: https://www.econbiz.de/10002470548
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Understanding predictability
Menzly, Lior; Santos, Tano; Veronesi, Pietro - In: Journal of political economy 112 (2004) 1,1, pp. 1-47
Persistent link: https://www.econbiz.de/10001939829
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Neural network-based mean-variance-skewness model for portfolio selection
Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Computers & operations research : and their … 35 (2008) 1, pp. 34-46
Persistent link: https://www.econbiz.de/10003665721
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Risk preference, forecasting accuracy and survival dynamics : simulations based on a multi-asset agent-based artificial stock market
Chen, Shu-Heng; Huang, Ya-chi - In: Journal of economic behavior & organization : JEBO 67 (2008) 3/4, pp. 702-717
Persistent link: https://www.econbiz.de/10003763555