Narrow search
Showing 1 - 10 of 23,708
Cover Image
Risk preferences, investor sentiment and lottery stocks : a stochastic dominance approach
Fong, Wai-mun - In: The journal of behavioral finance : a publication of … 14 (2013) 1, pp. 42-52
Persistent link: https://www.econbiz.de/10009744996
Cover Image
Ambiguity, long-run risks, and asset prices in continuous time
Ruan, Xinfeng - In: International review of economics & finance : IREF 71 (2021), pp. 115-126
Persistent link: https://www.econbiz.de/10012627765
Cover Image
Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.; Fiori, Anna Maria; Rosazza Gianin, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
Cover Image
A two-parameter model of dispersion aversion
Chambers, Robert G.; Grant, Simon; Polak, Ben; Quiggin, … - In: Journal of economic theory 150 (2014), pp. 611-641
Persistent link: https://www.econbiz.de/10010360468
Cover Image
Export under background risk : a mean-variance decision analysis for Indian manufacturing firms
Mukherjee, Subhadip; Mukherjee, Soumyatanu; Mishra, Tapas - 2020
Persistent link: https://www.econbiz.de/10012650691
Cover Image
Do investors overpay for stocks with lottery-like payoffs? : an examination of the returns of OTC stocks
Eraker, Bjørn; Ready, Mark J. - In: Journal of financial economics 115 (2015) 3, pp. 486-504
Persistent link: https://www.econbiz.de/10011347448
Cover Image
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey M. - 2009
This paper points out the importance of Stochastic Dominance (SD) efficient sets being convex. We reviewclassic convexity and efficient set characterization results on SD efficiency of a given portfolio relative to adiversified set of assets and generalize them in the following aspects. First,...
Persistent link: https://www.econbiz.de/10011379506
Cover Image
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey - In: International journal of theoretical and applied finance 15 (2012) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
Cover Image
Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
Cover Image
New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020
Persistent link: https://www.econbiz.de/10012384554