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Präferenzmessung von Anlegern : Verfahren der Entscheidungsunterstützung im Portfolio Management und in der Anlageberatung
Hein, Joachim A.; Hein, Joachim Alfons - 2002
Persistent link: https://www.econbiz.de/10001652422
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A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald; Hong, Han - In: Journal of financial econometrics : official journal of … 5 (2007) 4, pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
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A Statistical Inquiry into the Plausibility of Recursive Utility
Gallant, A. Ronald - 2010
under recursive utility. We introduce a nonparametric Bayesian method that treats the pricing kernel as a latent variable …. Using both monthly data and annual data, we find that the data support recursive utility …
Persistent link: https://www.econbiz.de/10013152680
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Statistical modelling of downside risk spillovers
Ahelegbey, Daniel Felix - 2020
Persistent link: https://www.econbiz.de/10012321946
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Wealth safeguarding, insurance and risk aversion
Briys, Eric; Kahane, Yehuda - 1992
Persistent link: https://www.econbiz.de/10000855923
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Inertia, risk spreading, and the Arrow-Lind theorem
Chew, Soo-Hong; Herk, Leonard F. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000800403
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Uncertainty aversion and the optimal choice of portfolio
Dow, James; Werlang, Sérgio Ribeiro da Costa - 1988 - Rev
Persistent link: https://www.econbiz.de/10000783085
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International portfolio diversification with generalized expected utility preferences
Aizenman, Joshua - 1997
Persistent link: https://www.econbiz.de/10000625187
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Risk preference and indirect utility in portfolio choice problems
Roy, Santanu; Wagenvoort, Rien - 1995
Persistent link: https://www.econbiz.de/10000588988
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Implicit weighted utility theory : some economic implications
Cheung, Kee-Nam - 1992
Persistent link: https://www.econbiz.de/10000136360