Similar Search Results

Quantum Financial Economics of Games of Strategy and Financial Decisions

Gonçalves, Carlos Pedro dos Santos - 2012

A quantum financial approach to finite games of strategy is addressed, with an extension of Nash's theorem to the quantum financial setting, allowing for an entanglement of games of strategy with two-period financial allocation problems that are expressed in terms of: the consumption plans'...

Persistent link: https://www.econbiz.de/10013110911

Expected Returns Independent Allocations

Susinno, Gabriele - 2015

Present market instabilities have prompted great interest on the characteristics of specific portfolios such as minimum variance and equally- weighted risk contribution portfolios as these portfolios do not rely on the estimate of expected returns. Indeed, in turmoil periods traditional market...

Persistent link: https://www.econbiz.de/10013018612

Demystifying Rebalancing Premium : A Methodological Path to Risk Premia Engineering

Dubikovsky, Vladislav - 2015

Volatility is usually considered as a synonym for risk. Mainstream financial theory states that higher portfolio … framework that encompasses various investment styles and portfolio construction methodologies. Modern Portfolio Theory is a one … theory. We show that Markowitz portfolios and Warren Buffett's investment style are valid special cases of optimal growth …

Persistent link: https://www.econbiz.de/10013018815

An experimental study on real option strategies

Wang, Mei; Bernstein, Abraham; Chesney, Marc - 2009

We conduct a laboratory experiment to study whether people intuitively use real-option strategies in a dynamic investment setting. The participants were asked to play as an oil manager and make production decisions in response to a simulated mean-reverting oil price. Using cluster analysis,...

Persistent link: https://www.econbiz.de/10003971337

Asset legitimacy in experimental asset markets

Paul, Debapriya Jojo; Henker, Julia; Owen, Sian - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 183-198

Persistent link: https://www.econbiz.de/10011333651

Competition in portfolio management : theory and experiment

Asparouhova, Elena; Bossaerts, Peter L.; Čopič, Jernej; … - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1868-1888

Persistent link: https://www.econbiz.de/10011338808

Multi-period experimental asset markets with distinct fundamental value regimes

Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334

Persistent link: https://www.econbiz.de/10011530673

Handbook of experimental finance

Füllbrunn, Sascha (ed.); Haruvy, Ernan (ed.) - 2022

"Offering an in-depth overview of the field's past, present, and future, this Handbook provides a comprehensive analysis of the current topics, methodologies, findings, and breakthroughs in research conducted with the help of experimental finance methodology. Suggesting innovative ways of...

Persistent link: https://www.econbiz.de/10013462762

Zurich Trading Simulator (ZTS) : a dynamic trading experimental tool for oTree

Andraszewicz, Sandra; Friedman, Jason; Kaszás, Dániel; … - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014456274

Experimental finance : introduction to the special issue in the QJF

Meloso, Debrah; Izhakian, Yehuda; Sade, Orly - In: The Quarterly Journal of Finance : QJF 14 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015050160

1
2
3
4
5
6
7
8
9
10
Next
Last