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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
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Asset pricing and asymmetric reasoning
Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon; … - 2014
Persistent link: https://www.econbiz.de/10010362564
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Optimal hedging of variance derivatives
Crosby, John - In: The European journal of finance 20 (2014) 1/3, pp. 150-180
Persistent link: https://www.econbiz.de/10010462131
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Portfolio behaviour of commercial banks : the expected utility approach : evidence from Jordan
Al-Tarawneh, Alaaeddin; Khataybeh, Mohmmad - In: International journal of economics and financial issues … 5 (2015) 2, pp. 312-323
Persistent link: https://www.econbiz.de/10011453501
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Overconfidence in investment decisions : an experimental approach
Dittrich, Dennis; Güth, Werner; Maciejovsky, Boris - 2001
We experimentally test overconfidence in investment decisions by offering participants the possibility to substitute their own for alternative investment choices. Overall, 149 subjects participated in two experiments, one with just one risky asset, the other with two risky assets. Overconfidence...
Persistent link: https://www.econbiz.de/10011408444
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Dynamic trading with reference point adaptation and loss aversion
Shi, Yun; Cui, Xiangyu; Yao, Jing; Li, Duan - In: Operations research 63 (2015) 4, pp. 789-806
Persistent link: https://www.econbiz.de/10011313231
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Time-consistency of optimal investment under smooth ambiguity
Balter, Anne G.; Mahayni, Antje; Schweizer, Nikolaus - In: European journal of operational research : EJOR 293 (2021) 2, pp. 643-657
Persistent link: https://www.econbiz.de/10012513245
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An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe - In: European journal of operational research : EJOR 298 (2022) 2, pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
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Theoretical asset pricing under behavioral decision making
Vries, Martijn Alexander de - 2022
Persistent link: https://www.econbiz.de/10013263004
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Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 755-768
Persistent link: https://www.econbiz.de/10012291566