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Uncertainty, fear and herding behavior : evidence from size-ranked portfolios

Aharon, David Y. - In: The journal of behavioral finance : a publication of … 22 (2021) 3, pp. 320-337

Persistent link: https://www.econbiz.de/10012607376

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

A simple GDP-based model for public investments at risk

Lapeyre, Bernard; Quinet, Emile - In: Journal of benefit-cost analysis : JBCA 8 (2017) 1, pp. 91-114

Persistent link: https://www.econbiz.de/10011664593

Leverage and uncertainty

Turlakov, Mihail - In: The journal of investment strategies 6 (2017) 4, pp. 81-97

Persistent link: https://www.econbiz.de/10011771264

The possibilities and consequences of investment decisions by stepwise optimization

Okunevičiūtė Neverauskienė, Laima; … - In: Economic research 35 (2022) 1,1, pp. 1061-1087

Persistent link: https://www.econbiz.de/10014374968

Asymmetric ambiguity spillover among international equity markets

Qin, Xiao; Wang, Yuwen - In: Applied economics letters 30 (2023) 13, pp. 1843-1849

Persistent link: https://www.econbiz.de/10014305155

Herding in smart-beta investment products

Krkoska, Eduard; Schenk-Hoppé, Klaus Reiner - In: Journal of risk and financial management : JRFM 12 (2019) 1/47, pp. 1-14

We highlight herding of investors as one major risk factor that is typically ignored in statistical approaches to … portfolio modelling and risk management. Our survey focuses on smart-beta investing where such methods and investor herding seem … modelling herding risk which merit empirical analysis. This financial economists' perspective supplements the vast statistical …

Persistent link: https://www.econbiz.de/10012022287