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Effects of ambiguity in market experiments

Sarin, Rakesh; Weber, Martin - 1989 - Rev

Persistent link: https://www.econbiz.de/10000776881

Investition in small und mid caps : Size- oder Diversifikationseffekt?

Borgsen, Sina; Glaser, Markus; Weber, Martin - 2005

Persistent link: https://www.econbiz.de/10003467102

Portfolio choice in the presence of non-tradable income : an experimental analysis

Klos, Alexander; Weber, Martin - In: German economic review 7 (2006) 4, pp. 427-448

Persistent link: https://www.econbiz.de/10003382612

Expected skewness and momentum

Jacobs, Heiko; Regele, Tobias; Weber, Martin - 2015

Persistent link: https://www.econbiz.de/10011289238

On the determinants of pairs trading profitability

Jacobs, Heiko; Weber, Martin - In: Journal of financial markets 23 (2015), pp. 75-97

Persistent link: https://www.econbiz.de/10011377498

The role of experience sampling and graphical displays on one's investment risk appetite

Kaufmann, Christine; Weber, Martin; Haisley, Emily - In: Management science : journal of the Institute for … 59 (2013) 2, pp. 323-340

Persistent link: https://www.econbiz.de/10009713915

Evaluating the rating of Stiftung Warentest : how good are mutual fund ratings and can they be improved?

Müller, Sebastian; Weber, Martin - In: European financial management : the journal of the … 20 (2014) 2, pp. 207-235

Persistent link: https://www.econbiz.de/10010351015

Expected skewness and momentum

Regele, Tobias Ulrich Joachim; Weber, Martin - 2016

Persistent link: https://www.econbiz.de/10011544454

Do investors put their money where their mouth is? : stock market expectations and investing behavior

Merkle, Christoph; Weber, Martin - In: Journal of banking & finance 46 (2014), pp. 372-386

Persistent link: https://www.econbiz.de/10010468411

Risk-value efficient portfolios and asset pricing

Franke, Günter; Weber, Martin - 1997

Portfolio choice is usually modelled by von Neumann-Morgenstern utility. Risk-value models are more general and permit the derivation of risk-value efficient frontiers. A behaviorally based risk measure with an endogenous or exogenous benchmark is used to derive efficient portfolios and to...

Persistent link: https://www.econbiz.de/10009675747