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Price index modeling and risk prediction of sharia stocks in Indonesia

Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13

This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...

Persistent link: https://www.econbiz.de/10012800645

The 1/N rule revisited : heterogeneity in the naïve diversification bias

Fernandes, Daniel - In: International journal of research in marketing : IJRM ; … 30 (2013) 3, pp. 310-313

Persistent link: https://www.econbiz.de/10009779951

Optimal consumption-portfolio rules with biased beliefs

Hou, Shehong; Niu, Yingjie; Yang, Jinqiang - In: Economics letters 173 (2018), pp. 152-157

Persistent link: https://www.econbiz.de/10012022972

Role of optimism bias and risk attitude on investment behaviour

Gakhar, Divya Verma - In: Theoretical economics letters 9 (2019) 4, pp. 852-871

Persistent link: https://www.econbiz.de/10012022996

Biases and heuristics in portfolio management : determinants for non-optimal portfolio diversification

Filiz, Ibrahim - 2019

particular has identified some heuristics and cognitive distortions (such as the 1/N heuristic, home bias, mental accounting or …

Persistent link: https://www.econbiz.de/10012128097

Cognitive biases and entrepreneurial under-diversification

Cervellati, Enrico Maria; Pattitoni, Pierpaolo; … - 2016

risk. Our novel theoretical model explains entrepreneurial under-diversification by measuring the amount of potential bias …

Persistent link: https://www.econbiz.de/10011703409

Measures of equity home bias puzzle

Mishra, Anil V. - In: Journal of empirical finance 34 (2015), pp. 293-312

Persistent link: https://www.econbiz.de/10011557153

A note on sorting bias correction in regression-based mutual fund tournament tests

Karoui, Aymen; Meier, Iwan - In: Financial markets and portfolio management 29 (2015) 1, pp. 21-29

Persistent link: https://www.econbiz.de/10010500751

A country specific point of view on international diversification

Kellner, Ralf; Rösch, Daniel - In: Journal of international money and finance 98 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012140073

A robust behavioral portfolio selection : model with investor attitudes and biases

Momen, Omid; Esfahanipour, Akbar; Seifi, Abbas - In: Operational research : an international journal 20 (2020) 1, pp. 427-446

Persistent link: https://www.econbiz.de/10012172938

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