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Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
Peijnenburg, Kim - 2016
Ambiguity and learning about the equity premium can simultaneously explain the low fraction of financial wealth allocated to stocks over the life cycle and the stock market participation puzzle. Individuals are ambiguous about the size of the equity premium and are averse to this ambiguity,...
Persistent link: https://www.econbiz.de/10013008689
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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Simultaneous decisions under risk : an experimental investigation
Banerjee, Priyodorshi; Das, Tanmoy - In: Journal of behavioral and experimental economics 82 (2019)
Persistent link: https://www.econbiz.de/10012242128
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Robo-Advisor vs. Human-Advisor : An Experimental Study on Portfolio Valuation
Li, King King; He, Haomin; Zhao, Weilong; Leng, Jiayi - 2023
-advisor. We conduct an online experiment using the second price sealed-bid auction to elicit subjects' valuation to the portfolio … when the portfolio is constructed by a Robo-advisor than a Human-advisor. The result is consistent with the theory of …
Persistent link: https://www.econbiz.de/10014362380
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Risky choices and emotion-based learning
Lucarelli, Caterina; Uberti, Pierpaolo; Brighetti, Gianni; … - In: Journal of economic psychology : research in economic … 49 (2015), pp. 59-73
Persistent link: https://www.econbiz.de/10011506099
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Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang; Fan, Minjie; Li, Duan - In: Journal of economic dynamics & control 48 (2014), pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
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Portfolio Management with Dual Robustness in Prediction and Optimization : A Mixture Model Based Learning Approach
Zhu, Shushang - 2013
uncertainty. By using duality theory, we show that the robust portfolio selection problem via learning with a mixture model can be …
Persistent link: https://www.econbiz.de/10013076696
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Robo-advising : learning investors' risk preferences via portfolio choices
Alsabah, Humoud; Capponi, Agostino; Lacedelli, Octavio Ruiz - In: Journal of financial econometrics 19 (2021) 2, pp. 369-392
Persistent link: https://www.econbiz.de/10012620056
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Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele; Caporin, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10011632577
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Asset prices and portfolio choice with learning from experience
Ehling, Paul; Graniero, Alessandro; Heyerdahl-Larsen, … - In: The review of economic studies 85 (2018) 3, pp. 1752-1780
Persistent link: https://www.econbiz.de/10011923502