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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

Essays on adaptive learning in macroeconomics and finance

Lettau, Martin - 1994

Persistent link: https://www.econbiz.de/10000916150

Multi-period experimental asset markets with distinct fundamental value regimes

Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334

Persistent link: https://www.econbiz.de/10011530673

Asset legitimacy in experimental asset markets

Paul, Debapriya Jojo; Henker, Julia; Owen, Sian - In: The journal of behavioral finance : a publication of … 16 (2015) 2, pp. 183-198

Persistent link: https://www.econbiz.de/10011333651

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

Zurich Trading Simulator (ZTS) : a dynamic trading experimental tool for oTree

Andraszewicz, Sandra; Friedman, Jason; Kaszás, Dániel; … - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014456274

Handbook of experimental finance

Füllbrunn, Sascha (ed.); Haruvy, Ernan (ed.) - 2022

experimental methodology. It will also prove useful to practitioners and policymakers looking to innovate and experiment with their …

Persistent link: https://www.econbiz.de/10013462762

Effect of false confidence on asset allocation decisions of households

Chatterjee, Swarn - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10010532783

Asset pricing and asymmetric reasoning

Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon X.; … - In: Journal of political economy 123 (2015) 1, pp. 66-122

Persistent link: https://www.econbiz.de/10010513938

Shrinking Against Sentiment : Exploiting Behavioral Biases in Portfolio Optimization

Martin-Utrera, Alberto - 2020

High sentiment predicts low market returns and high arbitrage returns. This empirical evidence has important implications for portfolio optimization. Exploiting the eigenvalue-decomposition of the mean-variance portfolio, I show that its performance is the sum of two components: a market...

Persistent link: https://www.econbiz.de/10012839917

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