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Global risk aversion spillover dynamics and investors' attention allocation

Ceylan, Özcan - In: Annals of economics and finance 18 (2017) 1, pp. 99-109

Persistent link: https://www.econbiz.de/10012109974

Financial loss aversion illusion

Merkle, Christoph - In: Review of finance : journal of the European Finance … 24 (2020) 2, pp. 381-413

Persistent link: https://www.econbiz.de/10012194936

Predicting Insurance Demand from Risk Attitudes

Jaspersen, Johannes Gerd; Ragin, Marc A.; Sydnor, Justin R. - 2022

Can measured risk attitudes and associated structural models predict insurance demand? In an experiment (n = 1,730), we … insurance choices over different loss probabilities and prices. The insurance choices show coherence and some correlation with … various risk-attitude measures. Yet all the structural models predict insurance poorly, often less accurately than random …

Persistent link: https://www.econbiz.de/10013312498

Predicting Insurance Demand from Risk Attitudes

Jaspersen, Johannes G. - 2019

Persistent link: https://www.econbiz.de/10012480452

Option pricing under time-varying risk aversion with applications to risk forecasting

Rahe, Florentin - 2013

In this dissertation we present a new option pricing model - called the 2-Factor SV (stochastic volatility) model - which allows to account for time-varying risk aversion. Thereby, we are able to capture the empirical properties of pricing kernels, such as time-variation and the typical S-shape,...

Persistent link: https://www.econbiz.de/10009766453