Narrow search
Showing 1 - 10 of 19,961
Cover Image
The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
Cover Image
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Cover Image
Endogenous non-tradable earnings and households' demand for risky assets
Arrondel, Luc; Calvo Pardo, Héctor F. - 2014
Persistent link: https://www.econbiz.de/10010362991
Cover Image
Hedging with stock index options : a mean-extended Gini approach
Shalit, Haim; Greenberg, Doron - In: Journal of mathematical finance 3 (2013) 1, pp. 119-129
Persistent link: https://www.econbiz.de/10010240815
Cover Image
Construction of risk-averse enhanced index funds
Lejeune, Miguel A.; Samatlı-Paç, Gülay - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10010203600
Cover Image
Do recent stochastic tools help to better understand investors' preference and asset allocation?
Ciupac-Ulici, Maria-Lenuţa; Gherman, Mircea-Cristian; … - In: The journal of applied business research 30 (2014) 5, pp. 1449-1456
Persistent link: https://www.econbiz.de/10010470517
Cover Image
Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)
Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
Cover Image
Risk diversification through multiple group membership in microfinance
Lehkar, Ratul; Pingali, Viswanath - In: Applied economics letters 21 (2014) 7/9, pp. 622-625
Persistent link: https://www.econbiz.de/10010414764
Cover Image
Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
Cover Image
Risk aversion under preference uncertainty
Kräussl, Roman; Lucas, André; Siegmann, Adriaan Hendrik - 2010
We show that if an agent is uncertain about the precise form of his utility function, his actual relative risk aversion may depend on wealth even if he knows his utility function lies in the class of constant relative risk aversion (CRRA) utility functions. We illustrate the consequences of this...
Persistent link: https://www.econbiz.de/10011382430