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The private equity premium puzzle : a behaviooural finance approach
Hamelin, Anaïs; Pfiffelmann, Marie - In: International journal of entrepreneurship and small business 24 (2015) 3, pp. 335-356
Persistent link: https://www.econbiz.de/10011400372
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Life insurer cost of equity with asymmetric risk factors
Bajtelsmit, Vickie; Villupuram, Sriram V.; Wang, Tianyang - In: The financial review : the official publication of the … 50 (2015) 3, pp. 435-457
Persistent link: https://www.econbiz.de/10011338149
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Automated machine learning and asset pricing
Healy, Jerome V.; Gregoriou, Andros; Hudson, Robert - In: Risks : open access journal 12 (2024) 9, pp. 1-12
findings suggest that machine learning methods provide more accurate models of stock returns based on risk factors than … standard regression-based methods of estimation. They also indicate that certain risk factors and combinations of risk factors …
Persistent link: https://www.econbiz.de/10015066381
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Prospect theory and the investor's attitudes toward risk
Chuang, Shuangshii; Chang, Min-Chang - In: Risk and decision analysis 4 (2013) 4, pp. 303-308
Persistent link: https://www.econbiz.de/10010475796
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What does it take for a specific prospect theory type household to engage in risky investment?
Hlouskova, Jaroslava; Tsigaris, Panagiotis Demetrios - 2012
equity premium to invest in risky assets. However, once she does invest because of a large risk premium, she becomes …
Persistent link: https://www.econbiz.de/10009683962
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Prospect theory and asset prices
Barberis, Nicholas; Huang, Ming; Santos, Tano - 2000
Persistent link: https://www.econbiz.de/10001641380
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Prospect theory and asset prices
Barberis, Nicholas; Huang, Ming; Santos, Tano - In: The quarterly journal of economics 116 (2001) 1, pp. 1-53
Persistent link: https://www.econbiz.de/10001556607
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Prospect theory and asset prices
Barberis, Nicholas; Huang, Ming; Santos, Tano - 1999
Persistent link: https://www.econbiz.de/10001399638
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Prospect Theory and Asset Prices
Barberis, Nicholas - 1999
, and predictability of stock returns. The key to our results is that the agent's risk-aversion changes over time as a …
Persistent link: https://www.econbiz.de/10012471569
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Prospect Theory and Asset Prices
Barberis, Nicholas - 2010
, and predictability of stock returns. The key to our results is that the agent's risk-aversion changes over time as a …
Persistent link: https://www.econbiz.de/10012763762