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Optimal portfolio allocation among REITs, stocks, and long-term bonds : an empirical analysis of US financial markets
Bhuyan, Rafiqul; Kuhle, James L.; Ikromov, Nuriddin; … - In: Journal of mathematical finance 4 (2014) 2, pp. 104-112
Persistent link: https://www.econbiz.de/10010380907
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Household consumption smoothing through equity investment in the USA and Japan : an empirical examination of the consumption-capital asset pricing model (C-CAPM)
Setiawan, Kusdhianto - In: International journal of economics and business research 7 (2014) 1, pp. 72-103
Persistent link: https://www.econbiz.de/10010351549
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Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun; Shakur, Shamim - In: Applied financial economics 24 (2014) 7/9, pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
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Earnings dispersion, risk aversion and eduation
Belzil, Christian; Hansen, Jörgen - 2002
We estimate a dynamic programming model of schooling decisions in which the degree of risk aversion can be inferred from schooling decisions. In our model, individuals are heterogeneous with respect to school and market abilities but homogeneous with respect to the degree of risk aversion. We...
Persistent link: https://www.econbiz.de/10011411833
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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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Optimale Arbeitslosenversicherung und Experience Rating
Fath, Julia - 2008
Persistent link: https://www.econbiz.de/10003729373
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Aging, probability weighting, and reference point adoption : an experimental study
Suzuki, Ayako (contributor); Kume, Koichi (contributor) - 2008
incentives. We estimate the parameterized models in the framework of cumulative prospect theory and examine the risk aversion … elderly group’s behavior departs more from the traditional expected utility theory than does the young group’s behavior …. -- age ; cumulative prospect theory ; risk aversion ; probability weights ; reference point …
Persistent link: https://www.econbiz.de/10003757815
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Implementing innovation in a risk-averse culture
Garrity, Jim - In: Sparking innovation, (pp. 56-63). 2008
Persistent link: https://www.econbiz.de/10003758910
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Insurance and opportunities : a welfare analysis of labor market risk
Heathcote, Jonathan; Storesletten, Kjetil; Violante, … - In: Journal of monetary economics 55 (2008) 3, pp. 501-525
Persistent link: https://www.econbiz.de/10003764216
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The equity premium puzzle and decreasing relative risk aversion
Roche, Maurice J. - 2005
Persistent link: https://www.econbiz.de/10002684342