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Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung - In: Quantitative fund management, (pp. 43-66). 2009
Persistent link: https://www.econbiz.de/10003796940
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Risk perception and diversification behaviour in investment decisions
Siebenmorgen, Niklas - 2001
Persistent link: https://www.econbiz.de/10001553464
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Excess sensitivity of stock markets to negative returns
Azar, Samih Antoine; Basmadjian, Raffi - In: International journal of economic perspectives : IJEP 6 (2012) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10011587062
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International sentiment spillovers in equity returns
Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
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Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints
Chabakauri, Georgy - In: Journal of monetary economics 75 (2015), pp. 21-34
Persistent link: https://www.econbiz.de/10011569353
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Focusing on volatility information instead of portfolio weights as an aid to investor decisions
Ehm, Christian; Laudenbach, Christine; Weber, Martin - In: Experimental economics : a journal of the Economic … 21 (2018) 2, pp. 457-480
Persistent link: https://www.econbiz.de/10011941945
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Effects of market returns and market volatility on investor risk tolerance
Hatch, Courtney Droms; Carlson, Kurt; Droms, William G. - In: Journal of financial services marketing : JFSM 23 (2018) 2, pp. 77-90
Persistent link: https://www.econbiz.de/10011891201
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Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.; Günaydin, A. Doruk; Jansson, Thomas; … - In: Journal of financial economics 150 (2023) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
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How Much Would You Pay to Resolve Volatility Risk in Agricultural Commodity Markets?
Yan, Lei - 2019
This article investigates the pricing of volatility risk in agricultural commodity markets. We show theoretically that the cost of bearing volatility risk can be measured using returns to delta-neutral straddles. Using a sample of options for five commodities (corn, soybeans, Chicago wheat, live...
Persistent link: https://www.econbiz.de/10012889824
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Ambiguity about volatility and investor behavior
Kostopoulos, Dimitrios; Meyer, Steffen; Uhr, Charline - In: Journal of financial economics 145 (2022) 1, pp. 277-296
Persistent link: https://www.econbiz.de/10013473738