Modern Portfolio Theory (MPT) provides an elegant mathematical framework for the efficient portfolio allocation problem …-of-sample volatility if a jump in systematic risk occurs. Chapter 2 introduces a covariance estimation approach which is based solely on …Die Moderne Portfolio Theorie (MPT) bietet einen eleganten mathematischen Rahmen für das Problem der effizienten …

Motivation for betting and risk taking -- Toward an explanation of betting as a leisure pursuit -- Costing excitement … on risk taking -- Risk strategy under task complexity : a multivariate analysis of behaviour in a naturalistic setting … -- Decision making under risk : effect of complexity on performance -- Gender differences in decision-making behaviour -- Gender …