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Stochastic dominance and investors' behavior towards risk : the Hong Kong stocks and futures markets
Lam, Kin; Hooi Hooi Lean; Wong, Wing Keung - In: The international journal of finance 28 (2016) 2, pp. 113-135
Persistent link: https://www.econbiz.de/10011732720
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Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - 2014
Persistent link: https://www.econbiz.de/10011788857
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Mixture-averse preferences and heterogeneous stock market participation
Sarver, Todd - 2016
To study intertemporal decisions under risk, we develop a new recursive model of non-expected-utility preferences. The main axiom of our analysis is called mixture aversion, as it captures a dislike of probabilistic mixtures of lotteries. Our representation for mixture-averse preferences can be...
Persistent link: https://www.econbiz.de/10011617348
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Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - In: Management science : journal of the Institute for … 63 (2017) 6, pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
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Loss aversion and market crashes
Ouzan, Samuel - In: Economic modelling 92 (2020), pp. 70-86
Persistent link: https://www.econbiz.de/10012429593
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Would Ambiguity Averse Investors Hedge Risk in Equity Markets?
Gertsman, Gleb - 2020
derivatives with less beta uncertainty (TIPS and options) are introduced. In line with this theory, we find that the inflation …
Persistent link: https://www.econbiz.de/10012846419
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Should risk-averse investors target the portfolios of socially responsible companies?
Valls Martínez, María del Carmen; Soriano Román, Rafael - In: Oeconomia Copernicana 13 (2022) 2, pp. 439-474
Persistent link: https://www.econbiz.de/10013347093
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Time-varying risk aversion and international stock returns
Guidolin, Massimo; Hansen, Erwin; Cabrera, Gabriel - 2023 - This version: August 2023
Persistent link: https://www.econbiz.de/10014470638
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The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen; Huang, Zhuo; Wang, Tianyi; Zhang, Cong - In: Journal of empirical finance 73 (2023), pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
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Flight to quality and portfolio diversification under ambiguity of correlation
Huang, Hui; Wang, Yanjie; Zhang, Shunming - In: International journal of financial engineering 10 (2023) 4, pp. 1-65
Persistent link: https://www.econbiz.de/10014444675