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Gollier, Christian (contributor) - 2005

Persistent link: https://www.econbiz.de/10003284573

Remarks on risk neutral and risk sensitive portfolio optimization

DiMasi, Giovanni B.; Stettner, Łukasz - In: From stochastic calculus to mathematical finance : the …, (pp. 211-226). 2006

Persistent link: https://www.econbiz.de/10003287158

Down or out : assessing the welfare costs of household investment mistakes

Calvet, Laurent E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003304223

Optimale Portfolio- und Finanzierungstruktur unter Risiko : Auswirkung der Risikobereitschaft von Geld- bzw. Sachkapitalanlegern auf die Finanzmärkte

Metze, Ingolf - In: Entscheidungsorientierte Volkswirtschaftslehre : …, (pp. 129-161). 2005

Persistent link: https://www.econbiz.de/10003345112

Down or out : assessing the welfare costs of household investment mistakes

Calvet, Laurent E. (contributor); … - 2006

This paper investigates the efficiency of household investment decisions in a unique dataset containing the disaggregated wealth and income of the entire population of Sweden. The analysis focuses on two main sources of inefficiency in the financial portfolio: underdiversification of risky...

Persistent link: https://www.econbiz.de/10003319550