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Upper bounds on risk aversion under mean-variance utility

Denny, Kevin - 2019

Persistent link: https://www.econbiz.de/10011976798

Estimating ambiguity aversion in a portfolio choice experiment

Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223

We report a portfolio-choice experiment that enables us to estimate parametric models of ambiguity aversion at the level of the individual subject. The assets are Arrow securities that correspond to three states of nature, where one state is risky with known probability and two states are...

Persistent link: https://www.econbiz.de/10011757224

Risk aversion and wealth : evidence from person-to-person lending portfolios

Paravisini, Daniel; Rappoport, Veronica; Ravina, Enrichetta - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 279-297

Persistent link: https://www.econbiz.de/10011646452

Optimal closing-price strategy : peculiarities and practicalities

Kan, Yu Hang; Park, Sanghyun - In: The journal of investment strategies 6 (2016) 1, pp. 69-85

Persistent link: https://www.econbiz.de/10011668124

Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)

Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157

Persistent link: https://www.econbiz.de/10010417168

The role of transaction costs and risk aversion when selecting between one and two regimes for portfolio models

Platanakis, Emmanouil; Sakkas, Athanasios; Sutcliffe, … - In: Applied economics letters 26 (2019) 6, pp. 516-521

Persistent link: https://www.econbiz.de/10012204261

Overconfidence, risk aversion and individual financial decisions in experimental asset markets

Michailova, Julija; Mačiulis, Alminas; … - In: Economic research 30 (2017) 1,1, pp. 1119-1131

Persistent link: https://www.econbiz.de/10012224192

Risk aversion and financial effects into the asset management industry

Chişu, Mihai - In: Romanian economic and business review 14 (2019) 2, pp. 25-39

Persistent link: https://www.econbiz.de/10012167431

Optimal carried interest : adverse selection in Islamic and conventional venture capital and private-equity funds

Mehri, Meryem; Hassan, M. Kabir; Jouaber-Snoussi, Kaouther - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1458-1476

Persistent link: https://www.econbiz.de/10011823799

Tradeoffs for downside risk-averse decision-makers and the self-protection decision

Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47

Persistent link: https://www.econbiz.de/10011447270