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The recovery theorem
Ross, Stephen A. - 2011
Persistent link: https://www.econbiz.de/10009308221
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The recovery theorem
Ross, Stephen A. - In: The journal of finance : the journal of the American … 70 (2015) 2, pp. 615-648
Persistent link: https://www.econbiz.de/10010517170
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Misspecified recovery
Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, … - 2014
Persistent link: https://www.econbiz.de/10010380967
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Long-term asset allocation
Koniarski, Tim - 2014
Persistent link: https://www.econbiz.de/10010408592
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What does it take for a specific prospect theory type household to engage in risky investment?
Hlouskova, Jaroslava; Tsigaris, Panagiotis Demetrios - 2012
Persistent link: https://www.econbiz.de/10009566938
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What does it take for a specific prospect theory type household to engage in risky investment?
Hlouskova, Jaroslava; Tsigaris, Panagiotis Demetrios - 2012
This research note examines the conditions which will induce a prospect theory type investor, whose reference level is … aggressive and buys/sells till an externally imposed upper/lower bound is reached. -- prospect theory ; loss aversion ; reference …
Persistent link: https://www.econbiz.de/10009683962
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Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
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Endogenous random asset prices in overlapping generations economies
Böhm, Volker; Deutscher, Nicole; Wenzelburger, Jan - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10002177113
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Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker; Chiarella, Carl - In: Mathematical finance : an international journal of … 15 (2005) 1, pp. 61-97
Persistent link: https://www.econbiz.de/10002582956