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Dynamic general equilibrium and T-period fund separation

Gerber, Anke (contributor); Hens, Thorsten (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003237553

Strategic asset allocation and market timing : a reinforcement learning approach

Hens, Thorsten; Wöhrmann, Peter - In: Computational economics 29 (2007) 3/4, pp. 369-381

Persistent link: https://www.econbiz.de/10003493820

Risk aversion in the large and in the small

Haug, Jørn; Hens, Thorsten; Wöhrmann, Peter - 2011

Persistent link: https://www.econbiz.de/10009307977

Risk aversion in the large and in the small

Haug, Jørgen; Hens, Thorsten; Wöhrmann, Peter - In: Economics letters 118 (2013) 2, pp. 310-313

Persistent link: https://www.econbiz.de/10009708907

Risk aversion in the large and in the small

Haug, Jørgen; Hens, Thorsten; Wöhrmann, Peter - 2011

Estimates of agents' risk aversion differ between market studies and experimental studies. We demonstrate that the estimates can be reconciled through consistent treatment of agents' tendency for narrow framing, regarding integration of background wealth as well as across risky outcomes: Risk...