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World Income Components: Measuring and Exploting International Risk Sharing Opportunities.
Athanasoulis, S.; Shiller, R.J. - Economic Growth Center, Economics Department - 1995
Persistent link: https://www.econbiz.de/10005487262
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The Impact of the Return Interval on The estimation of Systematic Risk in Australia.
Jesev, T.; Brailsford, T. - School of Economics, Finance and Marketing, RMIT University - 1996
The estimation of systematic risk (or 'beta') in central to the implementation of the Capital Asset Pricing Model and …
Persistent link: https://www.econbiz.de/10005487292
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Estimating the Commodity Price Model.
Deaton, A.; Laroque, G. - Woodrow Wilson School of Public and International … - 1991
Persistent link: https://www.econbiz.de/10005487304
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An Evolutionary Perspective on Goal Seeking and Escalation of Commitment.
Hamo, Y.; Heifetz, A. - Foerder Institute for Economic Research, Eitan Berglas … - 2001
Maximizing the probability of bypassing an aspiration level, and taking increasing risks to recover previous losses are well-documented behavioral tendencies. They are compatible with individual utility functions that are S-shaped, as suggested in Prospect Theory (Kahneman and Tversky 1979). We...
Persistent link: https://www.econbiz.de/10005487326
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COMPETITIVE BANKING WITH CONFIDENCE CRISIS AND INTERNATIONAL BORROWING.
BENTAL, B.; ECKSTEIN, Z.; PELED, D. - Foerder Institute for Economic Research, Eitan Berglas … - 1990
Persistent link: https://www.econbiz.de/10005487331
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RANK-DEPENDENT PROBABILITIES
KARNI, E.; SAFRA, Z. - Foerder Institute for Economic Research, Eitan Berglas … - 1988
Persistent link: https://www.econbiz.de/10005487333
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The Value of Information in Some General Equilibrium Models.
Eckwert, B.; Zilcha, I. - Foerder Institute for Economic Research, Eitan Berglas … - 1998
constant relative risk of constant risk aversion or constant absolute risk aversion. We also demonstrate that the introduction … of risk sharing markets may invalidate the blackwll result. …
Persistent link: https://www.econbiz.de/10005489273
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The Timing of Arbitrage: An Option Approach.
Lambrecht, B. - Faculty of Economics, University of Cambridge - 1996
The Paper presents a continuous-time model for the timing of riskless arbitrage when the mispricing between two equivalent portfolios varies stochastically through time under the exogenous impact of liquidity trades and persistent prospect that the arbitrage bubble can 'burst' .
Persistent link: https://www.econbiz.de/10005489306
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Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama
DOĞANAY, M. Mete; AKTAŞ, Ramazan; BAN, Ünsal - In: Iktisat Isletme ve Finans 21 (2006) 242, pp. 27-33
, endüstri riski ve firma riski bileşenlerine ayrılmıştır. Toplam risk içinde piyasa riskinin ağırlığı kriz dönemlerinde artmakta …. Yapılan analizlerde toplam risk içindeki en ağırlıklı bileşenin tüm dönemlerde firma riski olduğu belirlenmiştir. Bu durum …
Persistent link: https://www.econbiz.de/10005489619
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Risk Attitudes of Children and Adults: Choices Over Small and Large Probability Gains and Losses
Harbaugh, William T.; Krause, Kate; Vesterlund, Lise - The Field Experiments Website - 2002
In this paper we examine how risk attitudes change with age. We present participants from age 5 to 65 with choices … probability of the non-zero payoff. Surprisingly, we find that many participants are risk seeking when faced with high …-probability prospects over gains and risk averse when faced with small-probability prospects. Over losses we find the exact opposite …
Persistent link: https://www.econbiz.de/10005490027