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Increases in risk and demand for risky asset.
Chateauneuf, Alain; Lakhnati, Ghizlane - Maison des Sciences Économiques, Université Paris 1 … - 2005
In this paper, we examine the effect of a decrease in risk on the demand for risky asset in the standard portfolio … consistent both with central dominance introduced by Gollier [5] and with mean preserving increase in risk. Finally, we show that …
Persistent link: https://www.econbiz.de/10005220172
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Increases in risk and demand for risky asset
Chateauneuf, Alain; Lakhnati, Ghizlane - HAL - 2005
n this paper, we examine the effect of a decrease in risk on the demand for risky asset in the standard portfolio … consistent both with central dominance introduced by Gollier [5] and with mean preserving increase in risk. Finally, we show that …
Persistent link: https://www.econbiz.de/10010750618
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Increases In Risk and Demand for Risky Asset
Chateauneuf, A.; Lakhnati, G. - Institut de Préparation à l'Administration et à la … - 2014
In this paper, we examine the eect of a decrease in risk on the demand for risky asset in the standard portfolio … consistent both with central dominance introduced by Gollier (1995) and with mean preserving in- crease in risk. Finally, we show …
Persistent link: https://www.econbiz.de/10010929409
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Testing for central dominance : method and application
Chuang, O-Chia; Kuan, Chung-ming; Tzeng, Larry Y. - In: Journal of econometrics 196 (2017) 2, pp. 368-378
Persistent link: https://www.econbiz.de/10011818312
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Yes, CAPM is dead
Lai, Tsong-yue; Stohs, Mark Hoven - In: International journal of business 20 (2015) 2, pp. 144-158
Persistent link: https://www.econbiz.de/10011286487
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A stability approach to mean-variance optimization
Kourtis, Apostolos - In: The financial review : the official publication of the … 50 (2015) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10011338156
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Long-run consumption risk and asset allocation under recursive utility and rational inattention
Luo, Yulei; Young, Eric R. - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 325-362
Persistent link: https://www.econbiz.de/10011516537
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Are people risk vulnerable?
Beaud, Mickael; Willinger, Marc - In: Management science : journal of the Institute for … 61 (2015) 3, pp. 624-636
Persistent link: https://www.econbiz.de/10010505824
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A road to assimilation : immigrants and financial markets
Chatterjee, Swarnankur; Zahirovic-Herbert, Velma - In: Journal of economics and finance 38 (2014) 2, pp. 345-358
Persistent link: https://www.econbiz.de/10010490970
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Risk management, housing and stockholding
Arrondel, Luc; Savignac, Frédérique - In: Applied economics 47 (2015) 37/39, pp. 4208-4227
Persistent link: https://www.econbiz.de/10011294625