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Does risk seeking drive stock prices? : A stochastic dominance analysis of aggregate investor preferences and beliefs
Post, Thierry; Levy, Haim - In: The review of financial studies 18 (2005) 3, pp. 925-954
Persistent link: https://www.econbiz.de/10003133543
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Comparison of mean-variance theory and expected : utility theory through a laboratory experiment
Morone, Andrea - 2005
Persistent link: https://www.econbiz.de/10003032857
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Stochastic orders and their applications in financial optimization
Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical methods of operations research 50 (1999) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10001428857
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Life-cycle portfolio with additive habit formation preferences and uninsurable labor income risk
Polkovnichenko, Valery - In: The review of financial studies 20 (2007) 1, pp. 83-124
Persistent link: https://www.econbiz.de/10003403674
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A discrete choice analysis of the household shares of risky assets
Sanromán, Graciela - 2002
Persistent link: https://www.econbiz.de/10001717745
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Essays on incomplete financial markets
Ebmeyer, Dirk - 2002
Persistent link: https://www.econbiz.de/10001656705
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Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences
Post, Thierry; Levy, Haim - 2002
Persistent link: https://www.econbiz.de/10001689309
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Does risk seeking drive asset prices? : A stochastic dominance analysis of aggregate investor preferences
Post, Thierry (contributor); Levy, Haim (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693585
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Risk-adjusted performance measures and implied risk-attitudes
Plantinga, Auke; Groot, Sebastiaan de - 2001
Persistent link: https://www.econbiz.de/10001633533
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Non-addictive habits : optimal consumption-portfolio policies
Detemple, Jérôme B.; Karatzas, Ioannis - In: Journal of economic theory 113 (2003) 2, pp. 265-285
Persistent link: https://www.econbiz.de/10001876017