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Taring all investors with the same brush? : evidence for heterogeneity in individual preferences from a maximum likelihood approach
Hackethal, Andreas; Jakusch, Sven Thorsten; Meyer, Steffen - 2016
Microeconomic modeling of investors behavior in financial markets and its results crucially depends on assumptions about the mathematical shape of the underlying preference functions as well as their parameterizations. With the purpose to shed some light on the question, which preferences...
Persistent link: https://www.econbiz.de/10011539671
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ELW pricing kernel and empirical risk aversion
Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 21 (2014) 4/6, pp. 372-376
Persistent link: https://www.econbiz.de/10010413719
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Aggregate investor preferences and beliefs in stock market : a stochastic dominance analysis
Fang, Yi - In: Journal of empirical finance 19 (2012) 4, pp. 528-547
Persistent link: https://www.econbiz.de/10009615664
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The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences
Isaenko, Sergei - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 457-481
Persistent link: https://www.econbiz.de/10003747225
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Präferenzanalyse mit R : Anwendungen aus Marketing, Behavioural Finance und Human Resource Management
Hatzinger, Reinhold (contributor);  … - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003801707
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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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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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The influence of heterogeneous preferences on asset prices in an incomplete market model
Niehaus, Frank - 2001
Persistent link: https://www.econbiz.de/10001553294