Search Results - subject:"Correlation loving"

The investment home bias with peer effect

Levy, Haim - In: Journal of Risk and Financial Management 13 (2020) 5, pp. 1-19

Observed international diversification implies an investment home bias (IHB). Can bivariate preferences with a local domestic peer group rationalize the IHB? For example, it is argued that wishing to have a large correlation with the Standard and Poor's 500 stock index (S&P 500 stock index) may...

Persistent link: https://www.econbiz.de/10012611323

The investment home bias with peer effect

Levy, Haim - In: Journal of risk and financial management : JRFM 13 (2020) 5/94, pp. 1-19

Persistent link: https://www.econbiz.de/10012304869

Diversification and risk attitudes toward two risks

Kit, Pong Wong - In: Journal of mathematical economics 102 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013539467

When choosing is painful : anticipated regret and psychological opportunity cost

Gabillon, Emmanuelle - In: Journal of economic behavior & organization : JEBO 178 (2020), pp. 644-659

Persistent link: https://www.econbiz.de/10012439136

Risk lovers, mixed risk loving and the preference to combine good with good

Jokung, Octave; Mitra, Sovan - In: International journal of applied management science 11 (2019) 4, pp. 295-313

Persistent link: https://www.econbiz.de/10012160420

Keeping up with the Joneses and optimal diversification

Levy, Moshe; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 29-38

Persistent link: https://www.econbiz.de/10011543860

Bivariate almost stochastic dominance

Denuit, Michel; Huang, Rachel; Tzeng, Larry - In: Economic Theory 57 (2014) 2, pp. 377-405

confined correlation aversion and confined correlation loving. The impact of a change in risk in terms of bivariate almost … bivariate case by means of suitable two-attribute utility functions. After having confined correlation aversion and correlation … loving to some acceptable levels, bivariate almost stochastic dominance rules are introduced for the preferences exhibiting …

Persistent link: https://www.econbiz.de/10010993560

Bivariate almost stochastic dominance

Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405

Persistent link: https://www.econbiz.de/10010436193