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Do risk preferences drive momentum in cryptocurrencies?
Proelss, Juliane
;
Schweizer, Denis
;
Buchwalter, Bastien
- In:
Finance research letters
73
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015211092
Saved in:
2
Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model
Gomez, Thomas
;
Piccillo, Giulia
-
2019
We propose a heuristic switching model of an asset market where the agents' choice of heuristic is consistent with their individual risk aversion. They choose between a fundamentalist and a trend-following rule to form expectations about the price of a risky asset. Given their risk aversion,...
Persistent link: https://www.econbiz.de/10012179802
Saved in:
3
Diverse risk preferences and heterogeneous expectations in an asset pricing model
Gomez, Thomas
;
Piccillo, Giulia
-
2019
We propose a heuristic switching model of an asset market where the agents' choice of heuristic is consistent with their individual risk aversion. They choose between a fundamentalist and a trend-following rule to form expectations about the price of a risky asset. Given their risk aversion,...
Persistent link: https://www.econbiz.de/10012157926
Saved in:
4
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
-
2014
. This paper studies stock market correlations in an equilibrium model with
heterogeneous
risk
aversion
. In the model …
Persistent link: https://www.econbiz.de/10012530372
Saved in:
5
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
-
Banco de España
-
2014
. This paper studies stock market correlations in an equilibrium model with
heterogeneous
risk
aversion
. In the model …
Persistent link: https://www.econbiz.de/10010862257
Saved in:
6
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
-
2014
Persistent link: https://www.econbiz.de/10011788857
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