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~subject:"Portfolio selection"
~subject:"Risk aversion"
~isPartOf:"Quantitative finance"
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Portfolio selection
Risk aversion
Risikoaversion
9
Portfolio-Management
7
Theorie
7
Theory
7
CAPM
4
Anlageverhalten
3
Behavioural finance
3
Capital income
3
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Kapitaleinkommen
3
Ambiguity aversion
2
Asset pricing
2
Risiko
2
Risk
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Agent-based modeling
1
Agent-based modelling
1
Agentenbasierte Modellierung
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Behavioural bias
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Betriebliche Kennzahl
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Börsenkurs
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Certainty equivalence
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Closed-form analytical solutions
1
Cointegration
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Commodity derivative
1
Commodity market
1
Commodity markets
1
Comparative statics
1
Copula
1
Disappointment aversion
1
Equilibrium strategy
1
Erwartungsnutzen
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9
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Chen, Junhe
1
Davison, Matt
1
Escobar, Marcos
1
Grant, Andrew
1
Hodoshima, Jiro
1
Jennings, Nick
1
Lalancette, Simon
1
Lin, Qian
1
Ma, Guiyuan
1
Polukarov, Maria
1
Pruna, Radu T.
1
Satchell, Stephen
1
Simonato, Jean-Guy
1
Suzuki, Masataka
1
Tian, Dejian
1
Wang, Tianxiao
1
Wei, Jiaqin
1
Zafari, Golara
1
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1
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1
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Quantitative finance
Economics letters
174
Journal of economic behavior & organization : JEBO
130
Discussion paper series / IZA
121
Journal of economic theory
113
NBER working paper series
106
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Working paper / National Bureau of Economic Research, Inc.
103
European journal of operational research : EJOR
100
CESifo working papers
89
NBER Working Paper
89
Theory and decision : an international journal for multidisciplinary advances in decision science
86
Journal of risk and uncertainty : JRU
80
Journal of mathematical economics
77
Economic theory : official journal of the Society for the Advancement of Economic Theory
75
Discussion paper / Centre for Economic Policy Research
67
Insurance / Mathematics & economics
62
Working paper
55
Discussion paper / Tinbergen Institute
54
Finance research letters
53
Applied economics letters
50
Games and economic behavior
49
International journal of production economics
49
Journal of banking & finance
45
Journal of economic dynamics & control
44
IZA Discussion Paper
43
Journal of economic psychology : research in economic psychology and behavioral economics
42
The journal of risk and insurance : the journal of the American Risk and Insurance Association
40
Journal of behavioral and experimental economics
39
Applied economics
38
The review of financial studies
37
Journal of financial economics
34
Experimental economics : a journal of the Economic Science Association
33
CESifo Working Paper Series
31
Economic modelling
31
International review of economics & finance : IREF
31
Journal of Risk and Uncertainty
31
The Geneva risk and insurance review
30
Discussion paper
29
Research paper series / Swiss Finance Institute
29
European economic review : EER
27
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ECONIS (ZBW)
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1
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
2
Mean-variance portfolio selection with non-negative state-dependent
risk
aversion
Wang, Tianxiao
;
Zhuo, Jin
;
Wei, Jiaqin
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 657-671
Persistent link: https://www.econbiz.de/10012483844
Saved in:
3
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
4
Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
Saved in:
5
Stock performance by utility indifference pricing and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
Saved in:
6
Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
Saved in:
7
Loss aversion in an agent-based asset pricing model
Pruna, Radu T.
;
Polukarov, Maria
;
Jennings, Nick
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10012194866
Saved in:
8
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
9
Optimal investment and consumption under a continuous-time cointegration model with exponential utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1135-1149
Persistent link: https://www.econbiz.de/10012194749
Saved in:
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