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Ambiguity aversion and stock market participation : an empirical analysis
Antoniou, Constantinos; Harris, Richard D. F.; Zhang, Ruogu - In: Journal of banking & finance 58 (2015), pp. 57-70
Persistent link: https://www.econbiz.de/10011543887
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Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario; Kürsten, Wolfgang - In: Journal of banking & finance 58 (2015), pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
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A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
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How does background risk affect portfolio choice : an analysis based on uncertain mean-variance model with background risk
Huang, Xiaoxia; Yang, Tingting - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221072
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To stay or go? : consumer bank switching behaviour after government interventions
Diepstraten, Maaike; Cruijsen, Carin van der - In: Journal of banking & finance 106 (2019), pp. 16-33
Persistent link: https://www.econbiz.de/10012223945
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Ambiguity in securitization markets
Anderson, Alyssa Gray - In: Journal of banking & finance 102 (2019), pp. 231-255
Persistent link: https://www.econbiz.de/10012162720
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Portfolio selection with mental accounts : an equilibrium model with endogenous risk aversion
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of banking & finance 110 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012225005
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Political uncertainty, market anomalies and Presidential honeymoons
Chan, Kam Fong; Gray, Philip K.; Gray, Stephen; Zhong, Angel - In: Journal of banking & finance 113 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012226090
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Dynamic portfolio optimization with ambiguity aversion
Zhang, Jinqing; Jin, Zeyu; An, Yunbi - In: Journal of banking & finance 79 (2017), pp. 95-109
Persistent link: https://www.econbiz.de/10011815139
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Loss aversion around the world : Empirical evidence from pension funds
Xie, Yuxin; Hwang, Soosung; Pantelous, Athanasios A. - In: Journal of banking & finance 88 (2018), pp. 52-62
Persistent link: https://www.econbiz.de/10011962581