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Risk measures based on behavio...
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CAPM
Risk
60,687
Risiko
60,316
Theorie
54,337
Theory
53,727
Portfolio-Management
51,712
Portfolio selection
51,366
Messung
26,698
Measurement
26,455
Risikomanagement
16,180
Risk management
15,792
Kapitaleinkommen
12,028
Capital income
12,009
Anlageverhalten
10,029
Behavioural finance
9,905
Welt
9,862
World
9,742
Risikomaß
8,402
Risk measure
8,316
USA
8,096
Schätzung
7,978
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7,797
United States
7,775
Börsenkurs
6,748
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6,693
Volatilität
6,509
Volatility
6,474
Investmentfonds
5,803
Investment Fund
5,725
Entscheidung unter Unsicherheit
5,536
Decision under uncertainty
5,528
Kapitalanlage
5,299
Financial investment
4,976
Experiment
4,960
Risikoaversion
4,921
Risk aversion
4,868
Prospect theory
4,700
Prospect Theory
4,697
risk
4,623
Decision under risk
4,422
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Free
2,484
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1,954
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106
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13
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Zaremba, Adam
57
Fabozzi, Frank J.
41
Bali, Turan G.
36
Kelly, Bryan T.
28
Ferson, Wayne E.
25
Hens, Thorsten
23
Lo, Andrew W.
23
Cakici, Nusret
22
Bekaert, Geert
21
Ang, Andrew
20
Lettau, Martin
20
He, Xue-zhong
19
Jarrow, Robert A.
19
Blitz, David
18
Campbell, John Y.
18
Lee, Cheng F.
18
Zhang, Lu
18
Harvey, Campbell R.
17
Başak, Suleyman
16
Bodie, Zvi
16
Malamud, Semyon
16
Stambaugh, Robert F.
16
Wachter, Jessica
16
Christiansen, Charlotte
15
Gollier, Christian
15
Kakushadze, Zura
15
Sehgal, Sanjay
15
Sentana, Enrique
15
Bossaerts, Peter L.
14
Cochrane, John H.
14
Kan, Raymond
14
Lewis, Karen K.
14
Lioui, Abraham
14
Robotti, Cesare
14
Santa-Clara, Pedro
14
Satchell, Stephen
14
Barberis, Nicholas
13
Cotter, John
13
Epstein, Larry G.
13
Guidolin, Massimo
13
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National Bureau of Economic Research
120
Institute of Finance and Accounting <London>
3
Chambre de commerce et d'industrie de Paris
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
Department of Economics, University of Kansas
2
European Commission / Directorate-General for Education, Youth, Sport and Culture
2
Lunds Universitet / Nationalekonomiska Institutionen
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
University of California Los Angeles / Department of Economics
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Western Finance Association
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
Association for Investment Management and Research
1
Australian National University / Faculty of Economics and Commerce
1
Bank of England / Monetary Analysis Division
1
Bonn Graduate School of Economics
1
Centre for Economic Policy Research
1
Centre of Financial Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
David Eccles School of Business
1
Department of Agricultural Economics, Purdue University
1
Deutsche Forschungsgemeinschaft
1
EconWPA
1
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1
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1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
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1
Federal Reserve System / Division of Research and Statistics
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Graduate School of Business Administration, Seattle, Wash.
1
Gruppo IMI <Rom>
1
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Journal of financial economics
119
NBER working paper series
118
Finance research letters
114
Journal of banking & finance
104
Working paper / National Bureau of Economic Research, Inc.
86
NBER Working Paper
85
Journal of empirical finance
80
Management science : journal of the Institute for Operations Research and the Management Sciences
76
International review of financial analysis
67
The review of financial studies
62
International review of economics & finance : IREF
55
The journal of finance : the journal of the American Finance Association
55
Journal of economic dynamics & control
50
Pacific-Basin finance journal
50
Applied economics
46
Research paper series / Swiss Finance Institute
42
Journal of international financial markets, institutions & money
40
Journal of investment management : JOIM
37
Journal of financial and quantitative analysis : JFQA
36
Quantitative finance
36
The journal of asset management
36
Discussion papers / CEPR
35
The North American journal of economics and finance : a journal of financial economics studies
35
The journal of portfolio management : a publication of Institutional Investor
35
Economics letters
34
The European journal of finance
34
International journal of theoretical and applied finance
32
Journal of risk and financial management : JRFM
32
Annals of finance
31
Economic modelling
31
Review of quantitative finance and accounting
31
Finance and stochastics
30
Journal of economic theory
30
Research in international business and finance
30
European journal of operational research : EJOR
28
The journal of asset management : a major new, international quarterly journal for the financial community
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Discussion paper / Centre for Economic Policy Research
24
Journal of econometrics
24
Journal of international money and finance
24
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Source
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ECONIS (ZBW)
6,639
RePEc
22
EconStor
20
OLC EcoSci
5
BASE
2
Showing
1
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10
of
6,688
Sort
relevance
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date (newest first)
date (oldest first)
1
Decision-making under
risk
: when is utility-maximization equivalent to
risk
-minimization?
Ruscitti, Francesco
;
Dubey, Ram Sewak
;
Laguzzi, Giorgio
- In:
Theory and decision : an international journal for …
97
(
2024
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10015126871
Saved in:
2
Risk
measures and nonlinear expectations
Chen, Zengjing
;
He, Kun
;
Kulperger, Reg
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
Saved in:
3
Convex
risk
measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
4
An aspirational perspective on the negative
risk
-return relationship
Bakó, Barna
;
Neszveda, Gábor
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490692
Saved in:
5
Conditional
risk
premiums and the value function of prospect theory
Walther, Martin J.
;
Münster, Markus
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
1
,
pp. 74-83
Persistent link: https://www.econbiz.de/10012423637
Saved in:
6
Investors' behavior in alternative asset classes
Papavasiliou, Ellie
;
Topaloglou, Nikolas
;
Tsomidis, Georgios
- In:
Spoudai : journal of economics and business
72
(
2022
)
3/4
,
pp. 3-55
attractive attracted under
risk
conditions. …
Persistent link: https://www.econbiz.de/10014246136
Saved in:
7
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
De Giorgi, Enrico
;
Legg, Shane
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 951-972
Persistent link: https://www.econbiz.de/10009573428
Saved in:
8
Currency returns and downside
risk
: Debt, volatility, and the gap from benchmark values
Cavusoglu, Nevin
;
Goldberg, Michael D.
;
Stillwagon, Josh
- In:
Journal of macroeconomics
68
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012630994
Saved in:
9
Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
Saved in:
10
A theoretical assessment on optimal asset allocations in insurance industry
Jarraya, Bilel
;
Bouri, Abdelfettah
- In:
International journal of finance & banking studies : JJFBS
2
(
2013
)
4
,
pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
Saved in:
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