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Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises

Kouaissah, Noureddine - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 480-493

Persistent link: https://www.econbiz.de/10012655541

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

investor personae in the Behavioral Finance literature, namely, the Cumulative Prospect Theory, the Markowitz and the Loss …

Persistent link: https://www.econbiz.de/10014246136

Portfolio behaviour of commercial banks : the expected utility approach : evidence from Jordan

Al-Tarawneh, Alaaeddin; Khataybeh, Mohmmad - In: International journal of economics and financial issues … 5 (2015) 2, pp. 312-323

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Home bias and the real estate prices

Chang, Hsiu-yun - In: International journal of financial research 8 (2017) 2, pp. 145-162

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Minimax : portfolio choice based on pessimistic decision making

Schaarschmidt, Steffen; Schanbacher, Peter - In: International journal of economics and finance 6 (2014) 8, pp. 23-40

Persistent link: https://www.econbiz.de/10010399353

Portfolio selection by households : an empirical analysis using dynamic panel data models

Ito, Yuichiro; Takizuka, Yasutaka; Fujiwara, Shigeaki - 2017

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Ambiguity Aversion and Portfolio Efficiency Tests

Polkovnichenko, Valery - 2019

Testing portfolio alpha against a linear factor model can be interpreted as a mean-variance efficiency test of the optimal portfolio of factors. For ambiguity neutral investor, adding active portfolio with statistically significant alpha always implies efficiency gain relative to the optimal...

Persistent link: https://www.econbiz.de/10012890200

Minimax: Portfolio choice based on pessimistic decision making

Schaarschmidt, Steffen - In: Three essays on financial markets and portfolio management, (pp. 53-84). 2013

Persistent link: https://www.econbiz.de/10010442702

Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters

Faria, Adriano; Ornelas, Rafael; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 1, pp. 43-62

Persistent link: https://www.econbiz.de/10011538973

Essays on risk aversion, diversification and non-participation

Hibbert, Ann Marie - 2008

Persistent link: https://www.econbiz.de/10011397688