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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

Individual attitudes and market dynamics towards imprecision

Huber, Christoph; Rose, Julia - 2019

In real world financial markets, dividend processes as well as fundamental values are governed by imprecision; neither the objective probabilities of returns nor the actual amounts of possible returns are known for certain. With a novel experimental approach, we analyze the impact of risk,...

Persistent link: https://www.econbiz.de/10012008802

Investor Behavior in the Investment Decision Making : Are Expected Utility Theory, Prospect Theory, and Belief System Theory Have the Ability to Explain?

Sudirman, I Made Surya Negara - 2018

. In order to achieve the purpose of the research, the method of research used for this research is Grounded Theory (Glaser … indepth interview. In order to get the construct and preposition as parts of the new theory, or at least to strengthen the … existing theory, so before executing the indepth interview, review towards the existing theory that explain the behavior in the …

Persistent link: https://www.econbiz.de/10012936794

Trusting the algorithm : a decision under ambiguity

Diecidue, Enrico; Guecioueur, Ahmed; Xia, Qiong - 2024

Persistent link: https://www.econbiz.de/10015070250

On the optimal strategy for the hedge fund manager : an experimental investigation

Permana, Yudistira - In: Cogent business & management 7 (2020) 1, pp. 1-20

This paper examines the empirical validity of Nicolosi's optimal strategy for a hedge fund manager under a specific payment contract. The contract specifies that the manager's payment consists of a fixed payment and a variable payment, which is a performance-based payment. The model assumes that...

Persistent link: https://www.econbiz.de/10012650294

Rationalizing Investors Choice

Bernard, Carole - 2015

Assuming that agents' preferences satisfy first-order stochastic dominance, we show how the Expected Utility paradigm can rationalize all optimal investment choices: the optimal investment strategy in any behavioral law-invariant (state-independent) setting corresponds to the optimum for an...

Persistent link: https://www.econbiz.de/10013034282

Fee Structure, Return Chasing and Mutual Fund Choice : An Experiment

Anufriev, Mikhail - 2015

We present an experiment that investigates the effect of the fee structure and past returns on mutual fund choice. We find that subjects pay too little attention to the (periodic and small) operation expenses fee, but the more salient front-end load is used as a commitment device and leads to...

Persistent link: https://www.econbiz.de/10013037051

Time Varying Risk Aversion, Familiarity Bias, and Portfolio Concentration During Market Uncertainty

Skiba, Hilla - 2013

of traditional finance theory. Even after controlling for market segmentation and “investability” of foreign markets … market uncertainty. My empirical hypotheses are based on a psychological theory that relates uncertainty in the markets to …

Persistent link: https://www.econbiz.de/10013083023

How persistent are the effects of experience sampling on investor behavior?

Bradbury, Meike; Hens, Thorsten; Zeisberger, Stefan - 2018

Investor behavior was shown to be considerably different when the risk-return tradeoff is presented by experience sampling as opposed to a descriptive communication. We analyze the persistency of this difference in a setting in which investors are faced with multiple decisions over time and are...

Persistent link: https://www.econbiz.de/10011870656

Ambiguity attitudes in a large representative sample

Dimmock, Stephen G.; Kouwenberg, Roy; Wakker, Peter P. - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1363-1380

Persistent link: https://www.econbiz.de/10011487488