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Understanding the heterogeneity of savings and asset allocation : a behavioral-economics perspective

Binswanger, Johannes - In: Journal of economic behavior & organization : JEBO 76 (2010) 2, pp. 296-317

Persistent link: https://www.econbiz.de/10008908522

Demystifying Rebalancing Premium : A Methodological Path to Risk Premia Engineering

Dubikovsky, Vladislav - 2015

Volatility is usually considered as a synonym for risk. Mainstream financial theory states that higher portfolio … framework that encompasses various investment styles and portfolio construction methodologies. Modern Portfolio Theory is a one … theory. We show that Markowitz portfolios and Warren Buffett's investment style are valid special cases of optimal growth …

Persistent link: https://www.econbiz.de/10013018815

Asset pricing and asymmetric reasoning

Asparouhova, Elena; Bossaerts, Peter L.; Eguia, Jon X.; … - In: Journal of political economy 123 (2015) 1, pp. 66-122

Persistent link: https://www.econbiz.de/10010513938

Welfare effects of information and rationality in portfolio decisions under parameter uncertainty

Longo, M.; Mainini, A. - In: Quantitative finance 18 (2018) 12, pp. 2035-2050

Persistent link: https://www.econbiz.de/10012262961

Life cycle saving : insights from the perspective of bounded rationality

Binswanger, Johannes - In: European economic review : EER 56 (2012) 3, pp. 605-623

Persistent link: https://www.econbiz.de/10009657470

Essays on consumption choice, well-being, and pension design

Zimmermann, Stefan - 2014

Persistent link: https://www.econbiz.de/10011809715

Bubbles and crashes in a behavioural finance model

De Grauwe, Paul; Grimaldi, Marianna - 2004

We develop a simple model of the exchange rate in which agents optimize their portfolio and use different forecasting rules. They check the profitability of these rules ex post and select the more profitable one. This model produces two kinds of equilibria, a fundamental and a bubble one. In a...

Persistent link: https://www.econbiz.de/10011401333

Bubbles and crashes in a behavioural finance model

De Grauwe, Paul; Grimaldi, Marianna - 2004

Persistent link: https://www.econbiz.de/10011585311

Short-term momentum

Schmeling, Maik; Medhat, Mamdouh - 2021

Persistent link: https://www.econbiz.de/10012484602

Relative investor sentiment measurement

Gao, Xiang; Walther, Thomas; Wang, Zhan - 2022

Persistent link: https://www.econbiz.de/10013273504