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The Bull of Wall Street : Experimental Analysis of Testosterone and Asset Trading

Nadler, Amos - 2017

Growing evidence shows that biological factors affect individual financial decisions that could be reflected in financial markets. Testosterone, a chemical messenger especially influential in male physiology, has been shown to affect economic decision making, and is taken as a...

Persistent link: https://www.econbiz.de/10012972194

Does Social Conformity Influence Portfolio Choice? Evidence from 401(K) Allocations

Favreau, Charles - 2016

Financial researchers agree that allocating money to employer stock in a 401(k) plan is a poor strategy, yet many employees do so. Not only does this investment strategy bear unrewarded idiosyncratic risk, but it also correlates employees' retirement portfolios with their human capital. I find...

Persistent link: https://www.econbiz.de/10012984155

On the role of norm contraints in portfolio selection

Gotoh, Jun-ya; Takeda, Akiko - In: Computational Management Science : CMS 8 (2011) 4, pp. 323-353

Persistent link: https://www.econbiz.de/10009314926

Sparse Portfolio Selection via the Sorted L1 - Norm

Kremer, Philipp - 2019

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted L1-Norm penalization, henceforth SLOPE. Our approach is able to group constituents with similar correlation properties, and with...

Persistent link: https://www.econbiz.de/10012900920

Dynamic spending and portfolio decisions with a soft social norm

Mork, Knut Anton; Harang, Fabian Andsem; Trønnes, … - In: Journal of economic dynamics & control 151 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014478676

The relative efficiency of investment management of life insurers and takaful operators

Yakob, Rubayah; Zulkornain Yusop; Radam, Alias; Ismail, … - In: Investment management and financial innovations 12 (2015) 1, pp. 78-89

Persistent link: https://www.econbiz.de/10010515765

The efficiency of performance-based fee funds

Díaz-Mendoza, Ana C.; López-Espinosa, Germán; Ruíz … - In: European financial management : the journal of the … 20 (2014) 4, pp. 825-855

Persistent link: https://www.econbiz.de/10010503538

Data envelopment analysis and multifactor asset pricing models

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: International Journal of Financial Studies : open … 8 (2020) 2/24, pp. 1-18

create the efficiency factor. Secondly, we estimate the prices of risk tied to the four factors using ordinary least squares … the performance of the model, including and omitting the efficiency factor. The results show that the efficiency factor … conclude that the efficiency index may be used as a factor in asset pricing models. …

Persistent link: https://www.econbiz.de/10012239304

How Elementary is Diversification? A Study of Children's Portfolio Choice

De Giorgi, Enrico G. - 2017

Diversification is a fundamental concept in economics, decision theory, and finance, but the way in which it is …

Persistent link: https://www.econbiz.de/10012949924

Rational overconfidence and social security

Krabbe Nielsen, Carsten - 2014

overconfidence, Pareto efficiency is no longer the natural criterion for comparing policies and we suggest ex-post welfare optimality …

Persistent link: https://www.econbiz.de/10011774418