Aversion

Results: 793



#Item
421Human behavior / Economics / Financial economics / Utility / Marketing / Prospect theory / Loss aversion / Disposition effect / Amos Tversky / Behavioral finance / Decision theory / Consumer behaviour

Prospect Theory, Partial Liquidation and the Disposition Effect Vicky Henderson Oxford-Man Institute of Quantitative Finance University of Oxford

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 17:01:33
422Brownian motion / Stopping time / Risk aversion / Statistics / Stochastic processes / Martingale

Introduction Model Quadratic BSDEs with one possible jump Credit Risk premia Credit Risk Premia and quadratic BSDEs

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:29:22
423Business / Financial risk / Risk / Funds / Socially responsible investing / Mathematical optimization / Structure / Risk aversion / Expected utility hypothesis / Utility / Finance / Economics

Introduction Problem setting The model Solution Conclusion

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 18:54:27
424Business / Humanism / Utilitarianism / Value of life / Annuity / Labour economics / Risk aversion / Consumption smoothing / Risk / Ethics / Actuarial science / Economics

Adjusting the Value of a Statistical Life for Age and Cohort Effects

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Source URL: www.rff.org

Language: English - Date: 2006-04-10 14:53:53
425Actuarial science / Industrial organization / Competition / Utility / Risk / Cournot competition / Perfect competition / Diversification / Long run and short run / Economics / Financial risk / Financial economics

Risk aversion and technology portfolios ∗ Guy Meunier† INRA–UR1303 ALISS & Ecole Polytechnique

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Source URL: www.parisschoolofeconomics.eu

Language: English - Date: 2014-04-01 11:55:57
426Management / Ethics / Statistics / Operations research / Ambiguity aversion / Economics / Mathematical optimization / Expected utility hypothesis / Risk / Decision theory / Game theory / Utility

Robust Asset Allocation Under Model Ambiguity Sandrine Tobelem (London School of Economics - Statistics Department) (Joint work with Pauline Barrieu)

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 08:37:27
427Investment / Financial ratios / Financial markets / Mathematical finance / Sharpe ratio / Financial services / Portfolio / Hedge fund / Hyperbolic absolute risk aversion / Financial economics / Finance / Economics

Hedge Fund Performance and Generalized Sharpe Ratios Or Why Risk Averse Investors Love Hedge Funds PRELIMINARY AND INCOMPLETE PLEASE DO NOT QUOTE

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Source URL: webpages.dcu.ie

Language: English - Date: 2007-05-23 07:13:49
428Financial economics / Mathematical finance / Utility / Investment / Linear regression / Hyperbolic absolute risk aversion / Marginal conditional stochastic dominance / Mutual fund separation theorem / Modern portfolio theory / Statistics / Economics / Finance

THE JOURNAL OF FINANCE • VOL. LXI, NO. 5 • OCTOBER[removed]Dynamic Portfolio Selection by Augmenting the Asset Space MICHAEL W. BRANDT and PEDRO SANTA-CLARA∗ ABSTRACT

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Source URL: docentes.fe.unl.pt

Language: English - Date: 2006-10-06 00:09:48
429Social psychology / Utility / Actuarial science / Ethics / Knowledge / Expected utility hypothesis / Gender role / Ultimatum game / Risk aversion / Game theory / Behavior / Decision theory

Journal of Economic Literature 2009, 47:2, 1–27 http:www.aeaweb.org/articles.php?doi=[removed]jel[removed]Gender Differences in Preferences Rachel Croson and Uri Gneezy* This paper reviews the literature on gender differ

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Source URL: rady.ucsd.edu

Language: English - Date: 2012-07-05 17:49:21
430Ethics / Exponential discounting / Discount function / Hyperbolic discounting / Intertemporal choice / Utility / Exponential function / Hyperbolic absolute risk aversion / Altruism / Decision theory / Mathematical analysis / Mathematics

Journal of Economic Theory[removed] – 266 www.elsevier.com/locate/jet Discounting and altruism to future decision-makers夡 Maria Saez-Martia,∗,1 , Jörgen W. Weibullb,2

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Source URL: pzp.hhs.se

Language: English - Date: 2011-04-14 07:32:58
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