[PDF] Top 20 On the intensity of downside risk aversion
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On the intensity of downside risk aversion
... This paper presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister's Office, Science Policy Programming. T[r] ... See full document
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Expectation Hypothesis bias: Risk aversion versus Stochastic adjustment
... terms of the arbitrage theory, this rejection of the classical expectation hypothesis is the same to say that in “real world” probability measure, or physical probability measure P , ... See full document
57
Risk aversion, the disposition effect and decision-making in groups
... p.779), the disposition effect becomes apparent when several factors are present in ...this the editing ...terms of gains and losses, with relation to a fixed reference point. During the ... See full document
21
Analysing movements in investor’s risk aversion using the Heston volatility model
... based on recently elaborated analyses by Alupoaiei, Codîrla şu and Săndică (2012), we investigate the case of existing “epidemiological” relationship between forecasts of professional ... See full document
14
Typology for flight-to-quality episodes and downside risk measurement
... examine the effects of widely used practices of interest rate risk hedging by pay-fixed receive-float IRS, usually contracted to miti- gate negative outcomes of uptrends in interest ... See full document
20
Managing Expected Returns and Downside Risk with Information from Technical Analysis
... is the basis of several methods from ...series of editorials where he noted the tendency of share prices to move in ...trends. The trend is a key concept of ...based ... See full document
11
The role of consumer's risk aversion on price rigidity
... Adapting Woodford (2003) words: since price stickiness depends on the exogenous cost shock distribution, tradi- tional monetary evaluation exercises using macroeconometric models[r] ... See full document
39
Gender differences in sleep deprivation effects on risk and inequality aversion: evidence from an economic experiment.
... depends on sleep and subtend crucial cognitive func- tions, such as distributional ...decisions. The fact that sleep deprivation has more notable influ- ences on the frontal lobe in females ... See full document
15
Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options
... Building Risk-Neutral Densities (RND) from options data can provide market-implied expectations about the future behavior of a financial ...expectations on financial variables may influence ... See full document
14
Downside risk in commodity and equity markets
... method the historical simulation (HS) approach, where no distributional assumption are needed while the semi-parametric estimation for VaR/CVaR is based on the Cornish–Fisher ...expansion. ... See full document
16
Risk aversion in financial crises
... when the number of distributions equals three or more (Jackwerth, 2004), and may return a bimodal density creating confusing analysis (Taylor, ...Regarding the second type of form assumption ... See full document
34
The influence of risk aversion on the entrepreneur’s incubation preferences : a quantitative study
... high risk propensity are more suited for entrepreneurship than individuals with a low score on this trait, however this appears to not be the case (Hvide & Panos, ...though risk averse ... See full document
47
A comparison of risk aversion between markets
... Comparing the values for the two indexes under analysis could lead to the conclusion that risk aversion is stronger for the English ...estimations of the ... See full document
35
Avaliação do desempenho das ações listadas no Ibrx100 segundo um benchmark internacional – estudo exploratório amparado no downside risk.
... to the international index market, the Dow ...research of the historical returns for the IBRX100 companies and the Dow Jones index during the period from January 2009 and ... See full document
66
The cost of hedging against downside market risk
... data on bid-ask option prices is more prone to inaccuracy compared to closing prices, as put and call prices are available for fewer strike ...affects the validity of the model as the ... See full document
31
Análise de desempenho das ações listadas no ibrx100 através do NTN-B principal – estudo amparado no downside risk.
... Measuring the risk involved when investing becomes a crucial activity for achieving positive returns and continued ...based on the trends of asymmetric distributions and the not ... See full document
55
The Impact of Foreign Currency Debt on Credit Risk
... verify the validity of the approach, all estimations include the Arellano-Bond test for autocorrelation of order one and two (Arellano and Bond, ...Basically, the differenced ... See full document
15
Light intensity and type of container on producing
... (2012), the highest values of leaf area observed in shaded environments are related to a plant morphological feature aiming at maximizing interception of sunlight; what agrees with results found by ... See full document
7
The impact of risk attitudes on micro-enterprise performance
... are of crucial importance to create employment and fight poverty. Despite the fact that microenterprises are the most common type of business in low income countries, little is known about ... See full document
25
The influence of controlled nutrition intensity on the muscle fiber characteristics in fattening pigs
... Similarly, the muscle fibers perimeter displayed insignificant differences between the pigs that were fed ad libitum and pigs with restricted ...that the restriction had an impact on reduced ... See full document
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