Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Steven Malliaris"'
Publikováno v:
Judgment and Decision Making, Vol 13, Pp 501-508 (2018)
Risk attitudes implied by valuations of risk-increasing assets depart markedly from those implied by valuations of risk-reducing assets. For instance, many are unwilling to pay the expected value for a risky asset or for its perfect hedge. Although n
Externí odkaz:
https://doaj.org/article/cb963e639e664454ba7c56b2fb0165d1
Publikováno v:
Journal of Financial Economics. 148:175-200
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a2a104d18d7847dc79f5b167d0db27bc
https://doi.org/10.1016/j.jfineco.2023.03.002
https://doi.org/10.1016/j.jfineco.2023.03.002
Autor:
Steven Malliaris, A.G. Malliaris
Publikováno v:
Journal of Banking & Finance. 140:106406
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cadc5a1a350a69c04e05a44a81cb8d2d
https://doi.org/10.1016/j.jbankfin.2022.106406
https://doi.org/10.1016/j.jbankfin.2022.106406
Autor:
Steven Malliaris, Hongjun Yan
This paper analyzes a model of fund managers' reputation concerns. It explains why "Nickel strategies" (strategies that earn small positive returns most of the time but occasionally lead to dramatic losses) are more popular among managers than the op
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a0d50b80fdd0463b85a85d336accfb84
http://icfpub.som.yale.edu/publications/2380
http://icfpub.som.yale.edu/publications/2380
