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5 result(s) - Result(s) 1 to 5

 
1. Risk Aversion and Skewness Preference
Publishing author: POST Thierry 
Co-author(s): VAN VLIET Pim
Working paper (2003 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 14:56:58 - 199 download(s) - 1 rating(s) - Average rating (/5): 5
Abstract | Download (.pdf - 129 KB) - Zip version (110 KB)

 
2. Stochastic Dominance Approach to Spanning: With an Application to the January Effect
Publishing author: POST Thierry 
Co-author(s): 
Working paper (2003 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 15:06:45 - 71 download(s) - 1 rating(s) - Average rating (/5): 5
Abstract | Download (.pdf - 98 KB) - Zip version (82 KB)

 
3. Empirical Tests for Stochastic Dominance Efficiency
Publishing author: POST Thierry 
Co-author(s): 
Journal article (2003 - Journal of Finance) - English
Online since 2003.02.10 at 15:29:51 - 155 download(s) - 7 rating(s) - Average rating (/5): 4
Abstract | Download (.pdf - 161 KB) - Zip version (139 KB)

 
4. Optimal portfolio choice under loss aversion
Publishing author: POST Thierry 
Co-author(s): BERKELAAR Arjan / KOUWENBERG Roy
Working paper (2003 - Tinbergen Institute) - English
Online since 2003.02.10 at 15:03:22 - 359 download(s) - 0 rating(s) - Average rating (/5): 
Abstract | Download (.pdf - 1098 KB) - Zip version (322 KB)

 
5. Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
Publishing author: POST Thierry 
Co-author(s): LEVY Haim
Working paper (2002 - Erasmus Research Institute of Management ) - English
Online since 2003.02.10 at 15:09:40 - 255 download(s) - 3 rating(s) - Average rating (/5): 5
Abstract | Download (.pdf - 222 KB) - Zip version (194 KB)

 

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