Risk Aversion and the Winner's Curse

Publisher： John Wiley & Sons Inc

E-ISSN： 2325-8012|81|1|7-22

ISSN： 0038-4038

Source： SOUTHERN ECONOMIC JOURNAL, Vol.81, Iss.1, 2014-07, pp. : 7-22

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Peer Effects in Risk Aversion

By  

RISK ANALYSIS, Vol. 35, Iss. 1, 2015-01 ,pp. : 27-43

John Wiley & Sons Inc

Access to resources Recommend Favorite

On the relationship between absolute prudence and absolute risk aversion

By Maggi Mario  

Decisions in Economics and Finance, Vol. 29, Iss. 2, 2006-11 ,pp. : 155-160

Springer Publishing Company

Access to resources Recommend Favorite

LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS

By  

MATHEMATICAL FINANCE, Vol. 25, Iss. 4, 2015-10 ,pp. : 724-753

John Wiley & Sons Inc

Access to resources Recommend Favorite

An optimal investment strategy with maximal risk aversion and its ruin probability

By Fernández Begoña  

Mathematical Methods of Operations Research, Vol. 68, Iss. 1, 2008-08 ,pp. : 159-179

Springer Publishing Company

Access to resources Recommend Favorite

Option pricing by large risk aversion utility¶under transaction costs

By Bouchard B.   Kabanov Yu. M.   Touzi N.  

Decisions in Economics and Finance, Vol. 24, Iss. 2, 2001-11 ,pp. : 127-136

Springer Publishing Company

Access to resources Recommend Favorite