Results 111 to 120 of about 33,816 (196)
Home bias and local equity portfolio decisions of Chinese insurance institutional investors. [PDF]
Yang S, He N, Yu H.
europepmc +1 more source
Time Preference and the 'Equity Premium Puzzle [PDF]
We re-examine the Mehra and Prescott (1985) model. Allowing the time preference factor to be greater than one resolves the "equity premium puzzle." We show that this solution is consistent with finite expected utility and a positive risk-free rate of interest.
Benninga, Simon, Protopapadakis, Aris
openaire +1 more source
Stockholding: Does housing wealth matter? [PDF]
The existence of an equity premium puzzle has been largely emphasized in the empirical literature: one observes low risky assets holding that the standard portfolio choice model (with expected and discounting utility and homothetic preferences) is not ...
Arrondel, L., Savignac, F.
core
Unlocking the return insurance puzzle in e-commerce: A strategic dance between e-sellers and the e-platform. [PDF]
Zhang C.
europepmc +1 more source
COVID-19 and the Economy: Summary of research and future directions. [PDF]
Iyer SR, Simkins BJ.
europepmc +1 more source
Optimal Changes of Gaussian Measures, with Application to Finance [PDF]
We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of mean reversion to be applied to a Gaussian state variable.
Henry Schellhorn
core
Using Innovative Software to Address the Puzzle of Sustainable Workforce Stability. [PDF]
Kester KM +9 more
europepmc +1 more source
Discounting in economic evaluation of healthcare interventions: what about the risk term? [PDF]
Hultkrantz L.
europepmc +1 more source
Approximation bias in estimating risk aversion [PDF]
The asymmetric approximation originally employed by Pratt (1964) to construct reduced-form measures of risk aversion s a downward bias when used for empirical estimation.
Joseph G. Eisenhauer
core

