| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| (Im)Possible Frontiers: A Comment |
0 |
0 |
4 |
81 |
4 |
4 |
18 |
217 |
| A Negative Equilibrium Interest Rate |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
13 |
| A microscopic model of the stock market: Cycles, booms, and crashes |
1 |
2 |
9 |
539 |
3 |
4 |
28 |
1,129 |
| Almost Stochastic Dominance and stocks for the long run |
0 |
0 |
1 |
30 |
0 |
0 |
11 |
116 |
| An evolutionary explanation for risk aversion |
0 |
0 |
1 |
27 |
0 |
4 |
33 |
151 |
| An evolutionary explanation of the Allais paradox |
0 |
0 |
1 |
12 |
1 |
1 |
22 |
80 |
| An inter-temporal CAPM based on First order Stochastic Dominance |
0 |
0 |
0 |
2 |
1 |
1 |
6 |
23 |
| Are rich people smarter? |
0 |
0 |
0 |
187 |
0 |
0 |
12 |
558 |
| Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights |
0 |
0 |
0 |
604 |
1 |
1 |
15 |
2,862 |
| Co-monotonicity: Toward a utility function capturing envy |
0 |
0 |
0 |
13 |
2 |
3 |
15 |
81 |
| Conditions for a CAPM equilibrium with positive prices |
0 |
0 |
0 |
43 |
1 |
1 |
5 |
171 |
| DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL |
0 |
0 |
0 |
10 |
0 |
1 |
9 |
24 |
| Disagreement, Portfolio Optimization, and Excess Volatility |
0 |
0 |
1 |
41 |
0 |
1 |
10 |
111 |
| Does constant asset allocation dominate buy-and-hold? |
1 |
1 |
1 |
3 |
4 |
5 |
10 |
17 |
| Experimental test of the prospect theory value function: A stochastic dominance approach |
0 |
0 |
1 |
84 |
0 |
4 |
24 |
314 |
| Gibrat's Law for (All) Cities: Comment |
0 |
1 |
1 |
70 |
2 |
6 |
27 |
244 |
| Hamilton’s rule in economic decision-making |
0 |
0 |
0 |
11 |
1 |
1 |
17 |
40 |
| Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis |
0 |
0 |
1 |
107 |
1 |
2 |
21 |
413 |
| Is risk-aversion hereditary? |
0 |
0 |
0 |
31 |
0 |
0 |
13 |
140 |
| Keeping up with the Joneses and optimal diversification |
0 |
0 |
0 |
11 |
0 |
0 |
9 |
161 |
| Loss aversion and the price of risk |
0 |
1 |
1 |
74 |
4 |
5 |
26 |
202 |
| Market Equilibrium and the Cost of Capital with Heterogeneous Investment Horizons |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
16 |
| Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism |
0 |
0 |
0 |
14 |
1 |
1 |
8 |
120 |
| Mean–variance efficient portfolios with many assets: 50% short |
0 |
0 |
1 |
2 |
0 |
0 |
6 |
14 |
| Mutual Fund Selection When Borrowing Is Restricted: On the Virtues of the Generalized Geometric Mean |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
| New evidence for the power-law distribution of wealth |
0 |
0 |
0 |
61 |
2 |
3 |
23 |
195 |
| No aspiration to win? An experimental test of the aspiration level model |
0 |
0 |
0 |
13 |
5 |
5 |
14 |
85 |
| On the Spurious Correlation Between Sample Betas and Mean Returns |
0 |
0 |
0 |
8 |
6 |
6 |
12 |
85 |
| Option Pricing with the Logistic Return Distribution |
0 |
0 |
0 |
2 |
1 |
3 |
11 |
15 |
| POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS |
0 |
0 |
2 |
15 |
1 |
1 |
18 |
54 |
| Portfolio selection in a two-regime world |
0 |
1 |
1 |
17 |
3 |
4 |
8 |
66 |
| Probability Dominance |
1 |
1 |
1 |
10 |
3 |
4 |
12 |
66 |
| Projects with no cost of capital |
0 |
0 |
2 |
2 |
3 |
4 |
12 |
18 |
| Prospect Theory: Much Ado About Nothing? |
0 |
2 |
2 |
105 |
2 |
5 |
27 |
360 |
| Prospect theory, constant relative risk aversion, and the investment horizon |
0 |
0 |
0 |
2 |
0 |
5 |
14 |
32 |
| Relative risk aversion must be close to 1 |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
16 |
| SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS |
0 |
0 |
1 |
2 |
1 |
1 |
9 |
13 |
| Scale-free human migration and the geography of social networks |
0 |
0 |
0 |
11 |
2 |
4 |
22 |
77 |
| Social phase transitions |
0 |
0 |
0 |
104 |
0 |
2 |
12 |
275 |
| Stock market crashes as social phase transitions |
0 |
0 |
1 |
144 |
1 |
2 |
16 |
406 |
| Stocks for the log-run and constant relative risk aversion preferences |
0 |
0 |
0 |
9 |
0 |
1 |
9 |
53 |
| Stocks versus bonds for the long run when a riskless asset is available |
0 |
0 |
3 |
21 |
2 |
4 |
27 |
78 |
| Testing for risk aversion: a stochastic dominance approach |
0 |
0 |
0 |
47 |
1 |
1 |
6 |
118 |
| The Danger of Assuming Homogeneous Expectations |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
17 |
| The Forbes 400 and the Pareto wealth distribution |
1 |
2 |
2 |
146 |
3 |
6 |
17 |
455 |
| The Forbes 400, the Pareto power-law and efficient markets |
0 |
0 |
0 |
14 |
1 |
1 |
9 |
78 |
| The Market Portfolio May Be Mean/Variance Efficient After All |
0 |
1 |
1 |
55 |
2 |
3 |
17 |
202 |
| The Pricing of Breakthrough Drugs: Theory and Policy Implications |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
17 |
| The benefits of differential variance-based constraints in portfolio optimization |
1 |
1 |
1 |
37 |
3 |
3 |
24 |
155 |
| The cost of diversification over time, and a simple way to improve target-date funds |
0 |
0 |
1 |
10 |
1 |
1 |
22 |
70 |
| The cost of uninformed market timing |
0 |
0 |
0 |
1 |
0 |
23 |
38 |
41 |
| The gravitational law of social interaction |
0 |
0 |
0 |
9 |
1 |
1 |
11 |
86 |
| The home bias is here to stay |
0 |
0 |
4 |
98 |
4 |
6 |
26 |
276 |
| The marginal cost of capital: a portfolio theory perspective |
1 |
1 |
1 |
1 |
1 |
1 |
5 |
5 |
| The safety first expected utility model: Experimental evidence and economic implications |
0 |
0 |
3 |
182 |
1 |
4 |
28 |
697 |
| The utility of health and wealth |
0 |
0 |
0 |
59 |
1 |
1 |
5 |
223 |
| Total Journal Articles |
6 |
14 |
49 |
3,183 |
80 |
157 |
860 |
11,554 |