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 |
0 |
76 |
0 |
0 |
4 |
198 |
A microscopic model of the stock market: Cycles, booms, and crashes |
0 |
0 |
2 |
529 |
0 |
1 |
15 |
1,098 |
Almost Stochastic Dominance and stocks for the long run |
0 |
0 |
1 |
29 |
0 |
0 |
2 |
104 |
An evolutionary explanation for risk aversion |
0 |
0 |
0 |
26 |
0 |
0 |
6 |
117 |
Are rich people smarter? |
0 |
0 |
3 |
186 |
0 |
5 |
20 |
543 |
Arrow-Pratt Risk Aversion, Risk Premium and Decision Weights |
0 |
0 |
0 |
604 |
1 |
1 |
8 |
2,847 |
Co-monotonicity: Toward a utility function capturing envy |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
65 |
Conditions for a CAPM equilibrium with positive prices |
0 |
1 |
1 |
43 |
1 |
2 |
3 |
165 |
DYNAMICAL EXPLANATION FOR THE EMERGENCE OF POWER LAW IN A STOCK MARKET MODEL |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
13 |
Disagreement, Portfolio Optimization, and Excess Volatility |
0 |
0 |
0 |
40 |
2 |
2 |
3 |
101 |
Experimental test of the prospect theory value function: A stochastic dominance approach |
0 |
0 |
0 |
83 |
0 |
0 |
4 |
288 |
Gibrat's Law for (All) Cities: Comment |
0 |
0 |
0 |
69 |
1 |
1 |
2 |
217 |
Investment Talent and the Pareto Wealth Distribution: Theoretical and Experimental Analysis |
0 |
0 |
1 |
106 |
0 |
0 |
2 |
391 |
Is risk-aversion hereditary? |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
126 |
Keeping up with the Joneses and optimal diversification |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
152 |
Loss aversion and the price of risk |
1 |
1 |
1 |
70 |
1 |
1 |
3 |
171 |
Market failure in the pharmaceutical industry and how it can be overcome: the CureShare mechanism |
0 |
0 |
0 |
14 |
0 |
3 |
8 |
110 |
Mean–variance efficient portfolios with many assets: 50% short |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
New evidence for the power-law distribution of wealth |
1 |
2 |
2 |
61 |
1 |
2 |
5 |
170 |
No aspiration to win? An experimental test of the aspiration level model |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
70 |
On the Spurious Correlation Between Sample Betas and Mean Returns |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
73 |
POWER LAWS ARE LOGARITHMIC BOLTZMANN LAWS |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
35 |
Portfolio selection in a two-regime world |
0 |
0 |
1 |
16 |
1 |
2 |
3 |
58 |
Probability Dominance |
0 |
0 |
0 |
9 |
3 |
3 |
6 |
53 |
Prospect Theory: Much Ado About Nothing? |
0 |
0 |
2 |
103 |
0 |
0 |
3 |
330 |
SPONTANEOUS SCALING EMERGENCE IN GENERIC STOCHASTIC SYSTEMS |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |
Scale-free human migration and the geography of social networks |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
52 |
Social phase transitions |
0 |
0 |
2 |
104 |
0 |
0 |
4 |
262 |
Stock market crashes as social phase transitions |
0 |
0 |
0 |
142 |
1 |
1 |
4 |
388 |
Stocks for the log-run and constant relative risk aversion preferences |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
43 |
Testing for risk aversion: a stochastic dominance approach |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
112 |
The Forbes 400 and the Pareto wealth distribution |
0 |
1 |
2 |
144 |
0 |
1 |
5 |
435 |
The Forbes 400, the Pareto power-law and efficient markets |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
67 |
The Market Portfolio May Be Mean/Variance Efficient After All |
0 |
0 |
0 |
54 |
1 |
1 |
4 |
184 |
The Pricing of Breakthrough Drugs: Theory and Policy Implications |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
11 |
The benefits of differential variance-based constraints in portfolio optimization |
0 |
0 |
2 |
36 |
1 |
2 |
18 |
129 |
The cost of diversification over time, and a simple way to improve target-date funds |
0 |
0 |
2 |
9 |
0 |
0 |
8 |
45 |
The gravitational law of social interaction |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
75 |
The home bias is here to stay |
0 |
0 |
0 |
94 |
2 |
3 |
6 |
247 |
The safety first expected utility model: Experimental evidence and economic implications |
0 |
0 |
1 |
178 |
2 |
4 |
12 |
667 |
The utility of health and wealth |
0 |
1 |
1 |
59 |
1 |
2 |
4 |
215 |
Total Journal Articles |
2 |
6 |
27 |
3,076 |
22 |
41 |
184 |
10,438 |