Sökning: "ambiguity aversion"

Visar resultat 6 - 7 av 7 uppsatser innehållade orden ambiguity aversion.

1. 6. Risk Attitudes and the Equity Premium Puzzle: empirical tests in a cross-country setting

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Max Rylander; [2015]
   Nyckelord :Equity Premium Puzzle; Myopic Loss Aversion; Ambiguity Aversion; Cultural dimensions; Cultural stationarity;

   Sammanfattning : This study utilises panel data, Equity Home Bias measurements and a two-stage estimation process incorporating one version of the international CAPM to extract comparable input data and test country-scores for risk preferences, risk aversion and time discounting as well as country scores on broader cultural dimensions, on country-estimates of the Equity Risk Premia. The risk attitude scores, which just recently have been made available, are such that they may proxy for irrational behaviours which have been theorized to explain the Equity Premium Puzzle, and enable a rigorous way to empirically test such an effect. LÄS MER

3. 7. Stockholmsbörsens avkastning efter stora prisrörelser på utländska börser

   Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Victor Wrangdahl; Jonathan Söderblom; [2013]
   Nyckelord :Nyckelord: OMX30; Nikkei 225; Nasdaq; anomali; den effektiva marknadshypotesen; random walk; behavioral finance; heuristic- driven biases; representativeness; overconfidence; anchoring; aversion to ambiguity; Innumeracy; frame dependence och marknadsineffektivitet.; Business and Economics;

   Sammanfattning : Sammanfattning Examensarbete i nationalekonomi vid Lunds universitet, kandidatuppsats, VT 2013 Seminariedatum: 2013.01. LÄS MER