Citations for "Experimental Tests of the Separation Theorem and the Capital Asset Pricing Model"
by Kroll, Yoram & Levy, Haim & Rapoport, Amnon
For a complete description of this item, click here
. For a RSS feed for citations of this item, click here
- Luigi Guiso & Tullio Jappelli, 2009.
"Financial Literacy and Portfolio Diversification,"
CSEF Working Papers
212, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Bossaerts, Peter & Plott, Charles, 2002.
"The CAPM in thin experimental financial markets,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 26(7-8), pages 1093-1112, July.
- David J. Cooper, 1999.
"Gaming against Managers in Incentive Systems: Experimental Results with Chinese Students and Chinese Managers,"
American Economic Review,
American Economic Association, vol. 89(4), pages 781-804, September.
- Bettina Kuon & Abdolkarim Sadrieh & Barbara Mathauschek, 1999.
"Teams Take the Better Risks,"
Discussion Paper Serie B
452, University of Bonn, Germany.
- Bossaerts, Peter & Plott, Charles R., 2000.
"Basic Principles of Asset Pricing Theory: Evidence From Large-Scale Experimental Financial Markets,"
1070, California Institute of Technology, Division of the Humanities and Social Sciences.
- Jiang, Chonghui & Ma, Yongkai & An, Yunbi, 2013.
"International portfolio selection with exchange rate risk: A behavioural portfolio theory perspective,"
Journal of Banking & Finance,
Elsevier, vol. 37(2), pages 648-659.
- Elisa Cavezzali & Gloria Gardenal & Ugo Rigoni, 2012.
"Risk taking, diversification behavior and financial literacy of individual investors,"
17, Department of Management, Università Ca' Foscari Venezia.
- Anderson, Barry F. & Settle, John W., 1996.
"The influence of portfolio characteristics and investment period on investment choice,"
Journal of Economic Psychology,
Elsevier, vol. 17(3), pages 343-358, June.
- Anderson, Anders E. S., 2004.
"One for the Gain, Three for the Loss,"
SIFR Research Report Series
20, Institute for Financial Research.
- Dorn, Daniel & Huberman, Gur, 2007.
"Preferred Risk Habitat of Individual Investors,"
CEPR Discussion Papers
6532, C.E.P.R. Discussion Papers.
- Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002.
"Investor psychology in capital markets: evidence and policy implications,"
Journal of Monetary Economics,
Elsevier, vol. 49(1), pages 139-209, January.
- James A. Sundali & Gregory R. Stone & Federico L. Guerrero, 2012.
"The effect of setting goals and emotions on asset allocation decisions,"
Emerald Group Publishing, vol. 38(11), pages 1008-1031, November.
- Leima Davidovitz & Yoram Kroll, 1999.
"Choices in Egalitarian Distribution: Inequality Aversion versus Risk Aversion,"
STICERD - Distributional Analysis Research Programme Papers
43, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Ilan Yaniv & Shoham Choshen-Hillel & Maxim Milyavsky, 2008.
"Spurious Consensus and Opinion Revision: Why Might People Be More Confident in Their Less Accurate Judgments?,"
Discussion Paper Series
dp492, The Center for the Study of Rationality, Hebrew University, Jerusalem.
- Gurevich, Gregory & Kliger, Doron & Levy, Ori, 2009.
"Decision-making under uncertainty - A field study of cumulative prospect theory,"
Journal of Banking & Finance,
Elsevier, vol. 33(7), pages 1221-1229, July.
- Olga Bourachnikova, 2007.
"Weighting Function in the Behavioral Portfolio Theory,"
Working Papers CEB
07-011.RS, ULB -- Universite Libre de Bruxelles.
- Maines, Laureen A., 1996.
"An experimental examination of subjective forecast combination,"
International Journal of Forecasting,
Elsevier, vol. 12(2), pages 223-233, June.
- Singer, Nico, 2011.
"A behavioral portfolio analysis of retirement portfolios,"
Thuenen-Series of Applied Economic Theory
104, University of Rostock, Institute of Economics.
- Weber, Martin & Camerer, Colin F., 1998.
"The disposition effect in securities trading: an experimental analysis,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 33(2), pages 167-184, January.