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Experimental tests of the mean-variance model for portfolio selection

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  • Kroll, Yoram
  • Levy, Haim
  • Rapoport, Amnon

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  • Kroll, Yoram & Levy, Haim & Rapoport, Amnon, 1988. "Experimental tests of the mean-variance model for portfolio selection," Organizational Behavior and Human Decision Processes, Elsevier, vol. 42(3), pages 388-410, December.
  • Handle: RePEc:eee:jobhdp:v:42:y:1988:i:3:p:388-410
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    Cited by:

    1. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
    2. 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.
    3. Anufriev, Mikhail & Dindo, Pietro, 2010. "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
    4. James Sundali & Federico Guerrero, 2006. "Managing a 401(k) Account: An Experiment on Asset Allocation," Working Papers 06-017, University of Nevada, Reno, Department of Economics;University of Nevada, Reno , Department of Resource Economics.
    5. Mikhail Anufriev, 2008. "Wealth-driven competition in a speculative financial market: examples with maximizing agents," Quantitative Finance, Taylor & Francis Journals, vol. 8(4), pages 363-380.
    6. Guth, Werner & Krahnen, Jan P. & Rieck, Christian, 1997. "Financial markets with asymmetric information: A pilot study focusing on insider advantages," Journal of Economic Psychology, Elsevier, vol. 18(2-3), pages 235-257, April.
    7. Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian, 2015. "Hot hand and gambler's fallacy in teams: Evidence from investment experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 327-339.
    8. James A. Sundali & Gregory R. Stone & Federico L. Guerrero, 2012. "The effect of setting goals and emotions on asset allocation decisions," Managerial Finance, Emerald Group Publishing, vol. 38(11), pages 1008-1031, September.
    9. 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.
    10. 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.
    11. Rockenbach, Bettina & Sadrieh, Abdolkarim & Mathauschek, Barbara, 2007. "Teams take the better risks," Journal of Economic Behavior & Organization, Elsevier, vol. 63(3), pages 412-422, July.
    12. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2010. "Is It Real, or Is It Randomized?: A Financial Turing Test," Papers 1002.4592, arXiv.org.
    13. Lipe, M. G., 1998. "Individual investors' risk judgments and investment decisions: The impact of accounting and market data," Accounting, Organizations and Society, Elsevier, vol. 23(7), pages 625-640, October.

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