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Liquidity Preference as Behavior Towards Risk

Citations

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Cited by:

  1. Gabriel Frahm & Tobias Wickern & Christof Wiechers, 2012. "Multiple tests for the performance of different investment strategies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(3), pages 343-383, July.
  2. Stillwagon, Josh R., 2015. "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 85-101.
  3. Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014. "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 120-143, March.
  4. Pellegrini, Andrea & Rose, John Matthew, 2025. "On allowing endogenous minimum consumption bounds in the multiple discrete continuous choice model: An application to expenditure patterns," Transportation Research Part A: Policy and Practice, Elsevier, vol. 193(C).
  5. Rand Kwong Yew Low, 2018. "Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 423-463, November.
  6. Alan J. Auerbach, 1981. "Evaluating the Taxation of Risky Assets," NBER Working Papers 0806, National Bureau of Economic Research, Inc.
  7. Tae-Hwy Lee & Ekaterina Seregina, 2024. "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
  8. Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021. "FinTech adoption and household risk-taking," BOFIT Discussion Papers 14/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
  9. Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022. "Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
  10. Felix Chopra & Ingar Haaland, 2023. "Conducting qualitative interviews with AI," CEBI working paper series 23-06, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  11. Konrad, Kai A., 1989. "Kapitaleinkommensteuern und beschleunigte Abschreibungen bei Unsicherheit," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 47(3), pages 404-427.
  12. repec:rza:wpaper:049 is not listed on IDEAS
  13. Al-Jarhi, Mabid, 2002. "Macroeconomics: an Islamic Perspective," MPRA Paper 66938, University Library of Munich, Germany, revised 2004.
  14. Elisabeth Mueller, 2010. "Returns to Private Equity - Idiosyncratic Risk Does Matter!," Review of Finance, European Finance Association, vol. 15(3), pages 545-574.
  15. Weidong Lin & Jose Olmo & Abderrahim Taamouti, 2025. "Portfolio Selection under Systemic Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(4), pages 905-949, June.
  16. Christian Walter, 2005. "La gestion indicielle et la théorie des moyennes," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 113-136.
  17. Dipankar Mondal & N. Selvaraju, 2022. "Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(1), pages 225-248, March.
  18. Anders Johansson, 2009. "An analysis of dynamic risk in the Greater China equity markets," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 7(3), pages 299-320.
  19. Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026. "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(1), pages 25-63, March.
  20. Higgins, Kevin, 2009. "Metapopulation extinction risk: Dispersal’s duplicity," Theoretical Population Biology, Elsevier, vol. 76(2), pages 146-155.
  21. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
  22. Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Long Run Returns Predictability and Volatility with Moving Averages," Risks, MDPI, vol. 6(4), pages 1-18, September.
  23. Hany Shawky & Ronald Forbes & Alan Frankle, 1983. "Liquidity Services and Capital Market Equilibrium: The Case for Money Market Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 141-152, June.
  24. Knoke, Thomas & Steinbeis, Otto-Emmanuel & Bösch, Matthias & Román-Cuesta, Rosa María & Burkhardt, Thomas, 2011. "Cost-effective compensation to avoid carbon emissions from forest loss: An approach to consider price-quantity effects and risk-aversion," Ecological Economics, Elsevier, vol. 70(6), pages 1139-1153, April.
  25. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & José Álvarez-García, 2021. "A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance," Mathematics, MDPI, vol. 9(9), pages 1-28, May.
  26. Havlik, Peter & Enjolras, Geoffroy & Boisson, Jean-Marie & Jacquet, Florence & Lherm, Michel & Veysset, Patrick, 2008. "Environmental good production in the optimum activities portfolio of a risk averse-farmer," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 86(01).
  27. Mierzejewski, Fernando, 2007. "An actuarial approach to short-run monetary equilibrium," MPRA Paper 2424, University Library of Munich, Germany.
  28. King, Robert P., 1979. "Operational Techniques for Applied Decision Analysis Under Uncertainty," AAEA Fellows - Dissertations and Theses, Agricultural and Applied Economics Association, number 181951, March.
  29. Fiona Maclachlan, 2010. "The Markowitz Mean-variance Diagram," Chapters, in: Mark Blaug & Peter Lloyd (ed.), Famous Figures and Diagrams in Economics, chapter 25, Edward Elgar Publishing.
  30. Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014. "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 133-156.
  31. Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang, 2013. "On the equivalence of quadratic optimization problems commonly used in portfolio theory," European Journal of Operational Research, Elsevier, vol. 229(3), pages 637-644.
  32. Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
  33. Radwanski, Juliusz, 2020. "On the Purchasing Power of Money in an Exchange Economy," MPRA Paper 104244, University Library of Munich, Germany.
  34. S{o}ren Fiig Jarner, 2022. "Strategic mean-variance investing under mean-reverting stock returns," Papers 2201.05375, arXiv.org.
  35. Yassour, Joseph & Zilberman, David D & Rausser, Gordon C., 1980. "Option choices among alternative technologies with stochastic yield," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8xq1b77m, Department of Agricultural & Resource Economics, UC Berkeley.
  36. Stoyan Kirov & Milena Beneva, 2024. "Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 88-112.
  37. Claudio Sardoni, 2015. "The functions of money and the demand for liquidity," Working Papers 3/15, Sapienza University of Rome, DISS.
  38. Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011. "Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones [Modeling Mexican stock returns with TGARCH and EGARCH models: An econometric ," MPRA Paper 36872, University Library of Munich, Germany.
  39. Berk, Jonathan B., 1997. "Necessary Conditions for the CAPM," Journal of Economic Theory, Elsevier, vol. 73(1), pages 245-257, March.
  40. Mierzejewski, Fernando, 2008. "The cost of capital in markets with opaque intermediaries and the risk-structure of interest rates," MPRA Paper 9827, University Library of Munich, Germany.
  41. Martin Brown & Ioanna S. Evangelou & Helmut Stix, 2017. "Banking Crises, Bail-ins and Money Holdings," Working Papers 2017-2, Central Bank of Cyprus.
  42. Oscar Bajo-Rubio & Sosvilla-Rivero Simon, 2001. "A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990," International Economic Journal, Taylor & Francis Journals, vol. 15(3), pages 129-146.
  43. Michael Finus & Pedro Pintassilgo & Alistair Ulph, 2014. "International Environmental Agreements with Uncertainty, Learning and Risk Aversion," Department of Economics Working Papers 19/14, University of Bath, Department of Economics.
  44. Longsheng Cheng & Mahboubeh Shadabfar & Arash Sioofy Khoojine, 2023. "A State-of-the-Art Review of Probabilistic Portfolio Management for Future Stock Markets," Mathematics, MDPI, vol. 11(5), pages 1-34, February.
  45. José Antonio Climent Hernández & Gabino Sánchez Arzate & Ambrosio Ortiz Ramírez, 2021. "Portafolios ?-estables del G20: Evidencia empírica con Markowitz, Tobin y CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(4), pages 1-28, Octubre -.
  46. Josh Stillwagon, 2013. "Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values," Working Papers 1315, Trinity College, Department of Economics.
  47. Richard G. Anderson & Jane M. Binner & Thomas Elger & Björn Hagströmer & Birger Nilsson, 2007. "Mean-variance vs. full-scale optimization: broad evidence for the U.K," Working Papers 2007-016, Federal Reserve Bank of St. Louis.
  48. Doeswijk, Ronald & Swinkels, Laurens, 2026. "The risk and reward of investing," Journal of International Money and Finance, Elsevier, vol. 160(C).
  49. Edwin Le Heron, 2011. "Confidence and financial crisis in a post-Keynesian stock flow consistent model," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 8(2), pages 361-387.
  50. Chang Shih-Chieh Bill & Tsai Chenghsien & Hung Li-Chuan, 2005. "Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks: Models and Numerical Illustrations," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 1(1), pages 1-22, June.
  51. Eckert, Johanna & Gatzert, Nadine, 2018. "Risk- and value-based management for non-life insurers under solvency constraints," European Journal of Operational Research, Elsevier, vol. 266(2), pages 761-774.
  52. Eleftherios Thalassinos & Naveed Khan & Shakeel Ahmed & Hassan Zada & Anjum Ihsan, 2023. "A Comparison of Competing Asset Pricing Models: Empirical Evidence from Pakistan," Risks, MDPI, vol. 11(4), pages 1-24, March.
  53. Sekine, Eiko & Yamanaka, Kazuo, 2022. "A non-probabilistic approach to efficient portfolios," International Review of Financial Analysis, Elsevier, vol. 83(C).
  54. Fochmann, Martin & Hemmerich, Kristina, 2014. "Real tax effects and tax perception effects in decisions on asset allocation," arqus Discussion Papers in Quantitative Tax Research 156, arqus - Arbeitskreis Quantitative Steuerlehre.
  55. Nitzan, Jonathan & Bichler, Shimshon, 2018. "El capital como poder. Un estudio del orden y el creorden," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 177844, May.
  56. Petr Makovský, 2019. "Mankiw’s “Puzzle” – Is Durable Consumption Declining?," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(4), December.
  57. Racicot, François-Éric & Théoret, Raymond, 2018. "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 637-675.
  58. Jan Kallsen & Johannes Muhle-Karbe, 2013. "The General Structure of Optimal Investment and Consumption with Small Transaction Costs," Papers 1303.3148, arXiv.org, revised May 2015.
  59. Bottazzi, Jean-Marc & Hens, Thorsten & Loffler, Andreas, 1998. "Market Demand Functions in the Capital Asset Pricing Model," Journal of Economic Theory, Elsevier, vol. 79(2), pages 192-206, April.
  60. Derek Bosworth, 1997. "Rivalry and Anticompetitive Practices," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 4(1), pages 97-104.
  61. Robert W. Dimand, 2025. "Harry Markowitz, the Cowles Commission, and portfolio theory," Annals of Operations Research, Springer, vol. 346(1), pages 99-111, March.
  62. Howard Bodenhorn, 2016. "Two Centuries of Finance and Growth in the United States, 1790-1980," Working Papers id:11352, eSocialSciences.
  63. Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
  64. Paolo Zagaglia, 2013. "Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(4), pages 383-430, November.
  65. Anthony Olugbenga ADARAMOLA & Peter Akinyemi KAYODE, 2022. "Is Monetary Policy - Stock Price Behaviour Effect Sector-Sensitive? Evidence From Nigeria," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 7(3), pages 171-193.
  66. Michael D. Bordo & John V. Duca, 2025. "Money Matters: Broad Divisia Money and the Recovery of the US Nominal GDP From the COVID‐19 Recession," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(3), pages 1071-1096, April.
  67. Jalan, Jyotsna & Ravallion, Martin, 2001. "Behavioral responses to risk in rural China," Journal of Development Economics, Elsevier, vol. 66(1), pages 23-49, October.
  68. Glenn W. Boyle & Graeme A. Guthrie, 2005. "Human Capital and Popular Investment Advice," Review of Finance, European Finance Association, vol. 9(2), pages 139-164.
  69. Haidong Yuan & Chin-Hong Puah & Josephine Tan-Hwang Yau, 2022. "How Does Population Aging Impact Household Financial Asset Investment?," Sustainability, MDPI, vol. 14(22), pages 1-14, November.
  70. Adil Rengim Cetingoz & Jean-David Fermanian & Olivier Gu'eant, 2022. "Risk Budgeting Portfolios: Existence and Computation," Papers 2211.07212, arXiv.org, revised Sep 2023.
  71. Michael Hanemann & Susan Stratton Sayre & Larry Dale, 2016. "The downside risk of climate change in California’s Central Valley agricultural sector," Climatic Change, Springer, vol. 137(1), pages 15-27, July.
  72. Reo Yamagata, 2025. "Expected and realized returns for dividend-targeting investors: CAPM-DDM conceptual framework using Australian REITs," SN Business & Economics, Springer, vol. 5(4), pages 1-27, April.
  73. Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
  74. Somayyeh Lotfi & Stavros A. Zenios, 2024. "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, vol. 18(7), pages 2115-2140, July.
  75. Andersson, Björn, 2001. "Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data," Working Paper Series 2001:4, Uppsala University, Department of Economics.
  76. Evangelia Georgiou, 2015. "The use of cash and electronic payment instruments in the economy," Economic Bulletin, Bank of Greece, issue 41, pages 31-44, July.
  77. Kusdhianto SETIAWAN, 2012. "Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 105-127, December.
  78. Richard G. Lipsey, 2010. "The Aggregate Demand Aggregate Supply Diagram," Chapters, in: Mark Blaug & Peter Lloyd (ed.), Famous Figures and Diagrams in Economics, chapter 49, Edward Elgar Publishing.
  79. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
  80. Hail, Luzi & Sikes, Stephanie & Wang, Clare, 2017. "Cross-country evidence on the relation between capital gains taxes, risk, and expected returns," Journal of Public Economics, Elsevier, vol. 151(C), pages 56-73.
  81. Orphanides, Athanasios & Wieland, Volker, 2000. "Efficient Monetary Policy Design near Price Stability," Journal of the Japanese and International Economies, Elsevier, vol. 14(4), pages 327-365, December.
  82. Tonci Svilokos, 2016. "Heuristic approach for determining efficient frontier portfolios with more than two assets, the case of ZSE," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 99-115,116-.
  83. Snellman, Heli, 2006. "Automated teller machine network market structure and cash usage," Scientific Monographs, Bank of Finland, number 2006_038.
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  85. Pelizzon, Loriana & Weber, Guglielmo, 2009. "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2110-2121, November.
  86. Igor V. EVSTIGNEEVY & Thorsten HENS & Klaus Reiner SCHENK-HOPPE, 2010. "An evolutionary financial market model with a risk-free asset," Swiss Finance Institute Research Paper Series 10-36, Swiss Finance Institute.
  87. Jochem, Axel & Volz, Ute, 2011. "Portfolio holdings in the euro area - home bias and the role of international, domestic and sector-specific factors," Discussion Paper Series 1: Economic Studies 2011,07, Deutsche Bundesbank.
  88. Athar Iqbal & Akhtiar Ali & Peter Xavier D’Abreo, 2017. "Fama And French Three Factor Model Application In The Pakistan Stock Exchange (Pse)," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 13(1), pages 13-11.
  89. Yuanyao Ding & Bo Zhang, 2009. "Risky asset pricing based on safety first fund management," Quantitative Finance, Taylor & Francis Journals, vol. 9(3), pages 353-361.
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  93. Chalfant, James A. & Callender, Robert N. & Subramanian, Shankar, "undated". "The Mean And Variance Of The Mean-Variance Decision Rule," Department of Economics and Business - Archive 259434, North Carolina State University, Department of Economics.
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  133. Hassan Oukhouya & Afaf El Rhiouane & Raby Guerbaz & Tarek Zari & Khalid El Himdi, 2025. "Balancing Returns and Responsibility: Markowitz Optimization for ESG-Integrated Portfolios in Morocco," Computational Economics, Springer;Society for Computational Economics, vol. 66(5), pages 4219-4244, November.
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