Sergiy Gerasymchuk

ING Group

Amsterdam

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

237

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Mean-Variance Portfolio Selection with Reference Dependent Preferences

University of Venice, Department of Applied Mathematics Working Paper No. 150/2007
Number of pages: 19 Posted: 04 Nov 2008
Sergiy Gerasymchuk
ING Group
Downloads 97 (361,881)
Citation 1

Abstract:

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portfolio selection, S-shaped utility, prospect theory, reference point, mean-variance analysis, demand for the risky asset, target-based decisions

2.

Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions

Journal of Economic Dynamics and Control, Forthcoming, doi:10.1016/j.jedc.2013.06.015, UNSW Australian School of Business Research Paper No. 2013-18
Number of pages: 46 Posted: 26 Jun 2013 Last Revised: 30 Sep 2013
Valentyn Panchenko, Sergiy Gerasymchuk and Oleg V. Pavlov
UNSW Business School, Economics, University of New South Wales, ING Group and Worcester Polytechnic Institute (WPI) - Department of Social Science & Policy Studies
Downloads 95 (366,558)
Citation 1

Abstract:

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asset pricing, local interactions, networks, random graph, small world, heterogeneous beliefs, price dynamics

3.

Asset Return and Wealth Dynamics with Reference Dependent Preferences and Heterogeneous Beliefs

University of Venice, Department of Applied Mathematics Working Paper No. 160/2008
Number of pages: 18 Posted: 04 Nov 2008
Sergiy Gerasymchuk
ING Group
Downloads 45 (536,351)

Abstract:

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demand for the risky asset, S-shaped utility, reference point, heterogeneous beliefs, asset return and wealth dynamics