Peter Wohrmann

University of Zurich - Swiss Banking Institute (ISB)

Plattenstrasse 14

CH-8032 Zurich, Zurich 8032

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

271

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Risk Aversion in the Large and in the Small

Swiss Finance Institute Research Paper No. 11-24
Number of pages: 21 Posted: 06 Jul 2011
Jørgen Haug, Thorsten Hens and Peter Wohrmann
Norwegian School of Economics (NHH) - Department of Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Swiss Banking Institute (ISB)
Downloads 271 (211,484)

Abstract:

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Risk aversion, narrow framing, background wealth, laboratory experiments, market studies, equity premium puzzle

2.

Look-Ahead Benchmark Bias in Portfolio Performance Evaluation

Swiss Finance Institute Research Paper No. 08-33, https://doi.org/10.3905/JPM.2009.36.1.121
Posted: 21 May 2019
Gilles Daniel, Didier Sornette and Peter Wohrmann
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC), Risks-X, Southern University of Science and Technology (SUSTech) and University of Zurich - Swiss Banking Institute (ISB)

Abstract:

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survival bias, look-ahead bias, portfolio optimization, benchmark, investment strategies