Adam Farago

Göteborg University - Center For Finance

Box 640

Gothenburg, 403 50

Sweden

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 49,475

SSRN RANKINGS

Top 49,475

in Total Papers Downloads

652

CITATIONS

0

Scholarly Papers (3)

1.
Downloads 194 (133,302)

Asymmetries and Portfolio Choice

Swedish House of Finance Research Paper No. 15-09
Number of pages: 51 Posted: 13 May 2015 Last Revised: 20 Jul 2016
Stockholm School of Economics, Göteborg University - Center For Finance and ESSEC Business School
Downloads 194 (133,118)

Abstract:

Loading...

Asset allocation, disappointment aversion, downside risk, loss aversion, reference-dependent preferences, skewness.

Asymmetries and Portfolio Choice

CEPR Discussion Paper No. DP10706
Number of pages: 52 Posted: 13 Jul 2015
Stockholm School of Economics, Göteborg University - Center For Finance and ESSEC Business School
Downloads 0
  • Add to Cart

Abstract:

Loading...

Asset allocation, Downside risk

2.

Volatility Downside Risk

Number of pages: 54 Posted: 23 Dec 2012
Adam Farago and Roméo Tédongap
Göteborg University - Center For Finance and ESSEC Business School
Downloads 122 (157,587)

Abstract:

Loading...

Generalized Disappointment Aversion, Option Payoffs, Downside Risks, Cross-Section

3.

Downside Risks and the Cross-Section of Asset Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 88 Posted: 10 Feb 2017 Last Revised: 02 Mar 2017
Adam Farago and Roméo Tédongap
Göteborg University - Center For Finance and ESSEC Business School
Downloads 0 (86,623)

Abstract:

Loading...

Generalized Disappointment Aversion, Downside Risks, Cross-Section