Adam Farago

Göteborg University - Center For Finance

Box 640

Gothenburg, 403 50

Sweden

SCHOLARLY PAPERS

3

DOWNLOADS

622

CITATIONS

0

Scholarly Papers (3)

1.
Downloads 189 (134,265)

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 189 (134,129)

Abstract:

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
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Abstract:

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 (159,310)

Abstract:

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 (91,562)

Abstract:

Generalized Disappointment Aversion, Downside Risks, Cross-Section