C.so Unione Sovietica, 218 bis
Turin, Turin 10100
University of Turin - Department of Management
in Total Papers Downloads
in Total Papers Citations
Sharpe Ratio, Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), linear regression, quadratic regression.
Sharpe Index, One-Sided Risk Measures, First Order Risk Aversion
Coherent measures of risk, Portfolio risk models, Copula, Multivariate Stochastic Dominance
Prospect Theory, Behavioral Finance, Value function assessment, Loss aversion, Benchmarking procedure
extended gini index, MEG, risk-aversion and gain-properness
Behavioral Agency Model; Behavioral Theory of the firm; Executive incentives; Utility function assessment; Contract theory; Moral hazard; Risk
Choquet integral, Distortion functions, Extended Gini Index, Bid and Ask prices, Pessimism and Optimism index, Probability of trading
Extended Gini Index, bid and ask prices, pessimism and optimism index
Market sentiment, Investor sentiment, Bull and bear markets, Loss-gain asymmetry, Disposition Effect, van Zwet asymmetry conditions, Pearson utility functions.
Expected utility, Hard-easy effect bias, Endowment effect bias, Sunk cost effect bias, Benchmarking procedure, Loss-gain asymmetry, van Zwet skewness conditions.
Goal-oriented decision making, Value function assessment, Skew normal uncertain target
Stochastic multiperiod optimization, Energy market, Blomvall and Lindberg interior point model
Loss-gain asymmetry, Preference-based deﬁnition of loss aversion and gain appetite; Multiple reference points
Capital Structure; Financial Leverage; Project financing; Multi-period ROE; APV; OCE
Risk assessment, goal-oriented decision making, utility function assessment
Stein’s Lemma, optimal asset allocation, skew-normal distribution, skewness
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.766 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you