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Hebrew University of Jerusalem - Jerusalem School of Business Administration
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asset pricing, cumulative prospect theory, capital asset pricing model
exploitable predictable effect, mood event effect, market sentiment, behavioral finance, abnormal returns
fundamental analysis; technical rules; market efficiency; market anomalies
Mood Event Effect, value stock returns, investors' mood, behavioral finance, disasters, abnormal returns
asset pricing, risk aversion, skewness preference, representative investor, three-moment model
Asset Allocation, Life-Cycle Funds, Almost Stochastic Dominance, Almost Mean-Variance
Risk analysis, Risk management, Value-at-Risk, Basel regulations, Square Root Rule
Risk Analysis, Risk Management, Value-at-Risk, Basel Regulations, Square Root Rule
Downside risk, skewed fat-tail distributions, extreme stock returns, tail risk.
asset pricing, cumulative prospect theory, capital asset pricing model, equilibrium.
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asset pricing, cumulative prospect theory, capital asset pricing model, equilibrium
Value-at-Risk, VaR, Basel, regulations, Capital Requirement regulations
idiosyncratic risk, total risk, average stock risk, stock market volatility, stock returns
mean reversion, extreme returns, time-varying risk aversion, stock market returns, market efficiency
risk sentiment index (RSI), behavioral finance, perceived risk, market anomalies, market efficiency
volatility risk premium, market seasonality effects, perceived risk, investor sentiment, market efficiency
Risk Management, Capital Requirement Regulation, Value-at-Risk, Basel Regulations, Regulated Capital Market Line
Executive compensation, leverage-neutral bonus scheme, bonus cap, risk-taking
Asset pricing, risk seeking, specification error, prospect theory, stochastic dominance
market sentiment, real estate prices, prices seasonality, behavioral economics
financial analysts, investor sentiment, market efficiency, behavioral finance
sentiment-creating factors, sentiments, individual investors, mood, seasonal affective disorder
bivariate preferences, envy, altruism, expected utility burning, contingent money burning, stochastic dominance, decision-making, efficiency analysis
File name: SJOE.
Efficient set, expected money burning, social presence, stochastic dominance
market efficiency, investor sentiment, flow of information, behavioral finance, abnormal returns
options market microstructure, asymmetric information, implied volatility, market efficiency
Utility Theory, Prospect Theory, value function, risk attitude
mean-variance analysis, portfolio optimization, portfolio constraints, estimation error
home-bias, international diversification, portfolio optimization, correlation
Correlation Coefficient, Regression Coefficient (Beta), Time Interval
option pricing, distribution of returns, logistic distribution, holding period.
IHB-investment home bias, EHB-economic home bias
Investors’ economic rationality; Altruism; Friendship; Bivariate preference
portfolio theory, estimation risk, CAPM, rational choice, optimization under estimation risk
first-degree stochastic dominance; asymptotic stochastic dominance; almost stochastic dominance; maximum geometric mean; FSD violation area; life-cycle funds; prospect theory
stochastic dominance; almost stochastic dominance; risk aversion, consistent test statistics
File name: ecoj.
Expected return; Perceived risk; Perceived Sharpe ratio; stock return autocorrelations
File name: eufm.
Average cost of capital, marginal cost of capital, portfolio theory, CAPM, GCAPM, segmented market model, seasoned equity offering, IPO, stock repurchase
Investment Theory: portfolio theory, Portfolio Management: asset allocation
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