메뉴 건너뛰기




Volumn 66, Issue 2, 2008, Pages 373-386

On the determinants of portfolio choice

Author keywords

Investor behavior; Market sentiment; Portfolio choice; Risk aversion

Indexed keywords


EID: 41349095226     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jebo.2006.04.004     Document Type: Article
Times cited : (57)

References (33)
  • 5
    • 41349099953 scopus 로고    scopus 로고
    • Bösch-Superan, A., Euwals, R., Eymann, A., 2002. Risk, Attitude, Impatience an Asset Choice. Working Paper. IZA Bonn.
    • Bösch-Superan, A., Euwals, R., Eymann, A., 2002. Risk, Attitude, Impatience an Asset Choice. Working Paper. IZA Bonn.
  • 7
    • 0001288049 scopus 로고    scopus 로고
    • A rational route to randomness
    • Brock W., and Hommes C. A rational route to randomness. Econometrica 65 (1997) 1059-1095
    • (1997) Econometrica , vol.65 , pp. 1059-1095
    • Brock, W.1    Hommes, C.2
  • 8
    • 84964482994 scopus 로고    scopus 로고
    • Strategic asset allocation: portfolio choice for long-term investors
    • Campbell J. Strategic asset allocation: portfolio choice for long-term investors. NBER Reporter (2000) 8-13
    • (2000) NBER Reporter , pp. 8-13
    • Campbell, J.1
  • 11
    • 58149438731 scopus 로고
    • Construct validity in psychological tests
    • Cronbach L., and Meehl P. Construct validity in psychological tests. Psychological Bulletin 52 4 (1955) 281-302
    • (1955) Psychological Bulletin , vol.52 , Issue.4 , pp. 281-302
    • Cronbach, L.1    Meehl, P.2
  • 15
    • 33646357502 scopus 로고    scopus 로고
    • Up close and personal: investor sophistication and the disposition effect
    • Dhar R., and Zhu N. Up close and personal: investor sophistication and the disposition effect. Management Science 52 (2006) 726-741
    • (2006) Management Science , vol.52 , pp. 726-741
    • Dhar, R.1    Zhu, N.2
  • 18
    • 0000683931 scopus 로고
    • Conjoint measurement for quantifying judgment data
    • Green P., and Rao V. Conjoint measurement for quantifying judgment data. Journal of Marketing Research 8 (1971) 355-363
    • (1971) Journal of Marketing Research , vol.8 , pp. 355-363
    • Green, P.1    Rao, V.2
  • 20
    • 0037756148 scopus 로고    scopus 로고
    • Risk aversion and incentive effect
    • Holt C., and Laury S. Risk aversion and incentive effect. American Economic Review 92 (2002) 1644-1655
    • (2002) American Economic Review , vol.92 , pp. 1644-1655
    • Holt, C.1    Laury, S.2
  • 21
    • 66049139912 scopus 로고    scopus 로고
    • Heterogeneous agent models in economics and finance
    • Judd K., and Tesfatsion J. (Eds), Elsevier Science B.V./North-Holland
    • Hommes C. Heterogeneous agent models in economics and finance. In: Judd K., and Tesfatsion J. (Eds). Handbook of Computational Economics: Agent-based Computational Economics vol. 2 (2006), Elsevier Science B.V./North-Holland 1109-1186
    • (2006) Handbook of Computational Economics: Agent-based Computational Economics , vol.2 , pp. 1109-1186
    • Hommes, C.1
  • 23
    • 0000125532 scopus 로고
    • Prospect theory: an analysis of choice under risk
    • Kahneman D., and Tversky A. Prospect theory: an analysis of choice under risk. Econometria 47 (1979) 263-291
    • (1979) Econometria , vol.47 , pp. 263-291
    • Kahneman, D.1    Tversky, A.2
  • 24
    • 3242680631 scopus 로고    scopus 로고
    • Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness
    • Lehnert T. Explaining smiles: GARCH option pricing with conditional leptokurtosis and skewness. Journal of Derivatives 10 (2003) 27-39
    • (2003) Journal of Derivatives , vol.10 , pp. 27-39
    • Lehnert, T.1
  • 25
    • 0033545290 scopus 로고    scopus 로고
    • Scaling and criticality in a stochastic multi-agent model of a financial market
    • Lux T., and Marchesi M. Scaling and criticality in a stochastic multi-agent model of a financial market. Nature 397 (1999) 498-500
    • (1999) Nature , vol.397 , pp. 498-500
    • Lux, T.1    Marchesi, M.2
  • 26
  • 28
    • 0010104544 scopus 로고    scopus 로고
    • Are investors reluctant to realize their losses?
    • Odean T. Are investors reluctant to realize their losses?. Journal of Finance 53 (1998) 1775-1779
    • (1998) Journal of Finance , vol.53 , pp. 1775-1779
    • Odean, T.1
  • 29
    • 0001242340 scopus 로고    scopus 로고
    • Do investors trade too much?
    • Odean T. Do investors trade too much?. American Economic Review 89 (1999) 1279-1299
    • (1999) American Economic Review , vol.89 , pp. 1279-1299
    • Odean, T.1
  • 31
    • 0013136339 scopus 로고
    • Are we all less risky and more skillful than our fellow drivers?
    • Svenson O. Are we all less risky and more skillful than our fellow drivers?. Acta Psychologica 47 (1981) 143-148
    • (1981) Acta Psychologica , vol.47 , pp. 143-148
    • Svenson, O.1
  • 32
    • 0000538440 scopus 로고
    • Mental accounting and consumer choice
    • Thaler R. Mental accounting and consumer choice. Marketing Science 4 (1985) 199-215
    • (1985) Marketing Science , vol.4 , pp. 199-215
    • Thaler, R.1
  • 33
    • 0000630111 scopus 로고
    • Gambling with the house money effects of prior outcomes on risky choice
    • Thaler R., and Johnson E. Gambling with the house money effects of prior outcomes on risky choice. Management Science 36 (1990) 643-661
    • (1990) Management Science , vol.36 , pp. 643-661
    • Thaler, R.1    Johnson, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.