4.7 Article

Tracking customer risk aversion

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Business, Finance

Can portfolio risk be described with estimates of financial risk tolerance calibration?

Abed G. Rabbani et al.

Summary: The study examines the relationship between miscalibration of financial risk tolerance and portfolio choices made by financial decision-makers. It finds that some individuals underestimate their risk tolerance and hold more conservative portfolios. No clear pattern is observed for those who overestimate their risk tolerance. Gender, age, income, and working with a financial advisor are found to be more consistent descriptors of portfolio risk compared to risk-tolerance miscalibration.

FINANCE RESEARCH LETTERS (2022)

Article Business, Finance

Association between investment risk tolerance and portfolio risk: The role of confidence level

Zheying Yao et al.

Summary: This study examines the relationship between investment risk tolerance, confidence levels, and investment portfolio risk, finding that individuals with higher confidence levels tend to invest in riskier assets. By using confidence levels to measure over or underestimation of financial knowledge, it investigates how overconfidence or underconfidence in financial knowledge impacts portfolio risk.

JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2021)

Article Business, Finance

Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S

Jianping Li et al.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2020)

Article Computer Science, Artificial Intelligence

Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

Joao Nobre et al.

EXPERT SYSTEMS WITH APPLICATIONS (2019)

Article Business, Finance

Understanding the order effect in eliciting risk aversion

Kitae Sohn

FINANCE RESEARCH LETTERS (2019)

Article Computer Science, Artificial Intelligence

Application of eXtreme gradient boosting trees in the construction of credit risk assessment models for financial institutions

Yung-Chia Chang et al.

APPLIED SOFT COMPUTING (2018)

Article Economics

GLOBAL EVIDENCE ON ECONOMIC PREFERENCES

Armin Falk et al.

QUARTERLY JOURNAL OF ECONOMICS (2018)

Article Business, Finance

Financial overconfidence over time: Foresight, hindsight, and insight of investors

Christoph Merkle

JOURNAL OF BANKING & FINANCE (2017)

Article Business, Finance

Improving Investment Decisions with Simulated Experience

Meike A. S. Bradbury et al.

REVIEW OF FINANCE (2015)

Article Social Sciences, Interdisciplinary

Misclassifications in financial risk tolerance

Caterina Lucarelli et al.

JOURNAL OF RISK RESEARCH (2015)

Article Business, Finance

How Investor Perceptions Drive Actual Trading and Risk-Taking Behavior

Arvid O. I. Hoffmann et al.

JOURNAL OF BEHAVIORAL FINANCE (2015)

Article Computer Science, Artificial Intelligence

Bankruptcy prediction using Extreme Learning Machine and financial expertise

Qi Yu et al.

NEUROCOMPUTING (2014)

Article Multidisciplinary Sciences

A Comparison of MCC and CEN Error Measures in Multi-Class Prediction

Giuseppe Jurman et al.

PLOS ONE (2012)

Article Economics

Prediction of bank financial strength ratings: The case of Turkey

Hulisi Ogut et al.

ECONOMIC MODELLING (2012)

Article Economics

INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES

Thomas Dohmen et al.

JOURNAL OF THE EUROPEAN ECONOMIC ASSOCIATION (2011)

Article Business

Do investment risk tolerance attitudes predict portfolio risk?

JE Corter et al.

JOURNAL OF BUSINESS AND PSYCHOLOGY (2006)