The Neglect of Correlation in Allocation Decisions
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DOI: 10.1002/j.2325-8012.2009.tb00946.x
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References listed on IDEAS
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- Alex Chinco & Samuel M. Hartzmark & Abigail B. Sussman, 2022. "A New Test of Risk Factor Relevance," Journal of Finance, American Finance Association, vol. 77(4), pages 2183-2238, August.
- Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2023.
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Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 107-144, March.
- Drerup, Tilman & Wibral, Matthias & Zimpelmann, Christian, 2022. "Skewness Expectations and Portfolio Choice," IZA Discussion Papers 15018, Institute of Labor Economics (IZA).
- Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2022. "Skewness Expectations and Portfolio Choice," CRC TR 224 Discussion Paper Series crctr224_2022_333, University of Bonn and University of Mannheim, Germany.
- Levy, Gilat & Razin, Ronny, 2019. "Echo chambers and their effects on economic and political outcomes," LSE Research Online Documents on Economics 101413, London School of Economics and Political Science, LSE Library.
- Hossain, Tanjim & Okui, Ryo, 2024.
"Belief formation under signal correlation,"
Games and Economic Behavior, Elsevier, vol. 146(C), pages 160-183.
- Tanjim Hossain & Ryo Okui, 2019. "Belief Formation Under Signal Correlation," Working Paper Series no115, Institute of Economic Research, Seoul National University.
- Maxim Senkov & Toygar T. Kerman, 2024.
"Changing Simplistic Worldviews,"
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- Maxim Senkov & Toygar T. Kerman, 2024. "Changing Simplistic Worldviews," CERGE-EI Working Papers wp773, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Christine Laudenbach & Michael Ungeheuer & Martin Weber, 2023. "How to Alleviate Correlation Neglect in Investment Decisions," Management Science, INFORMS, vol. 69(6), pages 3400-3414, June.
- Zhou, Jing, 2024. "Does correlation matter in probability matching? A laboratory investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 876-894.
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