Robotik im Anlagevermögen: Algorithmenbasiertes Handeln in der Versicherungsbranche
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Moreira, Alan & Muir, Tyler, 2019. "Should Long-Term Investors Time Volatility?," Journal of Financial Economics, Elsevier, vol. 131(3), pages 507-527.
- repec:bla:jfinan:v:53:y:1998:i:5:p:1775-1798 is not listed on IDEAS
- Shefrin, Hersh & Statman, Meir, 1985. "The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence," Journal of Finance, American Finance Association, vol. 40(3), pages 777-790, July.
- Haugen, Robert A. & Heins, A. James, 1975. "Risk and the Rate of Return on Financial Assets: Some Old Wine in New Bottles," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 775-784, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, December.
- Sitinjak Elizabeth Lucky Maretha & Haryanti Kristiana & Kurniasari Widuri & Sasmito Yohanes Wisnu Djati, 2019. "Investor behavior based on personality and company life cycle," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 10(2), pages 23-38, August.
- Shoji, Isao & Kanehiro, Sumei, 2016. "Disposition effect as a behavioral trading activity elicited by investors' different risk preferences," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 104-112.
- Singal, Vijay & Xu, Zhaojin, 2011. "Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2704-2718, October.
- Galliera, Arianna, 2018.
"Self-selecting random or cumulative pay? A bargaining experiment,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 72(C), pages 106-120.
- Arianna Galliera, 2016. "Self-Selecting Random or Cumulative Pay? A Bargaining Experiment," Working Papers CESARE 2/2016, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Constantinos Antoniou & John A. Doukas & Avanidhar Subrahmanyam, 2016. "Investor Sentiment, Beta, and the Cost of Equity Capital," Management Science, INFORMS, vol. 62(2), pages 347-367, February.
- Lepone, Grace & Tian, Gary, 2020. "Usage of conditional orders and the disposition effect in the stock market," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
- Glaser, Markus, 2003. "Online Broker Investors: Demographic Information, Investment Strategy, Portfolio Positions, and Trading Activity," Sonderforschungsbereich 504 Publications 03-18, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Aman, Hiroyuki & Motonishi, Taizo & Ogawa, Kazuhito & Omori, Kozo, 2024. "The effect of financial literacy on long-term recognition and short-term trade in mutual funds: Evidence from Japan," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 762-783.
- Dertwinkel-Kalt, Markus & Köster, Mats, 2017.
"Local thinking and skewness preferences,"
DICE Discussion Papers
248, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Dertwinkel-Kalt, Markus & Köster, Mats, 2017. "Local Thinking and Skewness Preferences," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168303, Verein für Socialpolitik / German Economic Association.
- Markus Dertwinkel-Kalt & Mats Kцster, 2017. "Local Thinking and Skewness Preferences," Working Paper Series in Economics 97, University of Cologne, Department of Economics.
- Brad M. Barber & Yi‐Tsung Lee & Yu‐Jane Liu & Terrance Odean, 2007. "Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan," European Financial Management, European Financial Management Association, vol. 13(3), pages 423-447, June.
- Lo, Andrew W & MacKinlay, A Craig, 1990.
"When Are Contrarian Profits Due to Stock Market Overreaction?,"
The Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 175-205.
- Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-., 1989. "When are contrarian profits due to stock market overreaction?," Working papers 3008-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Andrew W. Lo & A. Craig MacKinlay, 1989. "When are Contrarian Profits Due to Stock Market Overreaction?," NBER Working Papers 2977, National Bureau of Economic Research, Inc.
- Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Chan, Kalok & Covrig, Vicentiu, 2012. "What determines mutual fund trading in foreign stocks?," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 793-817.
- Carolin Bock & Maximilian Schmidt, 2015. "Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 68-82, November.
- Chorvat, Terrence, 2006. "Taxing utility," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 35(1), pages 1-16, February.
- Seungwook Bahng, 2003. "Do Psychological Barriers Exist in the Stock Price Indices? Evidence from Asia's Emerging Markets," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 6(1), pages 35-52, March.
- Hou, Yang & Meng, Jiayin, 2018. "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper 94838, University Library of Munich, Germany.
- Hamza Bahaji, 2011. "Incentives from stock option grants: a behavioral approach," Post-Print halshs-00681607, HAL.
- Elie Matta & Jean McGuire, 2008. "Too Risky to Hold? The Effect of Downside Risk, Accumulated Equity Wealth, and Firm Performance on CEO Equity Reduction," Organization Science, INFORMS, vol. 19(4), pages 567-580, August.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GER-2021-02-22 (German Papers)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:fomarb:77. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/fommmde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.