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Unrealistic Optimism and Asymmetry in the Pricing of Equity Tail Risk
SSRN Electronic Journal
◽
10.2139/ssrn.3139184
◽
2018
◽
Author(s):
Victor Chow
◽
Jingrui (Victoria) Li
◽
Ben J. Sopranzetti
Keyword(s):
Unrealistic Optimism
◽
Tail Risk
Download Full-text
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Cited By
References
Perceived risk and unrealistic optimism: Two sides of the same coin?
PsycEXTRA Dataset
◽
10.1037/e536922011-124
◽
1998
◽
Author(s):
J. van der Pligt
◽
W. Otten
Keyword(s):
Perceived Risk
◽
Unrealistic Optimism
◽
Two Sides
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The effects of unrealistic optimism and culture on health in people living with HIV/AIDS
PsycEXTRA Dataset
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10.1037/e633962013-545
◽
2006
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Author(s):
Elizabeth Donnery
◽
Jill A. Jacobson
Keyword(s):
People Living With Hiv
◽
Unrealistic Optimism
◽
Living With Hiv
◽
Hiv Aids
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Intuited consequences of prediction biases and their effects on unrealistic optimism
PsycEXTRA Dataset
◽
10.1037/e722292011-111
◽
2007
◽
Author(s):
Aaron M. Sackett
◽
David A. Armor
Keyword(s):
Unrealistic Optimism
Download Full-text
Tail Risk in Pension Funds: An Analysis Using ARCH Models and Bilinear Processes
CFA Digest
◽
10.2469/dig.v45.n1.5
◽
2015
◽
Vol 45
(1)
◽
Author(s):
Michal Szudejko
Keyword(s):
Pension Funds
◽
Tail Risk
◽
Arch Models
Download Full-text
Impact of Price Limits on Tail Risk
Asian Review of Financial Research
◽
10.37197/arfr.2018.31.2.4
◽
2018
◽
Vol 31
(2)
◽
pp. 259-301
Author(s):
Sekyung Oh
◽
◽
Hyukdo Kee
Keyword(s):
Price Limits
◽
Tail Risk
Download Full-text
Capturing fat-tail risk in exchange rate returns using SU curves: a comparison with the normal mixture and skewed Student distributions
The Journal of Risk
◽
10.21314/jor.2007.163
◽
2007
◽
Vol 10
(2)
◽
pp. 73-100
◽
Cited By ~ 7
Author(s):
Pedro Gurrola
Keyword(s):
Exchange Rate
◽
Normal Mixture
◽
Tail Risk
◽
Fat Tail
Download Full-text
Validation of index and benchmark assignment: adequacy of capturing tail risk
The Journal of Risk Model Validation
◽
10.21314/jrmv.2019.214
◽
2019
◽
pp. 71-105
Author(s):
Lukasz Prorokowski
Keyword(s):
Tail Risk
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Analyzing Tail Risk Using Crisis Utility Rankings
SSRN Electronic Journal
◽
10.2139/ssrn.1710705
◽
2010
◽
Author(s):
Kendrick Wakeman
Keyword(s):
Tail Risk
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Tail Risk for Australian Emerging Market Entities
SSRN Electronic Journal
◽
10.2139/ssrn.1967299
◽
2011
◽
Author(s):
David E. Allen
◽
Akhmad Kramadibrata
◽
Robert J. Powell
◽
Abhay Kumar Singh
Keyword(s):
Emerging Market
◽
Tail Risk
Download Full-text
Tailing Tail Risk in the Hedge Fund Industry
SSRN Electronic Journal
◽
10.2139/ssrn.2041525
◽
2012
◽
Cited By ~ 4
Author(s):
Walter Distaso
◽
Marcelo Fernandes
◽
Filip Zikes
Keyword(s):
Hedge Fund
◽
Tail Risk
◽
Fund Industry
Download Full-text
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