Home/Author

Jaroslava Hlouskova

18 works· latest 2021· 4 institutionscluster: provisionalORCID 0000-0002-2298-0068

h-index13

i1013

Citations1,275

Works here18

Most cited in this library

NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES2007 · 363 citations
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study2006 · 292 citations
The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study2009 · 204 citations
The efficient frontier for bounded assets2000 · 105 citations
Optimal asset allocation under linear loss aversion2011 · 55 citations

Works

18 shown

Capital Income Taxation under Full loss offset Provisions of a Prospect Theory Investor

Public Finance and Management·2021·2 authors·Open access

1citations

The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level

Journal of Mathematical Economics·2019·3 authors·Open access

6citations

The consumption–investment decision of a prospect theory household: A two-period model

Journal of Mathematical Economics·2017·3 authors

16citations

The role of the marginal rate of substitution of wealth for a loss averse investor

Institutional Repository (IHS Vienna)·2016·2 authors·Open access

0citations

The Consumption-Investment Decision of a Prospect Theory Household

RePEc: Research Papers in Economics·2016·3 authors·preprint

1citations

A behavioral portfolio approach to multiple job holdings

Review of Economics of the Household

Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case*

RePEc: Research Papers in Economics·2014·4 authors

1citations

Capital income taxation and risk taking under prospect theory

International Tax and Public Finance·2012·2 authors·Open access

13citations

Optimal asset allocation under linear loss aversion

Journal of Banking & Finance·2011·2 authors·Open access

55citations

The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study

Econometric Reviews·2009·2 authors·Open access

204citations

An integrated CVaR and real options approach to investments in the energy sector

The Journal of Energy Markets·2008·5 authors

45citations

An Algorithm for Portfolio Optimization with Transaction Costs

Management Science·2005·2 authors

51citations

Real options and the value of generation capacity in the German electricity market

Review of Financial Economics·2005·4 authors

37citations

Portfolio Selection and Transactions Costs

Computational Optimization and Applications·2003·2 authors

44citations

The efficient frontier for bounded assets

Mathematical Methods of Operations Research·2000·2 authors

105citations

Forecasting the Euro exchange rate using vector error correction models

Review of World Economics·2000·3 authors

24citations