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The Neglect of Correlation in Allocation Decisions
16 references·16 citing·27 second hopsampled
The Neglect of Correlation in Allocation Decisions (2009)The Neglect of Correlation in Allocation …Theory of games and economic behavior (2019)Theory of games and economic …A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceHandbook of the Economics of Finance (2013)Handbook of the Economics of …How People Make Decisions That Involve Risk (2004)How People Make Decisions Tha…Risk Aversion and Incentive Effects (2002)Risk Aversion and Incentive E…Naive Diversification Strategies in Defined Contribution Saving Plans (2001)Naive Diversification Strateg…Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk (2000)Developments in Non-Expected …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Judgment Under Uncertainty: Heuristics and Biases. (1984)Judgment Under Uncertainty: H…Judgment under uncertainty: Causality and attribution (1982)Judgment under uncertainty: C…Judgment under Uncertainty (1982)Judgment under UncertaintyEvidential impact of base rates (1982)Evidential impact of base rat…A theory of anticipated utility (1982)A theory of anticipated utili…Belief in the law of small numbers. (1971)Belief in the law of small nu…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Theory of Games and Economic Behavior (1945)Theory of Games and Economic …A bibliometric visualization of behavioral biases in investment decision-making (2023)A bibliometric visualization …Skewness expectations and portfolio choice (2022)Skewness expectations and por…How to Alleviate Correlation Neglect in Investment Decisions (2022)How to Alleviate Correlation …Algorithm Aversion as an Obstacle in the Establishment of Robo Advisors (2022)Algorithm Aversion as an Obst…A New Test of Risk Factor Relevance (2022)A New Test of Risk Factor Rel…Reinforcement learning about asset variability and correlation in repeated portfolio decisions (2021)Reinforcement learning about …The Perception of Dependence, Investment Decisions, and Stock Prices (2020)The Perception of Dependence,…Digital customization of consumer investments in multiple funds: virtual integration improves risk–return decisions (2020)Digital customization of cons…Combining forecasts in the presence of ambiguity over correlation structures (2020)Combining forecasts in the pr…Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy (2018)Portfolio diversification: th…Locus of control and consistent investment choices (2018)Locus of control and consiste…Belief Formation Under Signal Correlation (2018)Belief Formation Under Signal…An exploratory experimental analysis of path-dependent investment behaviors (2018)An exploratory experimental a…Naive Diversification Preferences and Their Representation (2016)Naive Diversification Prefere…Correlation Neglect in Portfolio Choice: Lab Evidence (2016)Correlation Neglect in Portfo…Correlation Neglect, Voting Behavior, and Information Aggregation (2015)Correlation Neglect, Voting B…Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Oxytocin increases trust in humans (2005)Gender Differences in Preferences (2009)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Those Who Understand: Knowledge Growth in Teaching (1986)The weirdest people in the world? (2010)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Evolutionary Game Theory (2011)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Perception of Risk (1987)Introduction: epistemic communities and international policy coordination (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1982Judgment under Uncertainty8,238 cited
  • 2002Risk Aversion and Incentive Effects5,973 cited
  • 1984Judgment Under Uncertainty: Heuristics and Biases.5,656 cited
  • 1982Judgment under uncertainty: Causality and attribution4,616 cited
  • 1945Theory of Games and Economic Behavior3,887 cited
  • 1971Belief in the law of small numbers.3,244 cited
  • 1982A theory of anticipated utility3,136 cited
  • 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk1,902 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 2001Naive Diversification Strategies in Defined Contribution Saving Plans1,538 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 2004How People Make Decisions That Involve Risk639 cited
  • 1982Evidential impact of base rates591 cited

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Cited by

  • 2015Correlation Neglect, Voting Behavior, and Information Aggregation147 cited
  • 2022A New Test of Risk Factor Relevance75 cited
  • 2020The Perception of Dependence, Investment Decisions, and Stock Prices51 cited
  • 2016Correlation Neglect in Portfolio Choice: Lab Evidence37 cited
  • 2023A bibliometric visualization of behavioral biases in investment decision-making35 cited
  • 2018Locus of control and consistent investment choices33 cited
  • 2022Algorithm Aversion as an Obstacle in the Establishment of Robo Advisors33 cited
  • 2018An exploratory experimental analysis of path-dependent investment behaviors32 cited
  • 2018Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy25 cited
  • 2022How to Alleviate Correlation Neglect in Investment Decisions19 cited
  • 2020Combining forecasts in the presence of ambiguity over correlation structures16 cited
  • 2018Belief Formation Under Signal Correlation16 cited
  • 2021Reinforcement learning about asset variability and correlation in repeated portfolio decisions12 cited
  • 2020Digital customization of consumer investments in multiple funds: virtual integration improves risk–return decisions12 cited
  • 2022Skewness expectations and portfolio choice7 cited
  • 2016Naive Diversification Preferences and Their Representation7 cited