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Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
16 references·1 citing·35 second hop
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References

  • 1981The Framing of Decisions and the Psychology of Choice17,834 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 1966Mutual Fund Performance3,932 cited
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  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
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  • 2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality870 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
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  • 2010Stochastic Dominance: Investment Decision Making under Uncertainty591 cited
  • 2002A Universal Performance Measure590 cited
  • 1962Admissibility and Measurable Utility Functions559 cited
  • 2013On the links between stock and commodity markets' volatility559 cited
  • 2013

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Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold
556 cited

Cited by

  • 2020Review on behavioral economics and behavioral finance25 cited