An incentive problem of risk balancing in portfolio choices

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An incentive problem of risk balancing in portfolio choices

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作者：Jin-Ray Lu^a ; ^{jinray@mail.ndhu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Chih-Chiang Hwang^a ; ^{david17hwang@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; Min-Luan Liu^b ; ^{m9942012@ems.ndhu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Chien-Yi Lin^a ; ^{cylin9@yahoo.com.tw" class="auth_mail" title="E-mail the corresponding author}
关键词：G11 ; G32
刊名：The Quarterly Review of Economics and Finance
出版年：2016
出版时间：August 2016
年：2016
卷：61
期：Complete
页码：192-200
全文大小：570 K

文摘

•: This article analyzes the incentives of risk balancing for stock investors.
•: Examine how investors adjust the asset shares in their portfolios in response to potential risks.
•: Investors reduce the weight of stock they hold to offset the impacts of potential risks.
•: Investors have a desire to reduce the weight of stock dramatically, given some scenarios.

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