---
title: Investors' Risk Perception
url: https://www.ml-quant.com/papers/repec/taf-eurjfi-v-30-y-2024-i-17-p-2032-2058/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:eurjfi:v:30:y:2024:i:17:p:2032-2058
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2024.2364831%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A17%3Ap%3A2032-2058
featured: 2024-11-13
citations: unknown
topic: Derivatives & Volatility
---


# Investors' Risk Perception

An unsupervised machine learning algorithm analyzed corporate disclosures, finding that most risk factors decrease return volatility when disclosed.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2024.2364831%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A17%3Ap%3A2032-2058
- Identifier: RePEc:taf:eurjfi:v:30:y:2024:i:17:p:2032-2058
- Released: 2024-11-13
- First featured: Quant Letter No. 74 (2024-11-13): https://www.ml-quant.com/issues/2024-11-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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