Pessimistic Optimal Choice for Risk-Averse Agents
Year of publication: |
2014
|
---|---|
Authors: | Vitale, Paolo |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Risikoaversion | Risk aversion | Prinzipal-Agent-Theorie | Agency theory | Agentenbasierte Modellierung | Agent-based modeling |
Extent: | 1 Online-Ressource (72 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2334076 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pessimistic optimal choice for risk-averse agents : the continuous-time limit
Vitale, Paolo, (2017)
-
Do we really need heterogeneous agent models?
Aydilek, Harun, (2020)
-
Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele, (2015)
- More ...
-
An empirical study of liquidity and information effects of order flow on exchange rate
Breedon, Francis, (2004)
-
Inflation and Sovereign Default
Kenc, Turalay, (2001)
-
Optimal Climate Policy for a Pessimistic Social Planner
Valentini, Edilio, (2014)
- More ...