small time lag. We provide indicators to measure this phenomenon using tick-by-tick data. Strongly asymmetric cross-correlation …

some prior. It is shown that the more uncertainty averse and the more risk averse, the more likely are efficient …The theory of existence of equilibrium with short-selling is reconsidered under risk and ambiguity modelled by risk … of the risk adjusted sets of expectations overlap. This condition is necessary if agents are not risk neutral at extreme …

, which allow to take into account observed behaviors as in Allais' paradox under risk or Ellsberg's paradox under uncertainty … uncertainty, and Quiggin and Yaari under risk, succeeded to characterize preferences which generalize the EU model, by means of a … for more diversified patterns of behavior under uncertainty as well under risk. …

some prior. It is shown that the more uncertainty averse and the more risk averse the agents, the more likely are efficient …The theory of existence of equilibrium with short-selling is reconsidered under risk and ambiguity modelled by risk … of the risk adjusted sets of expectations overlap. This condition is necessary if agents are not risk neutral at extreme …

uncertainties over forecasting hypotheses. A mean to control such uncertainties lies in the introduction of risk in the Costs … under uncertainty mainly developed after Dixit and Pindyck (1994). The second one is more empirical and uses Monte Carlo … possibility of changes in transport policy. This uncertainty should be controlled. It is the role of strategic modeling. …

disaster risk. We first build an analytical model that demonstrates how countries that face a low hazard of disasters are … increasing economic development. We then use a cross country panel dataset in conjunction with a risk exposure index to …

Certain areas related to the topics under discussion here lie outside my field; for instance the evaluation of risk … powers to analyse the risk decision-making process over some years now. …

The economic principle of (hidden) uncertainty is presented. New probability formulas are offered. Examples of …

This paper discusses aspects of risk and uncertainty relevant in an interdisciplinary assessment of climate change … aspects the IPCC guidance notes provides an interdisciplinary unified approach on risk and uncertainty. This is a significant … probabilities are well founded versus situations of broader forms of error such as Knightian or deep uncertainty, incompleteness …

assets with short-selling where there is risk and ambiguity. Agents have Bewley's incomplete preferences. As an inertia … risk adjusted sets of probabilities intersect. The more risk averse, the more ambiguity averse the agents, the more likely …