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Stock Selection Strategies in Emerging Markets
Hart, Jaap van der; Slagter, Erica; Dijk, Dick van - Tinbergen Instituut - 2001
This discussion paper resulted in a publication in 'Emerging Markets Review', 2005, 6, 238-262.<P> See also the publication in the 'Journal of Empirical Finance', 2003, 10, 1-5=132.<P> Recent empirical evidence suggests that value and momentum strategies generate significantexcess returns in emerging...</p></p>
Persistent link: https://www.econbiz.de/10011255877
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Interacting Agents in Finance
Hommes, Cars - Tinbergen Instituut - 2006
This discussion paper led to a chapter in: (S.N. Durlauf & L.E. Blume (Eds.))<I>The New Palgrave Dictionary of Economics</I> 2nd ed. Vol.4, pp. 402-406. Basingstoke: Palgrave Macmillan, 2008.<P> Interacting agents in finance represent a behavioral, agent-based approach in which financial markets are...</p></i>
Persistent link: https://www.econbiz.de/10011255945
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The Behavioral Impact of Emotions in a Power to take Game: An Experimental Study
Bosman, Ronald; Winden, Frans A.A.M. van - Tinbergen Instituut - 1999
-making experiment preceding the take game. The gameconsists of two stages. In the first stage, the take authority decides howmuch income … nothing) or the highest level of punishment (destroyeverything). (4) Expectations have a significant effect on the …-69, as: 'Emotional Hazard in a Power-to-Take Experiment'. …
Persistent link: https://www.econbiz.de/10011255559
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Errors in Judicial Decisions
Sonnemans, Joep; Dijk, Frans van - Tinbergen Instituut - 2008
verdict. In this experiment we examine the relationship between evidence of which the strength is known, subjective …
Persistent link: https://www.econbiz.de/10011255690
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Connectivity and Concentration in Airline Networks: A Complexity Analysis of Lufthansa's Network
Reggiani, Aura; Nijkamp, Peter; Cento, Alessandro - Tinbergen Instituut - 2011
Information, communication and transport networks have always been in a state of flux, while they also influence each other. Extensive research efforts have been made to investigate the dynamics in the structure and use of networks, e.g., by means of network geometries, small-world effects and...
Persistent link: https://www.econbiz.de/10011256049
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Computation of the Nucleolus for a Class of Disjunctive Games with a Permission Structure
Brink, René van den; Katsev, Ilya; Laan, Gerard van der - Tinbergen Instituut - 2008
This discussion paper resulted in a publication in the 'International Journal of Game Theory', 2011, 40, 591-616.<P> A situation in which a finite set of players can obtain certain payoffs by cooperation can be described by a cooperative game with transferable utility, or simply a TU-game. A...</p>
Persistent link: https://www.econbiz.de/10011256279
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A Bankruptcy Approach to the Core Cover
Estévez-Fernández, Arantza; Fiestras-Janeiro, María … - Tinbergen Instituut - 2012
stable allocations capturedby an associated bankruptcy game. Moreover, we analyze the combinatorial complexity ofthe core …
Persistent link: https://www.econbiz.de/10011256360
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An Algorithm for Computing the Nucleolus of Disjunctive Additive Games with An Acyclic Permission Structure
Brink, René van den; Katsev, Ilya; Laan, Gerard van der - Tinbergen Instituut - 2008
A situation in which a finite set of players can obtain certain payoffs by cooperation can be described by a cooperative game with transferable utility, or simply a TU-game. A (single-valued) solution for TU-games assigns a payoff distribution to every TU-game. A well-known solution is the...
Persistent link: https://www.econbiz.de/10011257037
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Who can predict their own Demise? Accuracy of Longevity Expectations by Education and Cognition
d'Uva, Teresa Bago; Ciftci, Esen Erdogan; O'Donnell, Owen; … - Tinbergen Instituut - 2015
Biased longevity expectations will lead to suboptimal decisions regarding saving, retirement, annuitization and health …, with consequences for wellbeing in old age. Systematic differences in the accuracy of longevity expectations may partly … veracity of expectations are due to the less educated and cognitively able responding less to changes in objective mortality …
Persistent link: https://www.econbiz.de/10011275101
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Learning in Cobweb Experiments
Hommes, C.H.; Sonnemans, J.H.; Tuinstra, J.; Velde, H. … - Tinbergen Instituut - 2003
from individual expectations. Subjects have no information about underlying market equilibrium equations, but can learn by … stable treatment, rational expectations (RE) yield a good description of observed aggregate price fluctuations: prices remain …
Persistent link: https://www.econbiz.de/10011256156