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Risk diversification by European financial conglomerates

Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - 2005

We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial...

Persistent link: https://www.econbiz.de/10011346454

Asset market linkages in crisis periods

Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - 2001

We characterize asset return linkages during periods of stress by an extremal dependence measure. Contrary to correlation analysis, this nonparametric measure is not predisposed toward the normal distribution and can allow for nonlinear relationships. Our estimates for the G-5 countries suggest...

Persistent link: https://www.econbiz.de/10011317457

Meta-analysis of the impact of fiscal policies on long-run growth

Nijkamp, Peter; Jacques Poot, Victoria - 2002

are unlikely to be able to correctly identify the growth impact of infrastructure. The probability that a study detects a …

Persistent link: https://www.econbiz.de/10011326403

Statistics and common sense

Hanaki, Nobuyuki; Magnus, Jan R.; Yoo, Donghoon - 2021

Common sense is a dynamic concept and it is natural that our (statistical) common sense lags behind the development of statistical science. What is not so easy to understand is why common sense lags behind as much as it does. We conduct a survey among Japanese students and try to understand why...

Persistent link: https://www.econbiz.de/10012795343

Anticipatory anxiety and wishful thinking

Engelmann, Jan; Lebreton, Maël; Schwardmann, Peter; … - 2019

It is widely hypothesized that anxiety and worry about an uncertain future lead to the adoption of comforting beliefs …

Persistent link: https://www.econbiz.de/10012026094

Mental health literacy, beliefs and demand for mental health support among university students

Acampora, Michelle; Capozza, Francesco; Moghani, Vahid - 2022

This paper assesses the impact of a mental health literacy intervention on the demand for mental health support among university students. We run a field experiment with 2,978 university students from one of the largest Dutch universities. The literacy intervention provides information on the...

Persistent link: https://www.econbiz.de/10013413541

Born that way : beliefs about genetics' importance and redistribution preferences

Pogliano, Andrea - 2024

's genetics. I investigate whether individuals' redistribution preferences are affected by their beliefs about genetics' role in … two workers earned based on their performance in a mathematical task. Across two treatments, I modify beliefs about the … study highlights that individuals' redistribution preferences are affected by their beliefs about genetics' role in …

Persistent link: https://www.econbiz.de/10014496483

On the optimality of regularity in mixing markovian decision rules for MDP control

Laan, Dinard van der - 2010

In this paper we study Markov Decision Process (MDP) problems with the restriction that at decision epochs only a finite number of given Markovian decision rules may be applied. The elements of the finite set of allowed decision rules should be mixed to improve the performance. The set of...

Persistent link: https://www.econbiz.de/10011380145

Approximate results for a generalized secretary problem

Dietz, Chris; Laan, Dinard van der; Ridder, Ad - 2010

A version of the classical secretary problem is studied, in which one is interested in selecting one of the b best out of a group of n differently ranked persons who are presented one by one in a random order. It is assumed that b is bigger than or equal to 1 is a preassigned number. It is...

Persistent link: https://www.econbiz.de/10011381898

On the extreme points of two polytopes associated with a digraph and applications to cooperative games

Brink, René van den; Laan, Gerard van der; Vasilʹev, … - 2004

In this paper we describe the extreme points of two closely related polytopes that are assigned to a digraph. The first polytope is the set of all sharing vectors (elements from the unit simplex) such that each node gets at least as much as each of its successors. The second one is the set of...

Persistent link: https://www.econbiz.de/10011335203