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Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Kast, Robert; Lapied, André; Roubaud, David - In: Economic modelling 38 (2014), pp. 495-503
Persistent link: https://www.econbiz.de/10010418987
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Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan; Li, Yuhan - In: Economic modelling 132 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
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Ambiguity and risk in the oil market
Ayoub, Mahmoud; Qadan, Mahmoud - In: Economic modelling 132 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014547975
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Employee stock option-implied risk attitude under Rank-Dependent Expected Utility
Bahaji, Hamza; Casta, Jean-François - In: Economic modelling 52 (2016), pp. 144-154
Persistent link: https://www.econbiz.de/10011645588
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Risk preferences under price uncertainties and production risk : a note
Alghalith, Moawia - In: Economic modelling 23 (2006) 3, pp. 387-390
Persistent link: https://www.econbiz.de/10003333364
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Interest rate risk, labor supply and unemployment
Basu, Parantap; Ghosh, Satyajit; Kallianiotis, Ioannis - In: Economic modelling 18 (2001) 2, pp. 223-231
Persistent link: https://www.econbiz.de/10001560635
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Dynamics of sticky information and sticky price models in a New Keynesian DSGE framework
Arslan, M. Murat - In: Economic modelling 25 (2008) 6, pp. 1276-1294
Persistent link: https://www.econbiz.de/10003808229
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Information disclosure with leakages
Grégoire, Philippe; Huang, Hui - In: Economic modelling 29 (2012) 5, pp. 2005-2010
Persistent link: https://www.econbiz.de/10009667006
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The overconfident trader does not always overreact to his information
Du, Sarina; Liu, Hong - In: Economic modelling 46 (2015), pp. 384-390
Persistent link: https://www.econbiz.de/10011436667
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Insider trading and information revelation with the introduction of futures markets
Hsu, Chih-Hsiang; Lee, Hsiu-Chuan - In: Economic modelling 43 (2014), pp. 173-182
Persistent link: https://www.econbiz.de/10010502185