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Finding common ground when experts disagree : belief dominance over portfolios of alternatives

Baker, Erin; Bosetti, Valentina; Salo, Ahti A. - 2016

We address the problem of choosing a portfolio of policies under "deep uncertainty." We introduce the idea of belief dominance as a way to derive a set of non-dominated portfolios and robust individual alternatives. Our approach departs from the tradition of providing a single recommended...

Persistent link: https://www.econbiz.de/10011504367

Portfolio selection with narrow framing : probability weighting matters

De Giorgi, Enrico; Legg, Shane - 2009 - This version: June 9, 2009

This paper shows that the framework proposed by Barberis and Huang (2009) to incorporate narrow framing and loss aversion into dynamic models of portfolio choice and asset pricing can be extended to also account for probability weighting and for a value function that is convex on losses and...

Persistent link: https://www.econbiz.de/10003970464

Supplier diversification under buyer risk

Chod, Jiri; Trichakis, Nikolaos; Tsoukalas, Gerry - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3150-3173

Persistent link: https://www.econbiz.de/10012039982

Internet, noise trading and commodity prices

Peri, Massimo; Vandone, Daniela; Baldi, Lucia - 2012

Persistent link: https://www.econbiz.de/10011759934

Mutual funds and risk disclosure : information content of fund prospectuses

Krakow, Jonathan; Schäfer, Timo - 2020

Mutual funds are mandated by the Securities and Exchange Commission (SEC) to disclose information on their investment … that regular content-based updates of the disclosed risks provide relevant information in predicting future fund … performance. Investors, however, do not react to this new information but rather to the content's informativeness. Finally, using …

Persistent link: https://www.econbiz.de/10012271034

Optimal incentives and securitization of defaultable assets

Malamud, Semyon; Rui, Huaxia; Whinston, Andrew B. - 2011

We study optimal securitization of defaultable assets in a continuous time setting. A financial intermediary can create a portfolio of defaultable assets and then sell it to outside investors. The default risk of the assets in the portfolio is determined by the unobservable costly effort exerted...

Persistent link: https://www.econbiz.de/10009375121

Early childhood development : wealth, the nurturing environment and inequality first results from the PRIDI database

Verdisco, Aimée E.; Cueto, Santiago; Thompson, Jennelle - 2016

This paper presents findings from the Regional Project on Child Development Indicators, PRIDI for its acronym in Spanish. PRIDI created a new tool, the Engle Scale, for evaluating development in children aged 24 to 59 months in four domains: cognition, language and communication, socio-emotional...

Persistent link: https://www.econbiz.de/10011519065

Rating agencies' credit signals : an analysis of sovereign watch and outlook

Alsakka, Rasha; Ap Gwilym, Owain - In: International review of financial analysis 21 (2012), pp. 45-55

Persistent link: https://www.econbiz.de/10009633358

Hedonic evaluation of the SRI label of mutual funds using matching methodology

Bilbao Terol, Amelia; Alvarez, Susana; Bilbao, Cecilia; … - In: International review of financial analysis 52 (2017), pp. 213-227

Persistent link: https://www.econbiz.de/10011868744

The GATT/WTO welfare effects : 1950-2015

Chang, Pao-Li; Jin, Wei; Yao, Kefang - 2022

Persistent link: https://www.econbiz.de/10013540923