Narrow search
Showing 1 - 10 of 3,152
Cover Image
Energy technological change and capacity under uncertainty in learning
Shittu, Ekundayo - In: IEEE transactions on engineering management : EM 61 (2014) 3, pp. 406-418
Persistent link: https://www.econbiz.de/10010401633
Cover Image
Real time investments with adequate portfolio theory
Kvietkauskieṅe, Alina - In: Entrepreneurial business and economics review : EBER 2 (2014) 4, pp. 85-100
Persistent link: https://www.econbiz.de/10011450055
Cover Image
Unlocking the value of real options : how firm-specific learning conditions affect R&D investments under uncertainty
Ross, Jan-Michael; Fisch, Jan Hendrik; Varga, Emanuel - In: Strategic entrepreneurship journal : SEJ 12 (2018) 3, pp. 335-353
Persistent link: https://www.econbiz.de/10011973439
Cover Image
Decisions under complex uncertainty : foreign actors' influence on Azerbaijan's energy policy
Flegel, Tina - 2014
Persistent link: https://www.econbiz.de/10011304324
Cover Image
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
Cover Image
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003674261
Cover Image
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003523245
Cover Image
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - 2008
, which is observationally distinct from the risk premium of affine yield curve models. The ambiguity premium can be large … even in the simplest logutility model and is non zero also for stochastic factors that have a zero risk premium. A …
Persistent link: https://www.econbiz.de/10003961717
Cover Image
Ambiguity Aversion and the Term Structure of Interest Rates
Gagliardini, Patrick - 2010
, which is observationally distinct from the risk premium of affine yield curve models. The ambiguity premium can be large … even in the simplest log-utility setting and is also nonzero for stochastic factors that have a zero risk premium. A …
Persistent link: https://www.econbiz.de/10013150827
Cover Image
Structural holes and entrepreneurial decision making
Aarstad, Jarle - In: Entrepreneurship research journal : ERJ 4 (2014) 3, pp. 261-276
Persistent link: https://www.econbiz.de/10010388089