Similar Search Results

Robust newsvendor problem with autoregressive demand

Carrizosa, Emilio; Olivares-Nadal, Alba V.; … - In: Computers & operations research : and their … 68 (2016), pp. 123-133

Persistent link: https://www.econbiz.de/10011442377

Minimax : portfolio choice based on pessimistic decision making

Schaarschmidt, Steffen; Schanbacher, Peter - In: International journal of economics and finance 6 (2014) 8, pp. 23-40

Persistent link: https://www.econbiz.de/10010399353

Minimax regret with imperfect ex-post knowledge of the state

Bonanno, Giacomo - 2021

We consider decision problems under complete ignorance and extend the minimax regret principle to situations where … also extend the framework to encompass the possibility of less than the extreme pessimism that characterizes the minimax …

Persistent link: https://www.econbiz.de/10012655356

The evolutionary stability of optimism, pessimism, and complete ignorance

Schipper, Burkhard - In: Theory and decision : an international journal for … 90 (2021) 3/4, pp. 417-454

Persistent link: https://www.econbiz.de/10012583623

Frequentist properties of Bayesian inequality tests

Kaplan, David M.; Zhuo, Longhao - In: Journal of econometrics 221 (2021) 1, pp. 312-336

Persistent link: https://www.econbiz.de/10012618838

Managing ambiguity in asset allocation

Kaya, Hakan - In: The journal of asset management 18 (2017) 3, pp. 163-187

Persistent link: https://www.econbiz.de/10011704212

The evolutionary stability of optimism, pessimism, and complete ignorance

Schipper, Burkhard - 2019

We provide an evolutionary foundation to evidence that in some situations humans maintain either optimistic or pessimistic attitudes towards uncertainty and are ignorant to relevant aspects of the environment. Players in strategic games face Knightian uncertainty about opponents' actions and...

Persistent link: https://www.econbiz.de/10012101422

Minimax theorems for American options without time-consistency

Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker; … - In: Finance and stochastics 23 (2019) 1, pp. 209-238

Persistent link: https://www.econbiz.de/10012023712

Estimation of bond risks using minimax

Vygodchikova, Irina Yurievna; Firsova, Anna Alexandrovna; … - In: Journal of advanced research in law and economics : JARLE 7 (2016) 7/21, pp. 1899-1907

Persistent link: https://www.econbiz.de/10011966057

Further field evidence for minimax play

Dohmen, Thomas; Sonnabend, Hendrik - In: Journal of sports economics 19 (2018) 3, pp. 371-388

Persistent link: https://www.econbiz.de/10011855890