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Identification of average treatment effects in social experiments under different forms of attrition
Huber, Martin - 2010
Persistent link: https://www.econbiz.de/10009240319
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Surprised by the gambler's and hot hand fallacies? : a truth in the law of small numbers
Miller, Joshua B.; Sanjurjo, Adam - 2016 - This version: November 15, 2016
Persistent link: https://www.econbiz.de/10011809321
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Eliciting subjective probability distributions with binary lotteries
Harrison, Glenn W.; Martínez-Correa, Jimmy; Swarthout, … - In: Economics letters 127 (2015), pp. 68-71
Persistent link: https://www.econbiz.de/10011382875
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Chapter 2. Errors in probabilistic reasoning and judgment biases
Benjamin, Daniel J. - 2019
modern behavioral economics. This chapter reviews theory and evidence on this topic, with the goal of facilitating more … processes, biases in belief updating, the representativeness heuristic as a possible unifying theory, and interactions between …
Persistent link: https://www.econbiz.de/10014023386
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Bayesian sequential data collection for stochastic simulation calibration
Wang, Bo; Zhang, Qiong; Xie, Wei - In: European journal of operational research : EJOR 277 (2019) 1, pp. 300-316
Persistent link: https://www.econbiz.de/10012015034
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Overcoming ambiguity aversion through experience
Güney, Şule; Newell, Ben R. - In: Journal of behavioral decision making 28 (2015) 2, pp. 188-199
Persistent link: https://www.econbiz.de/10011306095
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An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
Badaoui, Mohamed; Fernández, Begoña - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009785429
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On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato; Cesarone, Francesco; Scozzari, Andrea; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
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Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: Journal of econometrics 206 (2018) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
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Estimación De Parámetros En Ecuaciones Diferenciales Estocásticas Aplicadas a Finanzas (Parameter Estimation in Stochastic Differential Equations (SDEs) : Applications to Financial...
Moreno Trujillo, John Freddy - 2013
We describe the maximum likelihood method as a mechanism for estimating parameters in stochastic differential equations used to describe the behavior of financial variables. Are considered special cases of the Black-Scholes model and Vasicek, for which estimates are derived parameters that...
Persistent link: https://www.econbiz.de/10013086764