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Robustness of Stable Volatility Strategies
Branger, Nicole - 2015
The paper analyzes the robustness of stable volatility strategies, i.e. strategies in which the portfolio weight of the … stock is inversely proportional to its local volatility. These strategies are optimal for a CRRA investor if the stock … follows a diffusion process, the expected excess return is proportional to its volatility, and the hedging demand is zero. We …
Persistent link: https://www.econbiz.de/10013031633
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Creditor coordination with social learning and endogenous timing of credit decisions
Schüle, Tobias (contributor) - 2006
In case of multiple source lending even solvent firms may be forced into bankruptcy due to uncoordinated credit withdrawals of their lenders. This paper analyzes whether a debtor firm can thwart such inefficient liquidations by offering creditors the option to delay their foreclosure decision...
Persistent link: https://www.econbiz.de/10003636509
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Long-term orientation in trade
Hofstede, Gert Jan; Jonker, Catholijn M.; Verwaart, Tim - In: Complexity and artificial markets, (pp. 107-119). 2008
Persistent link: https://www.econbiz.de/10003763041
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Leadership in public good provision : a timing game perspective
Kempf, Hubert; Graziosi, Grégoire Rota - 2009
Persistent link: https://www.econbiz.de/10003882180
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Leadership in public good provision : a timing game perspective
Kempf, Hubert; Graziosi, Grégoire Rota - In: Journal of public economic theory 12 (2010) 4, pp. 763-787
Persistent link: https://www.econbiz.de/10003992863
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Fiscal leadership and central bank design
Hughes Hallett, Andrew; Weymark, Diana N. - In: The Canadian journal of economics 40 (2007) 2, pp. 607-627
Persistent link: https://www.econbiz.de/10003492935
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Essays in economic theory
Kvasov, Dmitrij - 2004
Persistent link: https://www.econbiz.de/10009245338
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Beliefs and decision making in asset markets : three essays in experimental economics
Lahav, Yaron - 2007
Persistent link: https://www.econbiz.de/10009693857
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Investment cycles, strategic delay, and self-reversing cascades
Peck, James; Yang, Huanxing - In: International economic review 52 (2011) 1, pp. 259-280
Persistent link: https://www.econbiz.de/10008934662
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Time is money - time pressure, incentives, and the quality of decision-making
Kocher, Martin; Sutter, Matthias - In: Journal of economic behavior & organization : JEBO 61 (2006) 3, pp. 375-392
Persistent link: https://www.econbiz.de/10003389868