Narrow search
Showing 1 - 10 of 12,168
Cover Image
Distributionally robust Markov decision processes and their connection to risk measures
Bäuerle, Nicole; Glauner, Alexander - In: Mathematics of operations research 47 (2022) 3, pp. 1757-1780
Persistent link: https://www.econbiz.de/10013374970
Cover Image
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...
Persistent link: https://www.econbiz.de/10013031633
Cover Image
Robust implementation in teneral mechanisms
Bergemann, Dirk (contributor); Morris, Stephen (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767443
Cover Image
Epistemic robustness of sets closed under rational behavior
Asheim, Geir B.; Voorneveld, Mark; Weibull, Jörgen W. - 2009
strategies. -- epistemic game theory ; epistemic robustness ; rationalizability ; closedness under rational behavior ; mutual p-belief …
Persistent link: https://www.econbiz.de/10003823241
Cover Image
A robustness result for rationalizable implementation
Di Tillio, Alfredo - In: Games and economic behavior 72 (2011) 1, pp. 301-305
Persistent link: https://www.econbiz.de/10009243203
Cover Image
Robust implementation : the role of large spaces
Bergemann, Dirk; Morris, Stephen - 2005
Persistent link: https://www.econbiz.de/10003272467
Cover Image
Generalized potentials and robust sets of equilibria
Morris, Stephen; Ui, Takashi - In: Journal of economic theory 124 (2005) 1, pp. 45-78
Persistent link: https://www.econbiz.de/10003171318
Cover Image
Robust learning experiments
Güth, Werner - In: Experimental economics : financial markets, auctions, …, (pp. 159-184). 2002
Persistent link: https://www.econbiz.de/10001701335
Cover Image
Robust learning experiments : evidence for learning and deliberation
Güth, Werner - 2000
Persistent link: https://www.econbiz.de/10001543857
Cover Image
Generalized potentials and robust sets of equilibria
Morris, Stephen; Ui, Takashi - 2003
Persistent link: https://www.econbiz.de/10001735080