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~subject:"Monetary policy"
~subject:"Risiko"
~subject:"Schätzung"
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1
On the robustness of indeterminacy in subjective probability
Chew, Soo-Hong
;
Wang, Wenqian
- In:
Economics letters
188
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012227825
Saved in:
2
A dual
theory
approach to estimating risk preferences in the parimutuel betting market
Suhonen, Niko
;
Saastamoinen, Jani
;
Lindén, Mikael
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
3
,
pp. 1335-1351
Persistent link: https://www.econbiz.de/10011949530
Saved in:
3
Concavity, Stochastic
Utility
, and Risk Aversion
Jarrow, Robert
-
2020
This paper studies the relation between concavity, stochastic or state dependent
utility
functions, and risk aversion …
Persistent link: https://www.econbiz.de/10012844461
Saved in:
4
Gain/loss asymmetric stochastic differential
utility
Shigeta, Yuki
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
Saved in:
5
Concavity, stochastic
utility
, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
6
Almost stochastic dominance for risk averters and risk seeker
Guo, Xu
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Finance research letters
19
(
2016
),
pp. 15-21
Persistent link: https://www.econbiz.de/10011657429
Saved in:
7
Alternative measures for modeling risk and expected
utility
theory
: (risk adjustment, measurement and attitude)
Seber, Akin
- In:
International journal of economics and finance
6
(
2014
)
9
,
pp. 151-157
Persistent link: https://www.econbiz.de/10010417168
Saved in:
8
Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere
;
Lozano Bagén, Toni
;
Vives, Josep
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
Saved in:
9
NNPF : Neural Network Particle Filter for time series data
Peerlings, Dewi
;
Brakel, Jan A. van den
;
Baştürk, Nalan
-
2024
Persistent link: https://www.econbiz.de/10014524761
Saved in:
10
Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung
Steiner, Manfred
;
Wittkemper, Hans-Georg
;
Wolf, J. Benedict
- In:
Finanzmarkt und Portfolio-Management
12
(
1998
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10001407711
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