Narrow search
Showing 1 - 10 of 18,926
Cover Image
Multi-agent modelling of electricity markets : transaction processes and generation capacity expansion under competition
Lahlou, Abdelaziz - 2007
Persistent link: https://www.econbiz.de/10003636513
Cover Image
Pessimistic optimal choice for risk-averse agents : the continuous-time limit
Vitale, Paolo - In: Computational economics 49 (2017) 1, pp. 17-65
Persistent link: https://www.econbiz.de/10011751813
Cover Image
Rational learning for risk-averse investors by conditioning on behavioral choices
Costola, Michele; Caporin, Massimiliano - 2015
Persistent link: https://www.econbiz.de/10011632577
Cover Image
The 2016 power trading agent competition
Ketter, Wolfgang; Collins, John; Weerdt, Mathijs M. de - 2016
Persistent link: https://www.econbiz.de/10011438617
Cover Image
The 2017 Power Trading Agent Competition
Ketter, Wolfgang; Collins, John; Weerdt, Mathijs M. de - 2017
Persistent link: https://www.econbiz.de/10011644433
Cover Image
The 2020 Power Trading Agent Competition
Ketter, Wolfgang; Collins, John; Weerdt, Mathijs M. de - 2020
Persistent link: https://www.econbiz.de/10012211367
Cover Image
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano; Romagnoli, Silvia - In: Applied economics 48 (2016) 13/15, pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Cover Image
Portfolio behaviour of commercial banks : the expected utility approach : evidence from Jordan
Al-Tarawneh, Alaaeddin; Khataybeh, Mohmmad - In: International journal of economics and financial issues … 5 (2015) 2, pp. 312-323
Persistent link: https://www.econbiz.de/10011453501
Cover Image
Upper bounds on risk aversion under mean-variance utility
Denny, Kevin - 2019
Persistent link: https://www.econbiz.de/10011976798
Cover Image
Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
We report a portfolio-choice experiment that enables us to estimate parametric models of ambiguity aversion at the level of the individual subject. The assets are Arrow securities that correspond to three states of nature, where one state is risky with known probability and two states are...
Persistent link: https://www.econbiz.de/10011757224