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To share or not to share : demand forecast sharing in a distribution channel

Jiang, Baojun; Tian, Lin; Xu, Yifan; Zhang, Fuqiang - In: Marketing science : the marketing journal of the … 35 (2016) 5, pp. 800-809

Persistent link: https://www.econbiz.de/10011584724

Learning to forecast, risk aversion, and microstructural aspects of financial stability

Biondo, Alessio Emanuele - 2017

This paper presents a simulative model of a financial market, based on a fully operating order book with limit and market orders. The heterogeneity of traders is characterized not only with regards to their trading rules, but also by introducing a behavioral individual risk aversion and a...

Persistent link: https://www.econbiz.de/10011755685

Learning to forecast, risk aversion, and microstructural aspects of financial stability

Biondo, Alessio Emanuele - 2018

Persistent link: https://www.econbiz.de/10011824135

Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests

Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: Journal of the Operational Research Society 73 (2022) 8, pp. 1755-1767

Persistent link: https://www.econbiz.de/10013373057

Asymmetry, loss aversion and forecasting

Bond, Shaun A.; Satchell, Stephen - In: The journal of business : B 79 (2006) 4, pp. 1809-1830

Persistent link: https://www.econbiz.de/10003378430

Subsidized prediction markets for risk averse traders

Dimitrov, Stanko; Sami, Rahul; Epelman, Marina - In: Internet and network economics : 5th international …, (pp. 491-497). 2009

Persistent link: https://www.econbiz.de/10003928384

Risk averse retail pricing with robust demand forecasting

Ferrer, Juan-Carlos; Oyarzún, Diego; Vera, Jorge - In: International journal of production economics 136 (2012) 1, pp. 151-160

Persistent link: https://www.econbiz.de/10009503669

Incorporating risk and ambiguity aversion into a hybrid model of default

Jaimungal, Sebastian; Sigloch, Georg - In: Mathematical finance : an international journal of … 22 (2012) 1, pp. 57-81

Persistent link: https://www.econbiz.de/10009554694

Dynamic asset allocation with ambiguous return predictability

Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823

Persistent link: https://www.econbiz.de/10011281431

On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability

Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 246 (2015) 2, pp. 528-542

Persistent link: https://www.econbiz.de/10011338116

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