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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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Adaptive learning and equilibrium selection in experimental coordination games : an ARCH(1) approach
Broseta, Bruno - In: Games and economic behavior 32 (2000) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10001499150
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The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity
Hey, John Denis (contributor); Lotito, Gianna (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741145
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Prediction games (extended abstract)
Ronen, Amir; Wahrmann, Lyron - In: Internet and network economics : first international …, (pp. 129-140). 2005
Persistent link: https://www.econbiz.de/10003276480
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How to improve the applicability of game theory : three essays
Wichardt, Philipp Christoph - 2006
Persistent link: https://www.econbiz.de/10003425762
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The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity
Hey, John Denis; Lotito, Gianna; Maffioletti, Anna - In: Journal of risk and uncertainty : JRU 41 (2010) 2, pp. 81-111
Persistent link: https://www.econbiz.de/10008903072
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Sharp identification regions in models with convex moment predictions
Beresteanu, Arie; Molčanov, Il'ja S.; Molinari, Francesca - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1785-1821
Persistent link: https://www.econbiz.de/10009425123
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All that i have to say has already crossed your mind
Koppl, Roger; Rosser, John Barkley - In: Metroeconomica : international review of economics 53 (2002) 4, pp. 339-360
Persistent link: https://www.econbiz.de/10001704344
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Evolutionary computation in economics and finance : with 66 tables
Chen, Shu-Heng (contributor) - 2002
Persistent link: https://www.econbiz.de/10001656627
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The reproducible properties of correct forecasts
Sandroni, Alvaro - In: International journal of game theory : official journal … 32 (2003) 1, pp. 151-159
Persistent link: https://www.econbiz.de/10001905355