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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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Bayesianism without priors, acts without consequences
Nau, Robert F. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003770523
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The political business cycle and the Peacock's tail
Roumanias, Costas - In: Spudai / University of Piraeus : journal of economics … 55 (2005) 2, pp. 7-31
Persistent link: https://www.econbiz.de/10003276971
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Mistaken self-perception and equilibrium
Squintani, Francesco - In: Economic theory : official journal of the Society for … 27 (2006) 3, pp. 615-641
Persistent link: https://www.econbiz.de/10003277040
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On extensive form implementation of equilibria in differential information economies
Glycopantis, Dionysius; Muir, Allan; Yannelis, Nicholas C. - In: Advances in mathematical economics 8 (2006), pp. 185-214
Persistent link: https://www.econbiz.de/10003308953
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Fully-revealing equilibria of multiple-sender signaling and screening models
Baron, David P.; Meirowitz, Adam - In: Social choice and welfare 26 (2006) 3, pp. 455-470
Persistent link: https://www.econbiz.de/10003348188
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Cooperative extensions of the Bayesian game
Ichiishi, Tatsuro; Yamazaki, Akira - 2006
Persistent link: https://www.econbiz.de/10003333086
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Bayesianische Steuerbehörden und das Tax Payer Puzzle
Kirstein, Roland - In: Ökonomische Analyse politischer Institutionen, (pp. 121-148). 2008
Persistent link: https://www.econbiz.de/10003791663
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On purification of equilibrium in Bayesian games and expost Nash equilibrium
Cartwright, Edward; Wooders, Myrna Holtz - In: International journal of game theory : official journal … 38 (2009) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10003820461