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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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Variety, spillovers and market structure in a model of endogenous technology change
Peretto, Pietro F. - 1995 - Rev. version
Persistent link: https://www.econbiz.de/10000954407
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Alternative approaches to analyze the role of beliefs in strategic interaction
Sander, Philipp; Hauenschild, Nils; Ziems, Danny - 2007
Persistent link: https://www.econbiz.de/10003635731
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R&D cooperation and collusion : the case of joint labs
Cabon-Dhersin, Marie-Laure - In: The Manchester School 76 (2008) 4, pp. 424-435
Persistent link: https://www.econbiz.de/10003740951
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Cartel stability under an optimal sharing rule
Weikard, Hans-Peter (contributor) - 2005
Persistent link: https://www.econbiz.de/10003356003
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Subventionierung von erneuerbarer Energie : eine industrieökonomische Analyse des strategischen Wettbewerbs in der Erneuerbaren-Energieindustrie bei unterschiedlichen staatlichen R...
Schaller, Markus - 2006
In der vorliegenden Arbeit werden ausgewählte Probleme, die im Zusammenhang mit der Subventionierung von erneuerbarer Energien stehen, in finanztheoretischen und industrieökonomischen Modellen formal analysiert. Der erste Teil der Arbeit beschäftigt sich mit der Subventionierung von...
Persistent link: https://www.econbiz.de/10003336033
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Cartel stability under an optimal sharing rule
Weikard, Hans-Peter - In: The Manchester School 77 (2009) 5, pp. 575-593
Persistent link: https://www.econbiz.de/10003872396
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Multinational knowledge spillovers with decentralised R&D: a game-theoretic approach
Sanna Randaccio, Francesca; Veugelers, Reinhilde - In: Journal of international business studies : JIBS ; an … 38 (2007) 1, pp. 47-63
Persistent link: https://www.econbiz.de/10003436783
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Unequal connections
Goyal, Sanjeev; Joshi, Sumit - In: International journal of game theory : official journal … 34 (2006) 3, pp. 319-349
Persistent link: https://www.econbiz.de/10003385815