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Spontaneous volatility : fooled by reflexive randomness
Schotanus, Patrick; Schurger, Aaron - In: The journal of behavioral finance : a publication of … 22 (2021) 2, pp. 201-213
Persistent link: https://www.econbiz.de/10012514173
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Optimism, volatility and decision-making in stock markets
Rocciolo, Francesco; Gheno, Andrea; Brooks, Chris - In: International review of financial analysis 66 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012208885
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Pursuing the low volatility equity anomaly : strategic allocation or active decision?
Knutzen, Erik - In: The journal of investing 22 (2013) 3, pp. 75-85
Persistent link: https://www.econbiz.de/10010194883
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Decision making in incomplete markets with ambiguity : a case study of a gas field acquisition
Zhao, Lin; Wijnbergen, Sweder van - 2014
We apply utility indifference pricing to solve a contingent claim problem, valuing a connected pair of gas fields where the underlying process is not standard Geometric Brownian motion and the assumption of complete markets is not fulfilled. First, empirical data are often characterized by...
Persistent link: https://www.econbiz.de/10010465169
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Intergenerational complementarities in education, endogenous public policy, and the relation between growth and volatility
Palybos, Theodōros; Varvarigos, Dimitrios - In: Journal of public economic theory 15 (2013) 2, pp. 249-272
Persistent link: https://www.econbiz.de/10009759736
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Intergenerational complementarities in education and the relationship between growth and volatility
Palybos, Theodōros (contributor);  … - 2009
We construct an overlapping generations model in which parents vote on the tax rate that determines publicly provided education and offspring choose their effort in learning activities. The technology governing the accumulation of human capital allows these decisions to be strategic complements....
Persistent link: https://www.econbiz.de/10003885849
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Volatility as a Choice
Dudek, Maciej Konrad - 2013
Human beliefs, while always remaining in equilibrium, serve as a an equilibrium selector and determine the degree of aggregate volatility. Fully rational and risk averse economic agents expect macro-level dynamics to be characterized by a specific degree of volatility. Given this expectation the...
Persistent link: https://www.econbiz.de/10013082991
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Decision facilitating information and induced volatility : a study of tradeoffs in accounting disclosure
Kanodia, Chandra S.; Venugopalan, Raghu - In: The accounting review : a publication of the American … 98 (2023) 1, pp. 317-336
Persistent link: https://www.econbiz.de/10014234229
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Optimism, Volatility and Decision-Making in Stock Markets
Rocciolo, Francesco - 2018
even the simplest, such as expected utility theory, able to describe the behavior of decision-makers within a more …In this paper we introduce a new, analytically tractable model for decision-making under risk in which psychological … characteristics related to the degree of optimism or pessimism of the decision-maker are considered. The model we propose, which is …
Persistent link: https://www.econbiz.de/10012933671
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Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok - 2012
Persistent link: https://www.econbiz.de/10009658155