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Essays on stochastic volatility
Nossman, Marcus - 2009
Persistent link: https://www.econbiz.de/10003837367
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Basel violations, volatility model variants and value at risk : optimization of performance deviations in banks
Anjum, Shahid; Qaseem, Naveeda - In: Economics and Business Letters : EBL 10 (2021) 3, pp. 240-248
Persistent link: https://www.econbiz.de/10012595918
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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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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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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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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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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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The Decision to Export and the Volatility of Sales
Riano, Alejandro - 2010
This paper studies the export decision of risk-averse firms in a model featuring aggregate uncertainty and no capital …
Persistent link: https://www.econbiz.de/10013143547
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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