Similar Search Results

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

Multi-criteria classification for pricing European options

Gradojevic, Nikola - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 123-139

Persistent link: https://www.econbiz.de/10011507441

Sensitivity analysis of a risk classification model for food price volatility

Laryea, Rueben; Carling, Kenneth; Cialani, Catia; … - In: International journal of risk assessment and management … 21 (2018) 4, pp. 374-382

Persistent link: https://www.econbiz.de/10012005477

Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes : a quasi-likelihood approach

Raknerud, Arvid; Skare, Øivind - 2010

Persistent link: https://www.econbiz.de/10003950031

Determinants of acquisitions : an Indian perspective

Agnihotri, Arpita - In: Management research review 36 (2013) 9, pp. 882-898

Persistent link: https://www.econbiz.de/10009779964

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

The high holidays : psychological mechanisms of honesty in real-life financial decisions

Kliger, Doron; Qadan, Mahmoud - In: Journal of behavioral and experimental economics 78 (2019), pp. 121-137

Persistent link: https://www.econbiz.de/10012240835

Stalking the black swan : research and decision-making in a world of extreme volatility

Posner, Kenneth A. - 2010

Persistent link: https://www.econbiz.de/10003887770

Dem schwarzen Schwan auf der Spur : Extremsituationen prognostizieren und von ihnen profitieren

Posner, Kenneth A. - 2012 - 1. Auflauflage

Persistent link: https://www.econbiz.de/10009377149

Stalking the Black Swan : Research and Decision Making in a World of Extreme Volatility

Posner, Kenneth - 2010

, computational theory, and quantitative finance. He outlines a probabilistic approach to decision making that involves forecasting … in finance, the recent downturn caught many off guard, indicating that the traditional approach to decision making had … to show how decision makers can best cope with the "Black Swans" of our time. Posner's shrewd assessment combines the …

Persistent link: https://www.econbiz.de/10012689570