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Information structures with unawareness
Li, Jing (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769394
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Social learning, delays, and multiple equilibria
Chamley, Christophe - 1998
Persistent link: https://www.econbiz.de/10000984197
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Information nudges and self-control
Mariotti, Thomas; Schweizer, Nikolaus; Szech, Nora; … - 2023
Persistent link: https://www.econbiz.de/10014448105
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Rational inattention during an RCT
Maćkowiak, Bartosz; Wiederholt, Mirko - 2024
We show what the rational inattention model predicts about the treatment effect of information provided during a randomized control trial. This is a non-trivial question because the model implies optimal attention choice before, during, and after an information treatment. The predictions of the...
Persistent link: https://www.econbiz.de/10014484232
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Model uncertainty, state uncertainty, and state-space models
Lou, Yulei; Nie, Jun; Young, Eric R. - 2012
Persistent link: https://www.econbiz.de/10009531017
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Risk management with thinly traded securities : methodology and implementation
Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - 2013
risk measures for portfolios with infrequently traded securities have not been explored in the literature. We propose a … methodology to calculate market risk measures based on the Kalman filter which can be used on incomplete datasets. We implement … applied to other markets with thinly traded securities. Our methodology provides reliable market risk measures in portfolios …
Persistent link: https://www.econbiz.de/10011303812
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A dynamic affine factor model for the pricing of collateralized debt obligations
Eksi, Zehra; Filipović, Damir - 2013
has the feature that it incorporates a catastrophic risk component as a tool to capture the dynamics of super …
Persistent link: https://www.econbiz.de/10009750706
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Monetary policy performance and the accuracy of observations
Nimark, Kristoffer P. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749479
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Energy market risk management under uncertainty : a VaR based on wavelet approach
Alqaralleh, Huthaifa; Al-Saraireh, Ahmad; Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167200
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Uncertainty in firm valuation and a cross-sectional misvaluation measure
Bottazzi, Giulio; Cordoni, Francesco; Livieri, Giulia; … - 2020
In all investment decisions it is important to determine the degree of uncertainty associated with the valuation of a company. We propose an original and robust methodology to company valuation which replaces the traditional point estimate of the conventional Discounted Cash Flow (DCF) with a...
Persistent link: https://www.econbiz.de/10012224260