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Cynefin : uncertainty, small worlds and scenarios
French, Simon - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1635-1645
Persistent link: https://www.econbiz.de/10011417698
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Individual risk perceptions and behavior
Girlando, Alessandra; Grima, Simon; Boztepe, Engin; … - In: Contemporary issues in social science, (pp. 367-436). 2021
Persistent link: https://www.econbiz.de/10013174474
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The impact of pessimistic expectations on the effects of COVID-19-Induced uncertainty in the euro area
Ravenna, Federico; Züllig, Gabriel; Pellegrino, Giovanni - 2020
We estimate a monthly Interacted-VAR model for euro area macroeconomic aggregates allowing for the impact of uncertainty shocks to depend on the average outlook of the economy measured by survey data. We find that, in response to an uncertainty shock, the peak decrease in industrial production...
Persistent link: https://www.econbiz.de/10012307698
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Robust MDPs with k-rectangular uncertainty
Mannor, Shie; Mebel, Ofir; Xu, Huan - In: Mathematics of operations research 41 (2016) 4, pp. 1484-1509
Persistent link: https://www.econbiz.de/10011595106
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Modelling a complex world : improving macro-models
McKibbin, Warwick J.; Stoeckel, Andrew Baird - 2017
Persistent link: https://www.econbiz.de/10011747037
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Modelling a complex world : improving macro-models
McKibbin, Warwick J.; Stoeckel, Andrew Baird - In: Oxford review of economic policy 34 (2018) 1/2, pp. 329-347
Persistent link: https://www.econbiz.de/10011953923
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The development of financial markets and financial theory: 50 years of interaction
Balling, Morten; Gnan, Ernest - In: 50 Years of Money and Finance: Lessons and Challenges
Persistent link: https://www.econbiz.de/10010927927
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More Pessimism than Greediness: A Characterization of Monotone Risk Aversion in the Rank-Dependant Expected Utility Model
Chateauneuf, A.; Cohen, M.; Meilijson, I. - Centre de recherche de mathématiques et économie … - 1997
We study attitudes towards risk in the Rank Dependent Expected Utility (RDEU) model. This model replaces expected … probability-perception function. We use the notion of monotone risk aversion introduced by Quiggin ([18]), that is, aversion to … monotone mean-presrving increase in risk, based on a notion of co-monotonicity of random variables that has been shown to play …
Persistent link: https://www.econbiz.de/10005663598
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New Tools to Better Model Behavior Under Risk and UNcertainty: An Oevrview
Chateauneuf, A.; Cohen, M.; Meilijson, I. - Centre de recherche de mathématiques et économie … - 1997
Normative models of behaviour under risk in the framework of expected utility (EU) or under uncertainty in the … (non-EU) models based on the Choquet integral allow for much more diversified behavior, both under risk and under …
Persistent link: https://www.econbiz.de/10005663617
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Intra-Day Market Activity.
Gourieroux, C.; Jasiak, J.; Le Fol, G. - 1996
We analyse high-frequency data by means of the duration between successive ticks and volume of capital durations. It allows to introduce trading activity and coactivity measures, which may or may not also be volume weighted. Some applications on particular stocks of the PAris Bourse are provided.
Persistent link: https://www.econbiz.de/10005671569