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Risk and ambiguity in models of business cycles
Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63
Persistent link: https://www.econbiz.de/10011326690
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Probalistic, second order stochastic dominance and uncertainty aversion
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Journal of mathematical economics 48 (2012) 5, pp. 271-283
Persistent link: https://www.econbiz.de/10009665350
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Risk-averse mitigation decisions in an unpredictable climate system
Lontzek, Thomas; Narita, Daiju - In: The Scandinavian journal of economics 113 (2011) 4, pp. 937-958
Persistent link: https://www.econbiz.de/10009407705
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Uncertainty and monetary policy
Mayes, David G.; Montagnoli, Alberto - In: Central bank communication, decision making, and …, (pp. 231-250). 2013
Persistent link: https://www.econbiz.de/10009756242
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Medium range optimization of copper extraction planning under uncertainty in future copper prices
Alonso-Ayuso, Antonio; Carvallo, Felipe; Escudero, … - In: European journal of operational research : EJOR 233 (2014) 3, pp. 711-726
Persistent link: https://www.econbiz.de/10010228195
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Endogenous negative stereotypes : a similarity-based approach
Heinrich, Tobias - In: Journal of economic behavior & organization : JEBO 90 (2013), pp. 45-54
Persistent link: https://www.econbiz.de/10010198137
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Consumer response to uncertain promotions : an empirical analysis of conditional rebates
Ailawadi, Kusum L.; Gedenk, Karen; Langer, Tobias; Ma, Yu; … - In: International journal of research in marketing : IJRM ; … 31 (2014) 1, pp. 94-106
Persistent link: https://www.econbiz.de/10010370699
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Preference for safety under the Choquet model : in search of a characterization
Cohen, Michèle; Meilijson, Isaac - In: Economic theory : official journal of the Society for … 55 (2014) 3, pp. 619-642
Persistent link: https://www.econbiz.de/10010346632
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Model uncertainty, recalibration, and the emergence of delta-vega hedging
Herrmann, Sebastian; Muhle-Karbe, Johannes - 2016
We study option pricing and hedging with uncertainty about a Black-Scholes reference model which is dynamically … option, delta-vega hedging is asymptotically optimal in the limit for small uncertainty aversion. The corresponding …
Persistent link: https://www.econbiz.de/10011506357