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Match Likelihood Ratio for Uncertain Genotypes
Perlin, Mark W.; Kadane, Joseph (Jay) B.; Cotton, Robin W. - 2014
Genetic data are not necessarily fully informative, leading to uncertainty in an inferred genotype. The posterior genotype probability distribution incorporates the identification information present in the data. To compare uncertain genotypes, we introduce here a match likelihood ratio (MLR), a...
Persistent link: https://www.econbiz.de/10014200766
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The Treasury Bill Risk Premium : Why T-Bills Are About as Risky as Stocks in the Long Term
White, James - 2020
the notion that T-bills and other cash proxies, such as money market funds and bank deposits, are the lowest-risk assets …
Persistent link: https://www.econbiz.de/10012834170
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Endogenous Uncertainty
Carriero, Andrea - 2018
We show that macroeconomic uncertainty can be considered as exogenous when assessing its effects on the U.S. economy. Instead, financial uncertainty can at least in part arise as an endogenous response to some macroeconomic developments, and overlooking this channel leads to distortions in the...
Persistent link: https://www.econbiz.de/10012923342
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Tracking Global Economic Uncertainty : Implications for the Euro Area
Bobasu, Alina; Geis, André; Quaglietti, Lucia; Ricci, … - 2021
This paper sheds light on the impact of global macroeconomic uncertainty on the euro area economy. We build on the methodology proposed by Jurado et al. (2015) and estimate global as well as country-specific measures of economic uncertainty for fifteen key euro area trade partners and the euro...
Persistent link: https://www.econbiz.de/10013231373
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Confidence Theory : Belief Formation in Choice Under Risk
Milovanović, Goran - 2014
formation in choice under risk. Three novel experiments are presented that demonstrate the ability of the new theory to explain … behavioral choice under risk …
Persistent link: https://www.econbiz.de/10013061467
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Tracking global economic uncertainty : implications for the euro area
Bobasu, Alina; Geis, André; Quaglietti, Lucia; Ricci, … - 2021
This paper sheds light on the impact of global macroeconomic uncertainty on the euro area economy. We build on the methodology proposed by Jurado et al. (2015) and estimate global as well as country-specific measures of economic uncertainty for fifteen key euro area trade partners and the euro...
Persistent link: https://www.econbiz.de/10012503567
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Beyond ‘Bayesian vs. Var’ Dilemma to Empirical Model Risk Management : Managing Risk for Hedge Funds
Malhotra, Yogesh - 2023
In the aftermath of the Global Financial Crisis, some risk management practitioners have advocated wider adoption of … Bayesian inference to replace Value- at-Risk (VaR) models in order to minimize risk failures. Despite its limitations, the … [increasingly] Bayesian—continues to be a key methodological foundation of risk management and regulation-related risk modeling …
Persistent link: https://www.econbiz.de/10014263882
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Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management : How to Manage Risk (After Risk Management Has Failed) for Hedge Funds
Malhotra, Yogesh - 2015
In aftermath of the Financial Crisis, some risk management practitioners advocate wider adoption of Bayesian inference … to replace Value-at-Risk (VaR) models for minimizing risk failures (Borison & Hamm, 2010). They claim reliance of …-Bayesian and [increasingly] Bayesian – continues to be a key methodological foundation of risk management and regulation related …
Persistent link: https://www.econbiz.de/10013031477
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On the use of agricultural system models for exploring technological innovations across scales in Africa: A critical review
Rötter, Reimund P.; Sehomi, Fanou L.; Höhn, Jukka G.; … - 2016
. To this end, we searched the SCOPUS database for journal articles published between 1996 and 2015. We considered …
Persistent link: https://www.econbiz.de/10011588710
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Agent-based modeling for decision making in economics under uncertainty
Vermeulen, Ben; Pyka, Andreas - 2016
Ever since the emergence of economics as a distinct scientific discipline, policy makers have turned to economic models to guide policy interventions. If policy makers seek to enhance growth of an open capitalist economy, they have to take into account, firstly, the uncertainties,...
Persistent link: https://www.econbiz.de/10011422415