Narrow search
Showing 1 - 10 of 698,345
Cover Image
Taming uncertainty : the limits to quantification
Tsanakas, Andreas; Beck, Michael B.; Thompson, Michael - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10011484157
Cover Image
Risk, ambiguity, and the value of diversification
Berger, Loïc; Eeckhoudt, Louis R. - In: Management science : journal of the Institute for … 67 (2021) 3, pp. 1639-1647
Persistent link: https://www.econbiz.de/10012506017
Cover Image
Reverse sensitivity analysis for risk modelling
Pesenti, Silvana M. - In: Risks : open access journal 10 (2022) 7, pp. 1-23
framework is model-free and allows for stresses on the output such as (a) the mean and variance, (b) any distortion risk measure … including the Value-at-Risk and Expected-Shortfall, and (c) expected utility type constraints, thus making the reverse … sensitivity analysis framework suitable for risk models. …
Persistent link: https://www.econbiz.de/10013364877
Cover Image
A simple framework for climate-change policy under model uncertainty
Athanasoglou, Stergios; Bosetti, Valentina; Drouet, Laurent - 2016
We propose a novel framework for the economic assessment of climate-change policy. Our main point of departure from existing work is the adoption of a "satisficing", as opposed to optimizing, modeling approach. Along these lines, we place primary emphasis on the extent to which different...
Persistent link: https://www.econbiz.de/10011614242
Cover Image
Managing catastrophic climate risks under model uncertainty aversion
Berger, Loïc; Emmerling, Johannes; Tavoni, Massimo - In: Management science : journal of the Institute for … 63 (2017) 3, pp. 749-765
Persistent link: https://www.econbiz.de/10011656381
Cover Image
Dynamic portfolio decisions with climate risk and model uncertainty
Rubtsov, Alexey; Shen, Sally - In: Journal of sustainable finance & investment 14 (2024) 2, pp. 344-365
Persistent link: https://www.econbiz.de/10014563824
Cover Image
Climate change and uncertainty : an asset pricing perspective
Barnett, Michael - In: Management science : journal of the Institute for … 69 (2023) 12, pp. 7562-7584
Persistent link: https://www.econbiz.de/10014444152
Cover Image
Price of climate risk hedging under uncertainty
Rubtsov, Alexey; Xu, Wei; Šević, Aleksandar; Šević, … - In: Technological forecasting & social change : an … 165 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012671618
Cover Image
Model uncertainty in climate change economics : a review and proposed framework for future research
Berger, Loïc; Marinacci, Massimo - In: Environmental and resource economics 77 (2020) 3, pp. 475-501
Persistent link: https://www.econbiz.de/10012309402
Cover Image
Adaptation to catastrophic events with two layers uncertainty : central planner perspective
Bondarev, Anton; Krysiak, Frank C. - 2018
We study the optimal adaptation to extreme climate events by the central government in a setup where events are dynamically uncertain and the government does not know the true probabilities of events. We analyze different policy decision rules minimizing expected welfare losses for sites with...
Persistent link: https://www.econbiz.de/10011806379