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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
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Optimal learning under robustness and time-consistency
Epstein, Larry G.; Ji, Shaolin - In: Operations research 70 (2022) 3, pp. 1317-1329
Persistent link: https://www.econbiz.de/10013366075
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Counterfactual sensitivity and robustness
Christensen, Tim; Connault, Benjamin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 1, pp. 263-298
Persistent link: https://www.econbiz.de/10014309654
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Robust randomized matchings
Matuschke, Jannik; Skutella, Martin; Soto, José A. - In: Mathematics of operations research 43 (2018) 2, pp. 675-692
Persistent link: https://www.econbiz.de/10011868642
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Robust optimal macroprudential policy
Montamat, Giselle; Roch, Francisco - 2021
We consider how fear of model misspecification on the part of the planner and/or the households affects welfare gains from optimal macroprudential taxes in an economy with occasionally binding collateral constraints as in Bianchi (2011). On the one hand, there exist welfare gains from...
Persistent link: https://www.econbiz.de/10012518751
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Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10011590878
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Robust dynamic energy use and climate change
Li, Xin; Narajabad, Borghan; Temzelides, Ted - In: Quantitative economics : QE ; journal of the … 7 (2016) 3, pp. 821-857
Persistent link: https://www.econbiz.de/10011793535
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Robust dynamic energy use and climate change
Li, Xin; Narajabad, Borghan; Temzelides, Ted - In: Quantitative economics : QE ; journal of the … 7 (2016) 3, pp. 821-857
will be signifi- cantly lower on a robust path, while the optimal use of oil/gas will edge down. Keywords . Robustness …
Persistent link: https://www.econbiz.de/10011800911
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Robust investment strategies with two risky assets
Lin, Qian; Luo, Yulei; Sun, Xianming - In: Journal of economic dynamics & control 134 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013383753
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Robust adoption and valuation in tokenomics
Shen, Zhuyi; Wang, Shibo; Yang, Jinqiang - In: Economic modelling 129 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472243