Regret-based Selection for Sparse Dynamic Portfolios,
David Puelz, P. Richard Hahn and Carlos Carvalho,
from arXiv.org
(2017)
Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure,
Bill Huajian Yang,
from University Library of Munich, Germany
(2017)
Keywords: PD term structure, forward ordinal probability, common score, rank specific sensitivity, rating migration probability
Computational aspects of robust optimized certainty equivalents and option pricing,
Daniel Bartl, Samuel Drapeau and Ludovic Tangpi,
from arXiv.org
(2019)
Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility,
Ying Hu, Gechun Liang and Shanjian Tang,
from arXiv.org
(2024)
The Use of Identity Primes to Explain Behavioral Differences Between Groups: A Methodological Note,
André van Hoorn,
from University Library of Munich, Germany
(2017)
Keywords: Experimentation; random assignment; salience; quasi-experiment; group membership; culture
Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium,
Yulei Luo, Jun Nie, Gaowang Wang and Eric Young,
from University Library of Munich, Germany
(2017)
Keywords: Rational Inattention; General Equilibrium; Consumption and Wealth Volatility
Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium,
Yulei Luo, Jun Nie and Eric Young,
from University Library of Munich, Germany
(2017)
Keywords: Robustness, Precautionary Savings, the Permanent Income Hypothesis, Low Interest Rates, Consumption and Income Inequality, General Equilibrium
Revisiting, from a Frischian point of view, the relationship between elasticities of intratemporal and intertemporal substitution,
Erik Biorn,
from Oslo University, Department of Economics
(2017)
Keywords: Frisch elasticity; Frisch demand; Intertemporal substitution; Additive preferences; Marginal utility of Income; Marginal utility of wealth
Ambiguous Correlation,
Larry Epstein and Yoram Halevy,
from Boston University - Department of Economics
(2017)
Estimating Rationality in Economics: A History of Statistical Methods in Experimental Economics,
Nicolas Vallois and Dorian Jullien,
from Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France
(2017)
Keywords: Experimental Economics, Statistics, Econometrics, History of Economic Thought, Methodology
Existence of a utility on a topological semigroup,
Hans Werner Gottinger,
from Center for Mathematical Economics, Bielefeld University
(2017)
A bargaining problem with transferable utility,
Frank Weidner,
from Center for Mathematical Economics, Bielefeld University
(2017)
An alternative proof for the linear utility representation theorem,
Walter Trockel,
from Center for Mathematical Economics, Bielefeld University
(2017)
Revealed fuzzy preferences,
Olga Bondareva,
from Center for Mathematical Economics, Bielefeld University
(2017)
Consumers’ costly responses to product-harm crises,
Rosa Ferrer and Helena Perrone,
from Department of Economics and Business, Universitat Pompeu Fabra
(2017)
Keywords: Food safety, demand estimation, scanner data, idiosyncratic utility parameters, nutritional preferences
Why growth rates differ? Path of innovation in Italian provinces,
Michele Capriati and Marialuisa Divella,
from c.MET-05 - Centro Interuniversitario di Economia Applicata alle Politiche per L'industria, lo Sviluppo locale e l'Internazionalizzazione
(2017)
Keywords: innovation, patents, utility models, industrial designs, provinces, proximity