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  • Search: subject:"Model Complexity"
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Year of publication
Subject
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model complexity 7 Model complexity 6 CAPM 4 Erwartungsbildung 3 Expectation formation 3 Theorie 3 Theory 3 (Adaptive) model selection 2 Asset Pricing 2 Bayes factor 2 CoCo bond 2 CoCo pricing 2 Contingent convertible bond 2 Continuous-time derivatives pricing 2 Forecasting 2 Investment Valuation 2 Model Complexity 2 Monte Carlo Simulation 2 Option pricing theory 2 Optionspreistheorie 2 Project Finance 2 Stochastic Modeling 2 Stochastischer Prozess 2 Test of pricing models 2 fixed effects 2 incidental parameters 2 integrated likelihood 2 lag order 2 profile likelihood 2 robust prior 2 subjective expectations 2 ASYMMETRIC PRICE TRANSMISSION 1 Anleihe 1 Antecedents and outcomes 1 Arbeitsgruppe 1 Arbeitsleistung 1 Bond 1 CEO strategy making 1 Cognition 1 Collective cognition 1
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Online availability
All
Free 10 Undetermined 9
Type of publication
All
Article 12 Book / Working Paper 7
Type of publication (narrower categories)
All
Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 3 Arbeitspapier 2 Article 1 review 1
Language
All
English 12 Undetermined 7
Author
All
Molavi, Pooya 3 Tahbaz-Salehi, Alireza 3 Vedolin, Andrea 3 Kaserer, Christoph 2 Koziol, Christian 2 Lee, Yoonseok 2 Phillips, Peter C.B. 2 Pietz, Matthäus 2 Schmid, Thomas 2 Weber, Florian 2 Anatolyev, Stanislav 1 Binder, Harald 1 Bollen, Peter 1 Burgelman, Robert A. 1 Coman, Andra 1 Cummins, Mark 1 DE-GRAFT, ACQUAH HENRY 1 Duru, M. 1 Esposito, Francesco 1 Ewert, F. 1 Fodor, Oana C. 1 Glowalla, Paul 1 Kryzhanovskaya, Natalia 1 Linde, Angelika 1 Martin, G. 1 Porzelius, Christine 1 Roe, Robert A. 1 Schellberg, J. 1 Schumacher, Martin 1 Snihur, Yuliya 1 Sunyaev, Ali 1 Thomas, Llewellyn 1 Uitdewilligen, Sjir 1 Waller, Mary J. 1 Weitz, Sebastian 1 Weitz, Sebastian Georg 1
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Institution
All
Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Policy Research, Maxwell School 1 Cowles Foundation for Research in Economics, Yale University 1 Fakultät für Wirtschaftswissenschaften, Technische Universität München 1
Published in...
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Discussion papers / CEPR 2 Agricultural Systems 1 Business & Information Systems Engineering 1 CEFS Working Paper Series 1 Center for Policy Research Working Papers 1 Computational Statistics 1 Cowles Foundation Discussion Papers 1 Group & organization management : an international journal 1 Journal of management 1 Review of Derivatives Research 1 Review of derivatives research 1 Russian Journal of Agricultural and Socio-Economic Sciences 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Team Performance Management 1 The review of economic studies : RES 1 Working Paper 1 Working Papers / Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1
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Source
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RePEc 9 ECONIS (ZBW) 7 EconStor 2 Other ZBW resources 1
Showing 1 - 10 of 19
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Appraising model complexity in option pricing
Cummins, Mark; Esposito, Francesco - 2025
Persistent link: https://www.econbiz.de/10015376680
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The effects of team mental model complexity on team information search and performance trajectories
Uitdewilligen, Sjir; Waller, Mary J.; Roe, Robert A.; … - In: Group & organization management : an international journal 48 (2023) 3, pp. 755-789
Persistent link: https://www.econbiz.de/10014253470
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Model complexity, expectations, and asset prices
Molavi, Pooya; Tahbaz-Salehi, Alireza; Vedolin, Andrea - In: The review of economic studies : RES 91 (2024) 4, pp. 2462-2507
Persistent link: https://www.econbiz.de/10015046457
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Does model complexity improve pricing accuracy? The case of CoCos
Koziol, Christian; Weitz, Sebastian - In: Review of Derivatives Research 24 (2021) 3, pp. 261-284
In this study, we analyze whether model complexity improves accuracy of CoCo pricing models. We compare the out …
Persistent link: https://www.econbiz.de/10014501935
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Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian; Weitz, Sebastian Georg - In: Review of derivatives research 24 (2021) 3, pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
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Why multibusiness corporations split : CEO strategizing as the ecosystem evolves
Burgelman, Robert A.; Snihur, Yuliya; Thomas, Llewellyn - In: Journal of management 48 (2022) 7, pp. 2108-2151
Persistent link: https://www.econbiz.de/10013396178
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Antecedents and consequences of group cognitive complexity: a conceptual review
Coman, Andra; Fodor, Oana C. - In: Team Performance Management 28 (2022) 3/4, pp. 238-259
Purpose The purpose of this paper is to examine the literature on the antecedents and consequences of group cognitive complexity (GCC) and integrate the empirical work by using the composition/compilation framework of emergence and the input-mediator-output-input (I-M-O-I) model of team...
Persistent link: https://www.econbiz.de/10015031716
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Model complexity, expectations, and asset prices
Molavi, Pooya; Tahbaz-Salehi, Alireza; Vedolin, Andrea - 2021
Persistent link: https://www.econbiz.de/10012420515
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The voting premium
Molavi, Pooya; Tahbaz-Salehi, Alireza; Vedolin, Andrea - 2021
Persistent link: https://www.econbiz.de/10012420526
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ASYMMETRIC PRICE TRANSMISSION MODELING: THE IMPORTANCE OF MODEL COMPLEXITY AND THE PERFORMANCE OF THE SELECTION CRITERIA
DE-GRAFT, ACQUAH HENRY - In: Russian Journal of Agricultural and Socio-Economic Sciences 13 (2013) 3, pp. 43-48
substantial gains in recovery rates as sample size increased. The research findings demonstrate the influence of model complexity … transmission models or theories. However, little is understood about the sensitivity of the model selection methods to model … complexity. This study therefore fits competing asymmetric price transmission models that differ in complexity to simulated data …
Persistent link: https://www.econbiz.de/10011222441
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