Search Results - subject:"Random"

Nonseparable panel models with index structure and correlated random effects

Čížek, Pavel; Sadikoğlu, Serhan - In: Econometric reviews 44 (2025) 3, pp. 246-274

Persistent link: https://www.econbiz.de/10015196600

Nonlinear fuzzy chance constrained approach for multi-objective mixed fuzzy-stochastic optimization problem

Kumar, Ajeet; Mishra, Babita - In: Opsearch : journal of the Operational Research Society … 61 (2024) 1, pp. 121-136

Persistent link: https://www.econbiz.de/10015127174

The gambler’s ruin with asymmetric payoffs

Whelan, Karl - 2025

The gambler's ruin is usually presented as a repeated game where the gambler can either win or lose one unit. We examine cases where the profits from winning gambles are multiple times the stake at risk, with the expected profit per gamble being either zero, positive or negative. For positive...

Persistent link: https://www.econbiz.de/10015330787

Distributionally robust views on queues and related stochastic models

Eekelen, Wouter van - 2023

Persistent link: https://www.econbiz.de/10014439392

Random utility and limited consideration

Aguiar, Victor H.; Boccardi, Maria Jose; Kashaev, Nail; … - In: Quantitative economics : QE ; journal of the … 14 (2023) 1, pp. 71-116

The random utility model (RUM, McFadden and Richter (1990)) has been the standard tool to describe the behavior of a … framework that unifies well‐known models of random (limited) consideration and generalizes them to allow for preference … race between competing models of random consideration and RUM. We find that RUM cannot explain the population behavior. In …

Persistent link: https://www.econbiz.de/10014306354

Forecasting the daily exchange rate of the UK pound sterling against the US dollar

Darvas, Zsolt M.; Schepp, Zoltán - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015197874

Subjective probabilities under behavioral heuristics

Rahman, Oriana; Semenov, Andrei - In: International review of economics & finance : IREF 98 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015331645

Wine market efficiency : is glass half full or half empty?

Shynkevich, Andrei - In: International review of economics & finance : IREF 98 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015330734

What shapes innovative firms' performance? : a multi-level analysis

Wang, Yun-Zhong; Lo, Fang Yi; Huarng, Kun-Huang - In: Journal of innovation & knowledge : JIK 9 (2024) 4, pp. 1-13

The industry organization theory in the early stage emphasizes the structure-conduct-performance (SCP) paradigm, indicating that industry characteristics and structure factors influence firm performance. Accompanied by technology development and the enhancement of innovation capabilities, the...

Persistent link: https://www.econbiz.de/10015179367

Identification of a triangular random coefficient model using a correction function

Carlson, Alyssa - 2024

Persistent link: https://www.econbiz.de/10015130315