Search Results - subject:"Resolution of uncertainty"

Implied Volatility Duration : a measure for the timing of uncertainty resolution

Schlag, Christian; Thimme, Julian; Weber, Rüdiger - 2020 - This version: January 27, 2020

average more than five percent return per year as a compensation for a late resolution of uncertainty. In a general … a preference for early resolution of uncertainty. Our empirical analysis thus provides a purely market-based assessment …

Persistent link: https://www.econbiz.de/10012157194

Temporal risk : utility vs. probability weighting

Abdellaoui, Mohammed; Diecidue, Enrico; Kemel, Emmanuel; … - In: Management science : journal of the Institute for … 68 (2022) 7, pp. 5162-5186

Persistent link: https://www.econbiz.de/10013369290

Measuring preferences over the temporal resolution of consumption uncertainty

Meissner, Thomas; Pfeiffer, Philipp - In: Journal of economic theory 200 (2022), pp. 1-49

Persistent link: https://www.econbiz.de/10013192556

Preference for hope : a behavioral definition

Chen, Zhuo - In: Economics letters 221 (2022), pp. 1-3

Persistent link: https://www.econbiz.de/10014229971

The missing link: Unifying risk taking and time discounting

Epper, Thomas; Fehr-Duda, Helga - 2012

-dependent time discounting, preferences for late resolution of uncertainty, and several other puzzling interaction effects between …

Persistent link: https://www.econbiz.de/10010316850

The missing link: Unifying risk taking and time discounting

Epper, Thomas; Fehr-Duda, Helga - Institut für Volkswirtschaftslehre, … - 2012

-dependent time discounting, preferences for late resolution of uncertainty, and several other puzzling interaction effects between …

Persistent link: https://www.econbiz.de/10010604138

Evaluating ambiguous random variables from Choquet to maxmin expected utility

Gul, Faruk; Pesendorfer, Wolfgang - In: Journal of economic theory 192 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012805375

Implied volatility duration : a measure for the timing of uncertainty resolution

Schlag, Christian; Thimme, Julian; Weber, Rüdiger - In: Journal of financial economics 140 (2021) 1, pp. 127-144

Persistent link: https://www.econbiz.de/10013188678

Preferences for the resolution of uncertainty and the timing of information

Nielsen, Kirby - In: Journal of economic theory 189 (2020), pp. 1-39

Persistent link: https://www.econbiz.de/10012424513

The importance of timing attitudes in consumption-based asset pricing models

Andreasen, Martin Møller; Jørgensen, Kasper - In: Journal of monetary economics 111 (2020), pp. 95-117

Persistent link: https://www.econbiz.de/10012494234

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