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Year of publication
Subject
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Theorie 23 Theory 23 Portfolio selection 14 Portfolio-Management 14 Decision 11 Entscheidung 11 Mathematical programming 11 Mathematische Optimierung 11 Stochastic process 10 Stochastischer Prozess 10 Dynamic programming 8 Optimal growth 8 Option pricing theory 8 Optionspreistheorie 8 Arbitrage 7 Experiment 7 Markov chain 7 Markov-Kette 7 Optimal stationary policy 7 Satisficing 7 Unbounded 7 Begrenzte Rationalität 6 Bounded rationality 6 Continuous-time Markov decision process 6 Martingal 6 Martingale 6 Risiko 6 Risk 6 Decision theory 5 Entscheidungstheorie 5 Experiments 5 Game theory 5 Learning 5 Lernprozess 5 No unbounded profit with bounded risk 5 Optimales Wachstum 5 Spieltheorie 5 Transaction costs 5 Transaktionskosten 5 Unbounded utility 5
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Online availability
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Undetermined 71 Free 46 CC license 2
Type of publication
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Article 90 Book / Working Paper 42
Type of publication (narrower categories)
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Article in journal 45 Aufsatz in Zeitschrift 45 Working Paper 11 Graue Literatur 9 Non-commercial literature 9 Arbeitspapier 8 Article 4 Hochschulschrift 2 Research Report 1 research-paper 1
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Language
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English 71 Undetermined 61
Author
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Guo, Xianping 12 Güth, Werner 10 Di Cagno, Daniela 5 Huang, Yonghui 5 Kamihigashi, Takashi 5 Nowak, Andrzej S. 5 Pace, Noemi 5 Danilov, Vladimir 4 Galliera, Arianna 4 Kühn, Christoph 4 Morand, Olivier F. 4 Page, Frank 4 Reffett, Kevin L. 4 Roy, Santanu 4 Wooders, Myrna 4 Zhang, Wenzhao 4 Zhu, Quanxin 4 Molitor, Alexander 3 Aksamit, Anna 2 Arieli, Itai 2 Balbás de la Corte, Alejandro 2 Balbás, Beatriz 2 Balbás, Raquel 2 Bassanini, Andrea 2 Bayraktar, Erhan 2 Bouezmarni, Taoufik 2 Bruckner, Thomas 2 Charpentier, Arthur 2 Cheridito, Patrick 2 Choulli, Tahir 2 Dai, Yonglong 2 Delbaen, Freddy 2 Deng, Jun 2 Dillenberger, David 2 Djelassi, Hatim 2 Dosi, Giovanni 2 Gardini, Laura 2 Geenens, Gery 2 Jaśkiewicz, Anna 2 Jeanblanc, Monique 2
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Institution
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Research Institute for Economics and Business Administration, Kobe University 5 Vanderbilt University Department of Economics 3 Finance Discipline Group, Business School 2 HAL 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 2 Action IS1104 "The EU in the new complex geography of economic systems: models, tools and policy evaluation" 1 Business School, University of Exeter 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics, University of Crete 1 EconWPA 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Facoltà di Economia, Università degli Studi di Urbino 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
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Mathematical Methods of Operations Research 9 Computational Statistics 8 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 5 Mathematics and Computers in Simulation (MATCOM) 5 Mathematics and financial economics 5 Operations research letters 5 European journal of operational research : EJOR 4 Jena Economic Research Papers 4 Economic Theory 3 Finance and Stochastics 3 Finance and stochastics 3 Journal of mathematical economics 3 Mathematical finance : an international journal of mathematics, statistics and financial economics 3 Theory and decision : an international journal for multidisciplinary advances in decision science 3 Vanderbilt University Department of Economics Working Papers 3 Beiträge des Instituts für Infrastruktur und Ressourcenmanagement 2 Journal of Mathematical Economics 2 Journal of Multivariate Analysis 2 Les cahiers du GERAD 2 MPRA Paper 2 Mathematical methods of operations research : ZOR 2 Mathematics of operations research 2 Research Paper Series / Finance Discipline Group, Business School 2 Risks : open access journal 2 Statistics & Risk Modeling 2 Tinbergen Institute Discussion Papers 2 Working Papers / HAL 2 Working papers 2 4OR : a quarterly journal of operations research 1 Annals of the Institute of Statistical Mathematics 1 CORE Discussion Papers 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion Papers / Business School, University of Exeter 1 Discussion paper / Tinbergen Institute 1 Dynamic games and applications : DGA 1 ECARES working paper 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics 1 Economic theory 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1
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Source
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RePEc 68 ECONIS (ZBW) 55 EconStor 8 Other ZBW resources 1
Showing 51 - 60 of 132
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Behavioral patterns and reduction of sub-optimality : an experimental choice analysis
Di Cagno, Daniela; Galliera, Arianna; Güth, Werner; … - In: Theory and decision : an international journal for … 85 (2018) 2, pp. 151-177
Persistent link: https://www.econbiz.de/10012031173
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Existence of equilibrium with unbounded short sales: a new approach
Danilov, Vladimir; Koshevoy, Gleb; Page, Frank; … - Vanderbilt University Department of Economics - 2012
We introduce a new approach to showing existence of equilibrium in models of economies with unbounded short sales … equilibrium with unbounded short sales place conditions on recession cones of agents' preferred sets or, more recently, require …
Persistent link: https://www.econbiz.de/10010603815
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Existence of Equilibrium with Unbounded Short Sales: A New Approach
Danilov, Vladimir; Koshevoy, Gleb; Page, Frank; … - Vanderbilt University Department of Economics - 2012
We introduce a new approach to showing existence of equilibrium in models of economies with unbounded short sales … equilibrium with unbounded short sales place conditions on recession cones of agents' preferred sets or, more recently, require …
Persistent link: https://www.econbiz.de/10010550751
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Existence of equilibrium with unbounded short sales: a new approach
Danilov, Vladimir; Frank, Gleb; Page, Frank; Wooders, Myrna - Vanderbilt University Department of Economics - 2012
We introduce a new approach to showing existence of equilibrium in models of economies with unbounded short sales … equilibrium with unbounded short sales place conditions on recession cones of agents' preferred sets or, more recently, require …
Persistent link: https://www.econbiz.de/10010778737
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Finite approximation for finite-horizon continuous-time Markov decision processes
Wei, Qingda - In: 4OR : a quarterly journal of operations research 15 (2017) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10011719615
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(Sub) optimality and (non) optimal satisficing in risky decision experiments
Di Cagno, Daniela; Galliera, Arianna; Güth, Werner; … - In: Theory and decision : an international journal for … 83 (2017) 2, pp. 195-243
Persistent link: https://www.econbiz.de/10011781763
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No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna; Choulli, Tahir; Deng, Jun; Jeanblanc, Monique - In: Finance and stochastics 21 (2017) 4, pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
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Bargaining and negotiations: What should experimentalists explore more thoroughly?
Güth, Werner - 2011
A long time ago most economists would have limited themselves to stating that agreements should be individually rational and efficient and that selecting a specific agreement from that set depends on bargaining and negotiation power whatever that may be. Nowadays hardly any economist will argue...
Persistent link: https://www.econbiz.de/10010286482
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Bernstein estimator for unbounded density copula
Bouezmarni, Taoufik; Ghouch, Anouar El; Taamouti, Abderrahim - Departamento de Economía, Universidad Carlos III de Madrid - 2011
We study the asymptotic properties of the Bernstein estimator for unbounded density copula functions. We show that the … estimator converges to infinity at the corner. We establish its relative convergence when the copula is unbounded and we provide …
Persistent link: https://www.econbiz.de/10010547881
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Existence of equilibrium with unbounded short sales: A new approach
Danilov, Vladimir; Koshovoy, Gleb; Page, Frank; … - Volkswirtschaftliche Fakultät, … - 2011
We introduce a new approach to showing existence of equilibrium in models of economies with unbounded short sales … equilibrium with unbounded short sales place conditions on recession cones of agents' preferred sets or, more recently, require …
Persistent link: https://www.econbiz.de/10011110341
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