Search Results - subject:"resolution of uncertainty"

The Resolution of Uncertainty in the Value and Probability Domains

Lee, Eungik; Ngangoue, Kathleen; Schotter, Andrew - 2024

We compare preferences for temporal resolution when uncertainty is resolved over a probability rather than a value. In various frameworks–e.g., Kreps and Porteus (1978)–, preferences over gradual versus one-shot resolution do not depend on whether values or probabilities define the main...

Persistent link: https://www.econbiz.de/10014534430

The resolution of uncertainty in the value and probability domains

Lee, Eungik; Ngangoue, Kathleen M.; Schotter, Andrew - 2024

We compare preferences for temporal resolution when uncertainty is resolved over a probability rather than a value. In various frameworks-e.g., Kreps and Porteus (1978)-, preferences over gradual versus one-shot resolution do not depend on whether values or probabilities define the main object...

Persistent link: https://www.econbiz.de/10014456336

Ignorance is bliss? : domain dependence of preferences for the timing of information

Akella, Sarat Chandra - 2024

Persistent link: https://www.econbiz.de/10015410303

Recursive preferences, correlation aversion, and the temporal resolution of uncertainty

Stanca, Lorenzo - 2023

Persistent link: https://www.econbiz.de/10014321143

Recursive preferences, correlation aversion, and the temporal resolution of uncertainty

Stanca, Lorenzo - 2023

Persistent link: https://www.econbiz.de/10014279845

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

Schlag, Christian; Thimme, Julian; Weber, Rüdiger - 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/10012157616