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Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)/ C. C. Wu, Jack C. Lee
Wu, C. C.; Lee, Jack C. - In: Economic modelling 24 (2007) 2, pp. 329-349
Persistent link: https://www.econbiz.de/10003415673
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A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng; Xia, Bobo; Guo, Zhaoxuan - In: Economic modelling 94 (2021), pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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Employee stock option-implied risk attitude under Rank-Dependent Expected Utility
Bahaji, Hamza; Casta, Jean-François - In: Economic modelling 52 (2016), pp. 144-154
Persistent link: https://www.econbiz.de/10011645588
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Insurance bargaining under risk aversion
Viaene, Stijn; Veugelers, Reinhilde; Dedene, Guido - In: Economic modelling 19 (2002) 2, pp. 245-259
Persistent link: https://www.econbiz.de/10001654171
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Consumption and precautionary saving : an empirical analysis under both financial and environmental risks
Baiardi, Donatella; Manera, Matteo; Menegatti, Mario - In: Economic modelling 30 (2013), pp. 157-166
Persistent link: https://www.econbiz.de/10009703698
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Risk and regret aversions on optimal bank interest margin under capital regulation
Tsai, Jeng-yan - In: Economic modelling 29 (2012) 6, pp. 2190-2197
Persistent link: https://www.econbiz.de/10009673800
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Production and insurance under regret aversion
Kit, Pong Wong - In: Economic modelling 29 (2012) 4, pp. 1154-1160
Persistent link: https://www.econbiz.de/10009667420
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Optimal portfolio positioning under ambiguity
Ben Ameur, H.; Prigent, Jean-Luc - In: Economic modelling 34 (2013), pp. 89-97
Persistent link: https://www.econbiz.de/10010361938
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Risk preferences under price uncertainties and production risk : a note
Alghalith, Moawia - In: Economic modelling 23 (2006) 3, pp. 387-390
Persistent link: https://www.econbiz.de/10003333364
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Production and hedging decisions under regret aversion
Guo, Xu; Wong, Wing Keung; Xu, Qunfang; Zhu, Xuehu - In: Economic modelling 51 (2015), pp. 153-158
Persistent link: https://www.econbiz.de/10011475866