Similar Search Results

Numerical solution of dynamic quantile models

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Journal of economic dynamics & control 148 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014240037

Quantile selection in non-linear GMM quantile models

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Economics letters 195 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509605

Dynamic economics with quantile preferences

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 1, pp. 353-425

This paper studies a dynamic quantile model for intertemporal decisions under uncertainty, in which the decision maker maximizes the τ-quantile of the stream of future utilities, for τ ∈ (0,1). We present two sets of contributions. First, we generalize existing results in directions that are...

Persistent link: https://www.econbiz.de/10015332600

Static and dynamic quantile preferences

Castro, Luciano I. de; Galvao, Antonio F. - In: Economic theory 73 (2022) 2/3, pp. 747-779

Persistent link: https://www.econbiz.de/10013277393

Portfolio selection in quantile decision models

Castro, Luciano I. de; Galvao, Antonio F.; … - In: Annals of finance 18 (2022) 2, pp. 133-181

Persistent link: https://www.econbiz.de/10013278978

A dynamic quantile model for distinguishing intertemporal substitution from risk aversion

Castro, Luciano I. de; Cundy, Lance D.; Galvao, Antonio … - In: European economic review : EER 159 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014441693

Experiments on portfolio selection : a comparison between quantile preferences and expected utility decision models

Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Journal of behavioral and experimental economics 97 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013398010