Similar Search Results - EconBiz

Effects of volatility among commodities in the long term : analysis of a complex network

Passos, Marcelo de Oliveira; Tessmann, Mathias Schneid; … - In: Annals of financial economics 15 (2020) 3, pp. 1-14

Persistent link: https://www.econbiz.de/10012643005

A Logarithmic Market Scoring Rule Agent-based Model to Evaluate Prediction Markets

V. C. Carvalho, Athos; Silveira, Douglas; Ely, Regis Augusto - 2022

Prediction Markets (PMs) are markets in which agents trade event contingent assets. Enterprises use PMs to forecast revenues and project deadlines. This paper presents an Agent-based model, called Logarithmic Market Scoring Rule-Automated Market Maker (LMSR-ASM), to evaluate Prediction Markets....

Persistent link: https://www.econbiz.de/10013289339

The impacts of interest rates on banks' loan portfolio risk-taking

Adão, Luiz F. S.; Silveira, Douglas; Ely, Regis Augusto; … - In: Journal of economic dynamics & control 144 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013543114

A logarithmic market scoring rule agent-based model to evaluate prediction markets

Carvalho, Athos V. C.; Silveira, Douglas; Ely, Regis Augusto - In: Journal of evolutionary economics 33 (2023) 4, pp. 1303-1343

Persistent link: https://www.econbiz.de/10014495664

Contagion risk within firm-bank bivariate networks

Tabak, Benjamin Miranda - 2013

Persistent link: https://www.econbiz.de/10010206816

Decentralized portfolio management

Coutinho, Paulo C. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001701853

Delegated portfolio management

Coutinho, Paulo C. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001735633

Building confidence intervals with block bootstraps for the variance ratio test of predictability

Lima, Eduardo José Araújo (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003749222

A new proposal for collection and generation of information on financial institutions' risk : the case of derivatives

Vivan, Gilneu Francisco Astolfi (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003443271

The long-range dependence phenomena in asset returns : the Chinese case

Cajueiro, Daniel Oliveira; Tabak, Benjamin Miranda - In: Applied economics letters 13 (2006) 2, pp. 131-133

Persistent link: https://www.econbiz.de/10003293805

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