Results 41 to 50 of about 241 (122)
Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity
Theoretical Economics, Volume 20, Issue 3, Page 831-855, July 2025.Comonotonicity (same variation) of random variables minimizes hedging possibilities and has been widely used, e.g., in Gilboa and Schmeidler's ambiguity models. This paper investigates anticomonotonicity (opposite variation (AC)), the natural counterpart to comonotonicity. It minimizes leveraging rather than hedging possibilities.
Giulio Principi +2 more
wiley +1 more source
Antimonotonous quadratic forms and partially ordered sets
, 2005 Antimonotonous quadratic forms generalizing P-faithful posets defined by authors earlier are introduced. The criterion of antimonotonousness is given for posets with positive semidefinite quadratic forms. As consequence the new proofs of the criterions of finite representativity and tameness of posets are given.
Nazarova, L. A. +2 more
openaire +2 more sources
Persistent antimonotonic bifurcations and strange attractors for cubic homoclinic tangencies [PDF]
Nonlinearity, 2008 In this paper, we study a two-parameter family of two-dimensional diffeomorphisms such that it has a cubic homoclinic tangency unfolding generically which is associated with a dissipative saddle point. Our first theorem presents an open set in the parameter-plane such that, for any parameter value in the open set, there exists a one-parameter subfamily
Kiriki, Shin, Soma, Teruhiko
openaire +2 more sources
Reference dependence and endogenous anchors
Mathematical Finance, Volume 34, Issue 3, Page 925-976, July 2024.Abstract In a complete market, we find optimal portfolios for an investor whose satisfaction stems from both a payoff's intrinsic utility and its comparison with an endogenous reference as modeled by Kőszegi and Rabin. In the regular regime, arising when reference dependence is low, the marginal utility of the optimal payoff is proportional to a twist ...
Paolo Guasoni +1 more
wiley +1 more source
Chaotic Dynamics of an Airfoil with Higher‐Order Plunge and Pitch Stiffnesses in Incompressible Flow
Complexity, Volume 2019, Issue 1, 2019., 2019 Dynamical properties of a two‐dimensional airfoil model with higher‐order strong nonlinearities are investigated. Firstly, a state‐space model is derived considering the plunge and pitch stiffnesses as generalized functions. Then, a stiffness function having square, cubic, and fifth‐power nonlinearities is considered for both plunging and pitching ...
Karthikeyan Rajagopal +5 more
wiley +1 more source
Leveraging prices from credit and equity option markets for portfolio risk management
Journal of Futures Markets, Volume 44, Issue 1, Page 122-147, January 2024.Abstract This study presents a firm‐specific methodology for extracting implied default intensities and recovery rates jointly from unit recovery claim prices—backed by out‐of‐the‐money put options—and credit default swap premiums, therefore providing time‐varying and market‐consistent views of credit risk at the individual level.
Jean‐François Bégin +2 more
wiley +1 more source
Complexity, Volume 2019, Issue 1, 2019., 2019 In this paper, a fractional‐order chaotic circuit based on a novel fractional‐order generalized memristor is proposed. It is proved that the circuit based on the diode bridge cascaded with fractional‐order inductor has volt‐ampere characteristics of pinched hysteresis loop.
Ningning Yang +5 more
wiley +1 more source
A two-parameter modified logistic map and its application to random bit generation
, 2020 This work proposes a modified logistic map based on the system previously proposed by Han in 2019. The constructed map exhibits interesting chaos related phenomena like antimonotonicity, crisis, and coexisting attractors.
Nistazakis, H. +5 more
core +3 more sources
Convex Analysis and Chaos : The Third Symposium on Nonlinear Analysis, July 23-25, 1998 Josai University [PDF]
, 1999 We give a defining equation of the boundary of the real cut of escape locus inthe real moduli space for the real quadratic rational maps. And we discuss problemsof non-monotone bifurcations for two cases of one-parameter families: quadraticrational maps ...
藤村, 雅代, 西沢, 清子
core +1 more source
Ekeland variational principles for vector equilibrium problems
, 2022 This work concerns Ekeland variational principles for scalar and vector cyclically antimonotone bifunctions on complete metric spaces. The scalar results work for extended bifunctions and they are obtained by a generalized version of the Dancs–Hegedüs ...
C. Gutiérrez (12985386) +1 more
core +1 more source