Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +1 more source
Optimization strategies for elderly hearing aid user satisfaction based on the Kano QFD integrated model and FAD theory. [PDF]
Ren Y, Cha K.
europepmc +1 more source
Axiomatic Design Method for the Hydrostatic Spindle with Multisource Coupled Information
Qian Jia +5 more
openalex +1 more source
Abstract Emotions are a catalyst for actions. They are therefore important for developing an understanding of organizational routines as generative patterns of interdependent actions. To investigate how the performances and action patterns of routines are impacted by emotion changes brought about by alterations in the context of routine enactment, we ...
Emre Karali +3 more
wiley +1 more source
An axiomatic design approach to extended surface optimization in heat transfer
Sarıoğlu, Melih
openalex +1 more source
Welfare consequences of the compound risks of index insurance
Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison +4 more
wiley +1 more source
Explainable artificial intelligence for molecular design in pharmaceutical research. [PDF]
Lamens A, Bajorath J.
europepmc +1 more source
Improvement of the Test Equipment for a Stress Corrosion Lab through the Axiomatic Design
Andrea Girgenti +3 more
openalex +1 more source
Editorial: Narrow and general intelligence: embodied, self-referential social cognition and novelty production in humans, AI and robots. [PDF]
Markose S +4 more
europepmc +1 more source

