Results 31 to 40 of about 662,376 (305)
On optimal strategies for utility maximizers in the Arbitrage Pricing Model [PDF]
We consider a popular model of microeconomics with countably many assets: the Arbitrage Pricing Model. We study the problem of optimal investment under an expected utility criterion and look for conditions ensuring the existence of optimal strategies ...
Rasonyi, Miklos
core +2 more sources
A horizontal alignment tool for numerical trend discovery in sequence data: application to protein hydropathy. [PDF]
An algorithm is presented that returns the optimal pairwise gapped alignment of two sets of signed numerical sequence values. One distinguishing feature of this algorithm is a flexible comparison engine (based on both relative shape and absolute ...
Omar Hadzipasic +2 more
doaj +1 more source
Identifying logical errors in complex, incomplete or even contradictory and overall heterogeneous data like students’ experimentation protocols is challenging.
Arne Bewersdorff +4 more
doaj +1 more source
Applications of Choquet expected utility to hypothesis testing with incompleteness
AbstractThe Maximin and Choquet expected utility theories guide decision-making under ambiguity. We apply them to hypothesis testing in incomplete models. We consider a statistical risk function that uses a prior probability to incorporate parameter uncertainty and a belief function to reflect the decision-maker’s willingness to be robust against the ...
Hiroaki Kaido, Yi Zhang
openaire +1 more source
Entrepreneurial decision-making using the knightian uncertainty approach
The article discusses the behavioral aspects that affect the entrepreneurs' decision making under the Knightian uncertainty approach. Since the profit arising from entrepreneurial activity represents the reward of an immeasurable and subjective risk, it ...
Maria Sylvia Macchione Saes +2 more
doaj +1 more source
This paper examines the stochastic implications of permanent income hypothesis for speculative prices from a sample of economic data from 1967 to 2017 in the United States.
Chamil W. Senarathne, Wei Jianguo
doaj +1 more source
Farm/crop portfolio simulations under variable risk: a case study from Italy
Important sources of risk in agriculture are yield and price fluctuations caused by unpredictable and uncontrollable events, inducing income volatility and adding considerable complexity to farmers’ decisions.
Franco Rosa +3 more
doaj +1 more source
Maximum saliency bias in binocular fusion [PDF]
Subjective experience at any instant consists of a single (“unitary”), coherent interpretation of sense data rather than a “Bayesian blur” of alternatives.
Bernardo J. +3 more
core +3 more sources
This study develops a conceptual framework for evaluating the sensitivity of the ranking of forest fuel treatment strategies (FTSs) to variation in managers’ risk attitudes and the importance ratings managers assign to fuel treatment objectives and ...
Tony Prato, Travis Paveglio
doaj +1 more source
Behavioral Finance in Brazil: applying the prospect theory to potential investors
The premise of unbounded rationality defended by the Efficient Market Hypothesis is challenged by the theoretical framework that involves Behavioral Finance, whose basis, Kahneman and Tversky’s Prospect Theory (1979), questions the Expected Utility ...
Claudia Emiko Yoshinaga +1 more
doaj +1 more source

