Results 221 to 230 of about 69,721 (321)

Optimal Portfolio Choice With Cross‐Impact Propagators

open access: yesMathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber   +2 more
wiley   +1 more source

Stress, intertemporal choice, and mitigation behavior during the COVID-19 pandemic.

open access: hybrid, 2023
Mayank Agrawal   +3 more
openalex   +1 more source

Rate of Interest and Intertemporal Preferences in Multisectoral Frameworks: A Critical View

open access: yesMetroeconomica, EarlyView.
ABSTRACT This paper analyses a closure of Sraffa's price system found in some neoclassical literature, which involves equating the rate of interest with the rate of time preference. This closure aims to reconnect the rate of interest with individuals' intertemporal preferences.
Enrico Bellino, Gabriel Brondino
wiley   +1 more source

Editorial: Intertemporal Choice and Its Anomalies

open access: yesFrontiers in Applied Mathematics and Statistics, 2019
Salvador Cruz Rambaud, Taiki Takahashi
doaj   +1 more source

Author response: Rats exhibit similar biases in foraging and intertemporal choice tasks

open access: gold, 2019
Gary A. Kane   +5 more
openalex   +1 more source

Pseudo, or Not? Neo‐Goodwinian Growth Cycles With Financial Linkages

open access: yesMetroeconomica, EarlyView.
ABSTRACT A profit‐led Goodwin mechanism generates the observed counterclockwise activity–labor share cycle. Introducing a financial linkage can reproduce this pattern even when demand is not profit‐led. This paper extends neo‐Goodwinian theory by incorporating the valuation ratio into a four‐dimensional model.
Rudiger von Arnim, Luis Felipe Eick
wiley   +1 more source

Aggregation and the Structure of Value

open access: yesNoûs, EarlyView.
ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley   +1 more source

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