Results 161 to 170 of about 179,903 (308)
Risk Taking with Additive and Multiplicative Background Risks [PDF]
We examine the effects of background risks on optimal portfolio choice. Examples of background risks include uncertain labor income, uncertainty about the terminal value of fixed assets such as housing and uncertainty about future tax liabilities.
Günter Franke +2 more
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All the bedrooms a stage: Reconceptualizing sex as “performance” to sex as “rehearsal”
Feminist Anthropology, EarlyView.Abstract In the United States, sex is often spoken about in terms of performance, and naturally invokes language of theatricality. Sexual performance has been used as an umbrella term to refer to sexual satisfaction, behavior, embodiment, and also pathology in terms of conditions such as erectile dysfunction.
Taylor Harmon
wiley +1 more source
Mechanisms for Abating Global Emissions Under Uncertainty [PDF]
We give theoretical, partial equilibrium comparisons of a tax with thresholds, tradable targets ('emissions trading' or ET), and non-tradable targets, as mechanisms to abate well-mixed ('global') emissions from many parties, under independent ...
Frank Jotzo, John C. V. Pezzey
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Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
Journal of Futures Markets, EarlyView.ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley +1 more source
How can allocative inefficiency reveal risk preference? An empirical investigation on French wheat farms [PDF]
We focus on a simple framework on wheat producer behaviour in a context of price output uncertainty. More precisely, we establish a relationship between ex post output price level and allocative inefficiency that allows to characterize farmers’ risk ...
Blancard, Stephane +3 more
core +1 more source
The Role of Price‐Volatility Cojumps in Volatility Forecasting
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley +1 more source
Journal for Deradicalization, 2017 The amount of uploaded extremist propaganda on the internet is increasing. In particular, right-wing extremist as well as Islamic extremist groups take advantage of the opportunities presented by the internet to spread their ideas to worldwide masses ...
Diane Rieger +2 more
doaj
Modeling attitudes toward uncertainty through the use of the Sugeno integral [PDF]
The aim of the paper is to present under uncertainty, and in an ordinal framework, an axiomatic treatment of the Sugeno integral in terms of preferences which parallels some earlier derivations devoted to the Choquet integral.
Agnès Rico +2 more
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Why Do Hedgers Hedge? The Role of Ambiguity
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley +1 more source
Decision theory under uncertainty [PDF]
We review recent advances in the field of decision making under uncertainty or ambiguity.Ambiguity ; ambiguity aversion ; uncertainty ...
Jean-Marc Tallon +2 more
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