Results 181 to 190 of about 179,903 (308)

Using Deep Learning Conditional Value‐at‐Risk Based Utility Function in Cryptocurrency Portfolio Optimisation

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang   +3 more
wiley   +1 more source

Uncertainty aversion and equilibrium in extensive games. [PDF]

open access: yes
This paper formulates a rationality concept for extensive games in which deviations from rational play are interpreted as evidence of irrationality.
Rothe, Jorn
core   +1 more source

Mergers and Acquisitions and Brexit: A Natural Experiment

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We study the impact of Brexit uncertainty on one of the most important forms of corporate investment: mergers and acquisitions (M&As). Brexit provides us with an ideal natural experiment to explore the real effects of economic uncertainty and understand the underlying transmission mechanism. We document a significant decline in the number of M&
Di Luo   +3 more
wiley   +1 more source

Revealed Preferences for Risk and Ambiguity [PDF]

open access: yes
We replicate the essentials of the Huettel et al. (2006) experiment on choice under uncertainty with 30 Yale undergraduates, where subjects make 200 pair-wise choices between risky and ambiguous lotteries.
Chandra Erdman   +3 more
core  

Risk Aversion and Economic Policy Uncertainty Impacts on Investor Attention: Evidence From International Stock Markets Indices

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou   +2 more
wiley   +1 more source

Predicting substance use behaviors with machine learning using small sets of judgment and contextual variables. [PDF]

open access: yesNpj Ment Health Res
Bari S   +6 more
europepmc   +1 more source

Analyzing Consumer’s Behaviour in Risk and Uncertainty Situations [PDF]

open access: yes
In the paper we will generalize the Slutsky Equation in risk and uncertainty situations using the compensated and uncompensated demand and some local measures of risk aversion.
Daniela Elena Marinescu   +2 more
core   +1 more source

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