Computational aspects of prospect theory with asset pricing applica...
... ( Econometrica, 47(2), 263–291, 1979) prospect theory. An application to benchmark data as in Fama and French ... parameter values similar to those found in the laboratory experiments of Kahneman and Tversky ( Econometrica ... Kahneman and Tversky’s ( Econometrica, 47(2), 263–291, 1979) prospect theory. An application to benchmark ... Kahneman and Tversky ( Econometrica, 47(2), 263–291, 1979). While previous studies like Benartzi and Thaler ...
UZH - Department of Economics -
... Ranking: American Economic Review, Econometrica, Journal of Political Economy, Quarterly Journal of ... publications in our own evaluation of the Tilburg Ranking: American Economic Review, Econometrica, Journal of ...
Valuation of default-sensitive claims under imperfect information -...
... generalization of the model of Duffie and Lando ( Econometrica 69:633–664, [2001]). In this setting we prove that ... Lando ( Econometrica 69:633–664, [2001]). In this setting we prove that the default time is totally ... and can be seen as a generalization of the model of Duffie and Lando ( Econometrica 69:633–664, [2001 ... generalization of the model of Duffie and Lando ( Econometrica 69:633–664, [2001]). In this setting we prove that ...
Divide and Conquer: Recursive Likelihood Function Integration for H...
... polynomials. I apply this method to the bus engine replacement model of Rust [ Econometrica 55(5): 999–1033] to ... polynomials. I apply this method to the bus engine replacement model of Rust [ Econometrica 55(5): 999–1033] to ... engine replacement model of Rust [ Econometrica 55(5): 999–1033] to verify the accuracy and speed of the ... engine replacement model of Rust [ Econometrica 55(5): 999–1033] to verify the accuracy and speed of the ...
Best-response dynamics in a birth-death model of evolution in games...
... , mutation, and long run equilibria in games. Econometrica 61, 29-56], where agents follow best-response ... run equilibria in games. Econometrica 61, 29-56], where agents follow best-response decision rules as ... . Econometrica 61, 29-56], where agents follow best-response decision rules as in Sandholm (1998) [Sandholm, W ... ., Mailath, G.J., Rob, R., 1993. Learning, mutation, and long run equilibria in games. Econometrica 61, 29-56 ...
UZH - Department of Economics - Marek Pycia
... , Econometrica, and the Review of Economic Studies. Marek Pycia has served on the editorial boards of Theoretical ... American Economic Review , Econometrica , and the Review of Economic Studies . Marek Pycia has served on ...
http://www.merlin.uzh.ch/publicationExport/xmlFile/14861
... 0012-9682 Wiley-Blackwell Publishing, Inc. original Econometrica refereed 2017-09 keininfo 2020-04-08 ... 0012-9682 Wiley-Blackwell Publishing, Inc. original Econometrica refereed 2017-09 keininfo 2020-04-08 ...
Making prospect theory fit for finance - Zurich Open Repository and...
... prospect theory of Kahneman and Tversky (in Econometrica 47(2), 263–291, 1979) and the cumulative prospect ... –variance portfolio theory. Abstract The prospect theory of Kahneman and Tversky (in Econometrica 47(2), 263 ... Econometrica 47(2), 263–291, 1979) and the cumulative prospect theory of Tversky and Kahneman (in J. Risk ... of Kahneman and Tversky (in Econometrica 47(2), 263–291, 1979) and the cumulative prospect theory of ...
UZH - Quantitative Business Administration - Research
... including Econometrica, The Journal of Finance, Review of Financial Studies, and Operations Research ... successfully published research papers in several renowned journals including Econometrica, The Journal of ... optimization approach to principal-agent problems. Econometrica, 83(2):729-769. Brumm, Johannes; Grill, Michael ...
Microsoft Word - Flyer_Zilibotti.docx
... Economic Association and received the Yrjö Jahnsson 2009 award. He is a co-editor of Econometrica, the ... Economic Association and received the Yrjö Jahnsson 2009 award. He is a co-editor of Econometrica, the ...
