Decisions in Economics and Finance

Title Publication Date Language Citations
Market attention and Bitcoin price modeling: theory, estimation and option pricing2019/07/26English14
Characterisation of optimal dual measures via distortion2006/11/01English14
Portfolio optimization in a defaultable market under incomplete information2011/05/11English14
Discrete-time delay dynamics of boundedly rational monopoly2013/02/01English13
The rise and fall of cryptocurrency coins and tokens2021/06/18English13
The link between the Shapley value and the beta factor2016/09/23English13
Real options game analysis of sleeping patents2010/11/05English13
Normal approximations by Stein's method2000/05/0113
Gambling in contests modelled with diffusions2014/01/31English12
The optimal capital structure of the firm with stable Lévy assets returns2008/01/08English11
Hedging and the competitive firm under correlated price and background risk2012/10/10English11
A scenario-based integrated approach for modeling carbon price risk2009/03/08English11
A uniqueness theorem for convex-ranged probabilities2000/11/0111
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages2021/02/05English11
The completion of security markets2006/05/01English10
The firm under uncertainty: real and financial decisions2012/01/06English10
An optimal insurance design problem under Knightian uncertainty2012/02/10English10
A migration equilibrium model with uncertain data and movement costs2017/09/02English9
Robust games: theory and application to a Cournot duopoly model2017/10/03English9
A special issue on the mathematics of subjective probability2020/06/01English9
Reaching nirvana with a defaultable asset?2017/06/01English9
On the relationship between absolute prudence and absolute risk aversion2006/11/01English9
Volatility estimation from observed option prices2000/05/019
Market consistent valuations with financial imperfection2018/04/07English9
Notes and Comments: The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process2003/11/01English9
Diversification preferences in the theory of choice2016/10/20English9
Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model2009/12/31English9
Risk aversion and risk vulnerability in the continuous and discrete case2011/02/23English8
The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later2007/05/01English8
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel–Penot subdifferential2017/02/20English8