Pages that link to "Item:Q1043346"
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The following pages link to A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction (Q1043346):
Displaying 12 items.
- Misunderstanding of the binomial distribution, market inefficiency, and learning behavior: evidence from an exotic sports betting market (Q319088) (← links)
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
- Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency (Q1753612) (← links)
- Enhancement of equity portfolio performance using data envelopment analysis (Q1926803) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
- Segregation and integration: a study of the behaviors of investors with extended value functions (Q1958417) (← links)
- Discussion of: ``From lab experiment to the field: the case of a price formation model based on laboratory findings'' (Q2168166) (← links)
- Quantifying the concerns of Dimon and Buffett with data and computation (Q2181537) (← links)
- Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market (Q2670551) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Self-Selectivity in Firm’s Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback (Q5255671) (← links)
- Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)
