Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ D: Microeconomics
/ / D8: Information, Knowledge, and Uncertainty
/ / / D81: Criteria for Decision-Making under Risk and Uncertainty
This JEL code is mentioned in the following RePEc Biblio entries:
2000
- Robin Mason & Helen Weeds, 2000, "Networks, Options and Preemption," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1721, Aug.
- Diecidue, E. & Wakker, P.P., 2000, "On the Intuition of Rank-Dependent Utility," Other publications TiSEM, Tilburg University, School of Economics and Management, number f4b5fed1-0654-4f78-90fa-f.
- Matthew Rabin., 2000, "Risk Aversion and Expected-Utility Theory: A Calibration Theorem," Economics Working Papers, University of California at Berkeley, number E00-279, Jun.
- José Penalva, 2000, "Insurance with frequent trading: A dynamic analysis of efficient insurance markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 460, Nov.
- José Penalva, 2000, "Full insurance, asymmetric information and genetic testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 461, Nov.
- Han Bleichrodt & José Luis Pinto, 2000, "An experimental test of loss aversion and scale compatibility," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 467, May.
- Han Bleichrodt & José Luis Pinto, 2000, "An experimental test of loss aversion and scale compatibility," Working Papers, Research Center on Health and Economics, Department of Economics and Business, Universitat Pompeu Fabra, number 467, May.
- Margaret Forsyth, 2000, "On estimating the option value of preserving a wilderness area," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 2, pages 413-434, May, DOI: 10.1111/0008-4085.00022.
- Michel Poitevin, 2000, "Can the theory of incentives explain decentralization?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 4, pages 878-906, November, DOI: 10.1111/0008-4085.00046.
- Y.M. Ermoliev & S.D. Flam, 2000, "On Mutual Insurance," Working Papers, International Institute for Applied Systems Analysis, number ir00002, Jan.
- Benjamin E. Hermalin & Alice M. Isen, 2000, "The Effect of Affect on Economic and Strategic Decision Making," Method and Hist of Econ Thought, University Library of Munich, Germany, number 9912001, Feb.
- Mason, R. & Weeds, H., 2000, "Networks, Options and Preemption," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 575.
- Weeds, H., 2000, "Strategic Delay in a Real Optimna Model of R&D Competition," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 576.
- Kirstein, Roland, 2000, "The New Basle Accord, Internal Ratings, and the Incentives of Banks," CSLE Discussion Paper Series, Saarland University, CSLE - Center for the Study of Law and Economics, number 2000-06.
- Bernardo, Antonio E & Talley, Eric & Welch, Ivo, 2000, "A Theory of Legal Presumptions," The Journal of Law, Economics, and Organization, Oxford University Press, volume 16, issue 1, pages 1-49, April.
- Sujoy Mukerji & Jean-Marc Tallon & Université Paris I Panthéon-Sorbonne, 2000, "Ambiguity Aversion and Incompleteness of Financial Markets," Economics Series Working Papers, University of Oxford, Department of Economics, number 46, Dec.
- Sambracos, Evangelos & Katarelos, Eleftherios, 2000, "Decision Making Tool in Aviation Industry Considering Safety and Technologies Integration," MPRA Paper, University Library of Munich, Germany, number 52720, Nov.
- Adam Cagliarini & Alexandra Heath, 2000, "Monetary Policy-making in the Presence of Knightian Uncertainty," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2000-10, Dec.
- Geoffrey M. Hodgson, 2000, "La ubicuidad de los hábitos y las reglas," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 2, issue 3, pages 11-43, July-dece.
- Georges Dionne & Robert Gagné, 2000, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-1, Feb.
- Georges Dionne & Neil Doherty & Nathalie Fombaron, 2000, "Adverse Selection in Insurance Markets," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-5, Mar.
- Martin Ellison & Natacha Valla, 2000, "Learning, Uncertainty And Central Bank Activism In An Economy With Strategic Interactions," Computing in Economics and Finance 2000, Society for Computational Economics, number 183, Jul.
- Harry Telser & Peter Zweifel, 2000, "Measuring Willingness-To-Pay for Risk Reduction: An Application of Conjoint Analysis," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0003, Jun.
- Hans FÃllmer & Peter Leukert, 2000, "Efficient hedging: Cost versus shortfall risk," Finance and Stochastics, Springer, volume 4, issue 2, pages 117-146.
- Lars Tyge Nielsen & Fatma Lajeri, 2000, "Parametric characterizations of risk aversion and prudence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 2, pages 469-476.
- Kin Chung Lo, 2000, "Rationalizability and the savage axioms," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 15, issue 3, pages 727-733.
- Jean-Marc Falter & Christophe Perignon, 2000, "Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports," Applied Economics, Taylor & Francis Journals, volume 32, issue 13, pages 1757-1765, DOI: 10.1080/000368400421101.
- Ephraim Clark & Gérard Mondello, 2000, "Water Management in France: Delegation and Irreversibility," Journal of Applied Economics, Taylor & Francis Journals, volume 3, issue 2, pages 325-352, November, DOI: 10.1080/15140326.2000.12040553.
- Joop Hartog & Ada Ferrer-i-Carbonell & Nicole Jonker, 2000, "On a Simple Survey Measure of Individual Risk Aversion," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-074/3, Aug.
- Arianne de Blaeij & Raymond J.G.M. Florax & Piet Rietveld & Erik T. Verhoef, 2000, "The Value of Statistical Life in Road Safety: A Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-089/3, Nov.
- Liang Zou, 2000, "Inherent Efficiency, Security Markets, and the Pricing of Investment Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-108/2, Dec.
- Diecidue, E. & Wakker, P.P., 2000, "Comonotonic Book-Making with Nonadditive Probabilities," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-76.
- Diecidue, E. & Schmidt, U. & Wakker, P.P., 2000, "A Theory of the Gambling Effect," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-75.
- Diecidue, E. & Wakker, P.P., 2000, "On the Intuition of Rank-Dependent Utility," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-74.
- Christian Gourieroux & Jean-Paul Laurent & Olivier Scaillet, 2000, "Sensitivity analysis of Values at Risk," Post-Print, HAL, number hal-03676327, Nov, DOI: 10.1016/S0927-5398(00)00011-6.
- Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print, HAL, number halshs-00451997, DOI: 10.1016/S0304-4068(00)00041-0.
- Michèle Cohen & Jean-Marc Tallon, 2000, "Décision dans le risque et l'incertain : l'apport des modèles non additifs," Post-Print, HAL, number halshs-00499376, Sep.
- Jean-Marc Tallon, 2000, "Pessimisme et absence d'échéance sur les marchés financiers," Post-Print, HAL, number halshs-00499377, Mar.
- Karine Darjinoff & François Pannequin, 2000, "Demande d'assurance : Faut-il abandonner le critère de l'espérance d'utilité ?," Post-Print, HAL, number halshs-03723901, Jan.
- Louis Lévy-Garboua & Serge Blondel, 2000, "From Normative Rationality to Cognitive Consistency," Post-Print, HAL, number halshs-03774097, Sep.
- Mattsson, Lars-Göran & Weibull, Jörgen W., 2000, "Probabilistic Choice as a Result of Mistakes," Working Paper Series, Research Institute of Industrial Economics, number 544, Dec.
- Holm, Håkan, 2000, "Politically Correct Information Adoption," Working Papers, Lund University, Department of Economics, number 2000:5, Jul.
- Asheim,G.B., 2000, "Deriving belief operators from preferences," Memorandum, Oslo University, Department of Economics, number 25/2000.
- Asheim,G.B. & Emblem,A.W. & Nilssen,T., 2000, "Health insurance : treatment vs. compensation," Memorandum, Oslo University, Department of Economics, number 40/2000.
- Vincent Merlin & Jörg Naeve, 2000, "Implementation of Social Choice Functions via Demanding Equilibria," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 191/2000, revised 25 Sep 2001.
- Eytan Sheshinski, 2000, "Bounded Rationality and Socially Optimal Limits on Choice in a Self-Selection Model," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp330, Jan, revised Nov 2002.
- Althaler, Karl S. & Slavova, Tatjana, 2000, "DEA Problems under Geometrical or Probability Uncertainties of Sample Data," Economics Series, Institute for Advanced Studies, number 89, Oct.
- Dow, James, 2000, "What Is Systemic Risk? Moral Hazard, Initial Shocks, and Propagation," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 18, issue 2, pages 1-24, December.
- Danielsson, Jon & Morimoto, Yuji, 2000, "Forecasting Extreme Financial Risk: A Critical Analysis of Practical Methods for the Japanese Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 18, issue 2, pages 25-48, December.
- Christopher D Carroll, 2000, "'Risky Habits' and the Marginal Propensity to Consume Out of Permanent Income or How Much Would a Permanent Tax Cut Boost Japanese Consumption?," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 429, Jul.
- Louise Allsopp & John D. Hey, 2000, "Two Experiments to Test a Model of Herd Behaviour," Experimental Economics, Springer;Economic Science Association, volume 3, issue 2, pages 121-136, October, DOI: 10.1023/A:1026537302180.
- Louise Allsopp & John Hey, 2000, "Two Experiments to Test a Model of Herd Behaviour," Experimental Economics, Springer;Economic Science Association, volume 3, issue 2, pages 121-136, October, DOI: 10.1023/A:1026537302180.
- Vital Anderhub & Werner Gäuth & Wieland Mäuller & Martin Strobel, 2000, "An Experimental Analysis of Intertemporal Allocation Behavior," Experimental Economics, Springer;Economic Science Association, volume 3, issue 2, pages 137-152, October, DOI: 10.1023/A:1026589319018.
- Kit Wong, 2000, "Insurance and the behavior of competitive firms under revenue risks: a note," Journal of Economics, Springer, volume 71, issue 3, pages 305-314, October, DOI: 10.1007/BF01228745.
- Bernhard Arnold & Ingrid Größl & Peter Stahlecker, 2000, "Competitive supply behavior when price information is fuzzy," Journal of Economics, Springer, volume 72, issue 1, pages 45-66, February, DOI: 10.1007/BF01231488.
- Rovira, Joan & Viscusi, W. Kip & Antoñanzas, Fernando & Costa, Joan & Hart, Warren & Carvalho, Irineu, 2000, "Smoking Risks in Spain: Part II--Perceptions of Environmental Tobacco Smoke Externalities," Journal of Risk and Uncertainty, Springer, volume 21, issue 2-3, pages 187-212, November.
- Nádasdy, Bence, 2000, "Portfólióalapú hitelkockázat-kezelés
[Portfolio-based management of credit risk]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 373-384. - Janecskó, Balázs, 2000, "Idősor-modellezés és opcióárazás csonkolt Lévy-eloszlással
[Time-series modelling and option pricing with a truncated Lévy distribution]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 899-917. - Kóbor, Ádám, 2000, "A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában
[The simple alternatives of unconditional normality in the calculation of value at risk]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 878-898. - Süssmuth, Bernd, 2000, "Endogenously-Timed Herding And The Synchronization Of Investment Cycles," Discussion Papers in Economics, University of Munich, Department of Economics, number 24, May.
- Hailiang Yang, 2000, "An Integrated Risk Management Method: VaR Approach," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 201-219, September.
- Karine Darjinoff & Francois Pannequin, 2000, "Demande d'assurance : Faut-il abandonner le critère de l'espérance d'utilité ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla00004, Jan.
- Louis Lévy-Garboua & Serge Blondel, 2000, "From Normative Rationality to Cognitive Consistency," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla00067, Sep.
- POITEVIN, Michel, 2000, "Innis Lecture: Can the Theory of Incentives Explain Decentralization?," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-13.
- Poitevin, M., 2000, "Can the Theory of Incentives Explain Devcentralization?," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-13.
- Jannett Highfill & David Quigg & Edward Sattler & Robert Scott, 2000, "The Capacity Decision When Product Demand is Uncertain: A Timing Problem Approach," Journal of Economic Insight, Missouri Valley Economic Association, volume 26, issue 1, pages 71-85.
- Charles F. Manski, 2000, "Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0263, Nov.
- Christopher D. Carroll, 2000, "'Risky Habits' and the Marginal Propensity to Consume Out of Permanent Income, or, How Much Would a Permanent Tax Cut Boost Japanese Consumption?," NBER Working Papers, National Bureau of Economic Research, Inc, number 7839, Aug.
1999
- Forsfält, Tomas, 1999, "Taxation of Small Firms under Uncertainty - A Real Option View of Firm Creation," Research Papers in Economics, Stockholm University, Department of Economics, number 1999:17, Nov.
- Forsfält, Tomas, 1999, "The Effects of Risk Aversion and Age on Investments in New Firms," Research Papers in Economics, Stockholm University, Department of Economics, number 1999:18, Nov.
- James Banks & Richard Blundell & Agar Brugiavini, 1999, "Risk pooling, precautionary saving and consumption growth," IFS Working Papers, Institute for Fiscal Studies, number W99/19, Aug.
- Vincent Feltkamp & Yoram Halevy, 1999, "- A Bayesian Approach To Uncertainty Aversion," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-14, Sep.
- Stefan Traub & Christian Seidl & Ulrich Schmidt & Peter Grösche, 1999, "Knock-out for descriptive utility or experimental-design error?," Journal of Economics, Springer, volume 70, issue 2, pages 109-126, June, DOI: 10.1007/BF01224765.
- Chateauneuf, Alain & Wakker, Peter, 1999, "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, volume 18, issue 2, pages 137-145, August.
- Freixas, Xavier & Gabillon, Emmanuelle, 1999, "Optimal Regulation of a Fully Insured Deposit Banking System," Journal of Regulatory Economics, Springer, volume 16, issue 2, pages 111-134, September.
- Jürgen Eichberger & David Kelsey, 1999, "E-Capacities and the Ellsberg Paradox," Theory and Decision, Springer, volume 46, issue 2, pages 107-138, April, DOI: 10.1023/A:1004994630014.
- Reinhard Selten & Abdolkarim Sadrieh & Klaus Abbink, 1999, "Money Does Not Induce Risk Neutral Behavior, but Binary Lotteries Do even Worse," Theory and Decision, Springer, volume 46, issue 3, pages 213-252, June, DOI: 10.1023/A:1005038628305.
- Saphores, Jean-Daniel M., 1999, "The Economic Threshold with a Stochastic Pest Population: a Real Option Approach," Cahiers de recherche, Université Laval - Département d'économique, number 9901.
- Nicolai J. Foss, 1999, "The Use of Knowledge in Firms," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 155, issue 3, pages 458-458, September.
- Nicola Dimitri, 1999, ""Insurance Reversal" in an Agency Model With Uncertainty," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 155, issue 3, pages 516-516, September.
- Susan Athey & Jonathan Levin, 1999, "Information and Competition in U.S. Forest Service Timber Auctions," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 99-12, Jun.
- Thierry Chauveau & Nicolas Nalpas, 1999, "Risk Weighted Utility Theory as a Solution to the Equity Premium Puzzle," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla99020, Aug.
- Gary Klein, 1999, "Sources of Power: How People Make Decisions," MIT Press Books, The MIT Press, number 0262611465, edition 1, ISBN: ARRAY(0x8ff97f88), December.
- Susan Athey & Jonathan Levin, 1999, "Information and Competition in U.S. Forest Service Timber Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 7185, Jun.
- Oscar Volij, 1999, "Utility Equivalence in Sealed Bid Auctions and the Dual Theory of Choice Under Risk," Economic theory and game theory, Oscar Volij, number 009, Mar, revised 25 Mar 1999.
- Oscar Volij, 1999, "On Risk Aversion and Bargaining Outcomes," Economic theory and game theory, Oscar Volij, number 010, Sep.
- Huisman, K.J.M. & Kort, P.M., 1999, "Strategic Technology Investment under Uncertainty," Other publications TiSEM, Tilburg University, School of Economics and Management, number b981b33c-7f68-4438-ae8d-c.
- Marchese, Carla & Privileggi, Fabio, 1999, "Taxpayers Attitudes Toward Risk and Amnesty Participation: Economic Analysis and Evidence for the Italian Case," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 6, Jul.
- Benjamin E. Hermalin and Alice M. Isen., 1999, "The Effect of Affect on Economic and Strategic Decision Making," Economics Working Papers, University of California at Berkeley, number E99-270, Dec.
- Jordi Brandts & Gary Charness, 1999, "Retribution in a cheap-talk experiment," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 437, Dec.
- Hiroyuki Ozaki & Peter A. Streufert, 1999, "Solutions to Some Dynamic Problems with Uncertainty Aversion," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9912.
- Sebnem Kalemli-Ozcan & Bent E. Sorensen & Oved Yosha, 1999, "Risk Sharing and Industrial Specialization: Regional and International Evidence," JCPR Working Papers, Northwestern University/University of Chicago Joint Center for Poverty Research, number 86, May.
- Peter R. Mueser & Donald Granberg, 1999, "The Monty Hall Dilemma Revisited: Understanding the Interaction of Problem Definition and Decision Making," Experimental, University Library of Munich, Germany, number 9906001, Jun.
- Weeds, H., 1999, "Sleeping Patents and Computsory Licensing: An Options Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 577.
- Weeds, H., 1999, "'Reverse Hysteresis': R&D Investment with Stochastic Innovation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 578.
- Raphaël Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 17-42, DOI: 10.1142/S0219024999000030.
- Teng-Suan Ho & Richard C. Stapleton & Marti G. Subrahmanyam, 1999, "Multivariate Binomial Approximations For Asset Prices With Nonstationary Variance And Covariance Characteristics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Alexander Levin, 1999, "Deriving Closed-Form Solutions For Gaussian Pricing Models: A Systematic Time-Domain Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- K. O. Kortanek & V. G. Medvedev, 1999, "Models For Estimating The Structure Of Interest Rates From Observations Of Yield Curves," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Marco Avellaneda & Craig Friedman & Richard Holmes & Dominick Samperi, 1999, "Calibrating Volatility Surfaces Via Relative-Entropy Minimization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Peter Carr & Katrina Ellis & Vishal Gupta, 1999, "Static Hedging Of Exotic Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Raphael Douady, 1999, "Closed Form Formulas For Exotic Options And Their Lifetime Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Moshe Arye Milevsky & Steven E. Posner, 1999, "Asian Options, The Sum Of Lognormals, And The Reciprocal Gamma Distribution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Jing-Zhi Huang & Marti G. Subrahmanyam & G. George Yu, 1999, "Pricing And Hedging American Options: A Recursive Integration Method," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Kurt S. Riedel, 1999, "Piecewise Convex Function Estimation: Pilot Estimators," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- K. S. Riedel & A. Sidorenko, 1999, "Function Estimation Using Data-Adaptive Kernel Smoothers — How Much Smoothing?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Yingzi Zhu & Marco Avellaneda, 1999, "E-Arch Model For Implied Volatility Term Structure Of Fx Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Dajiang Guo, 1999, "A Test Of Efficiency For The Currency Option Market Using Stochastic Volatility Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Sergei Esipov & Dajiang Guo, 1999, "Portfolio-Based Risk Pricing: Pricing Long-Term Put Options With Gjr-Garch(1,1)/Jump Diffusion Process," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Xing Jin & Frank Milne, 1999, "The Existence Of Equilibrium In A Financial Market With Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Robert Fernholz, 1999, "Portfolio Generating Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Marco Avellaneda, "Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar".
- Mahmudul Anam & Shin-Hwan Chiangy, 1999, "Price Discrimination and Social Welfare with Demand Uncertainty," Working Papers, York University, Department of Economics, number 1999_04, Sep.
- Antonio Bernardo & Eric L. Talley & Ivo Welch, 1999, "A Theory of Legal Presumptions," Yale School of Management Working Papers, Yale School of Management, number ysm118, May.
- Adam-Müller, Axel F. A., 1999, "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 99/12.
- Kirstein, Roland & Neunzig, Alexander R., 1999, "A Note on Credit-Worthiness Tests," CSLE Discussion Paper Series, Saarland University, CSLE - Center for the Study of Law and Economics, number 99-03.
- Föllmer, Hans & Leukert, Peter, 1999, "Efficient hedging: Cost versus shortfall risk," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,18.
- Cuddington, John T., 1999, "Optimal annual contributions to flexible spending accounts: a rule-of-thumb," Economics Letters, Elsevier, volume 62, issue 1, pages 59-61, January.
- Lo, Kin Chung, 1999, "Extensive Form Games with Uncertainty Averse Players," Games and Economic Behavior, Elsevier, volume 28, issue 2, pages 256-270, August.
- Rustichini, Aldo, 1999, "Minimizing Regret: The General Case," Games and Economic Behavior, Elsevier, volume 29, issue 1-2, pages 224-243, October.
- Dekel, Eddie & Scotchmer, Suzanne, 1999, "On the Evolution of Attitudes towards Risk in Winner-Take-All Games," Journal of Economic Theory, Elsevier, volume 87, issue 1, pages 125-143, July.
- Rubinstein, Ariel & Zhou, Lin, 1999, "Choice problems with a 'reference' point," Mathematical Social Sciences, Elsevier, volume 37, issue 3, pages 205-209, May.
- Arkin Vadim & Shevtsova Elmira & Slastnikov Alexander, 1999, "Tax Incentives for Investment Projects in the Russian Economy," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 99-03e, Jun.
- K. Dachraoui & G. Dionne & L. Eeckhoudt & P. Godfroid, 1999, "Proper risk behavior," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-27.
- P. Mongin., 1999, "The impartial observer theorem of social ethics," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-33.
- Adam, K., 1999, "Learning While Searching for the Beat Alternative," Economics Working Papers, European University Institute, number eco99/4.
- Y.H. Farzin & J.D. Kaplan, 1999, "Nonpoint Source Pollution Control Under Incomplete and Costly Information," Working Papers, Fondazione Eni Enrico Mattei, number 1999.32, Mar.
- Fredrik Andersson, 1999, "Uncertainty aversion in a simple insurance model," Finnish Economic Papers, Finnish Economic Association, volume 12, issue 1, pages 16-27, Spring.
- Takeshi Kobayashi & Nobuyoshi Yamori, 1999, "Is it true that insurers benefit from a catastrophic event? Market reactions to the 1995 Hanshin-Awaji earthquake," Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco, number 99-04.
- Mondello, G. & Soubeyran, A., 1999, "Liability, Competition and Environmental Risk: Identical Agents, Different Behaviors," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a01.
- Kast, R. & Lapied, A., 1999, "Precautionary Savings in Incomplete Financial Markets," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a14.
- Grant, S. & Kajii, A. & Polak, B., 1999, "Third Down with a Yard to Go: The Dixit-Skeath Conundrum on Equilibria in Competitive Games," Papers, Australian National University - Department of Economics, number 375.
- Sandsmark, M., 1999, "Production Games under Uncertainty," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 204.
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