搜索结果: 1-5 共查到“货币银行学 preferences”相关记录5条 . 查询时间(0.048 秒)
ROBUST MONETARY POLICY UNDER UNCERTAINTY ABOUT CENTRAL BANK PREFERENCES
central bank opacity min杕ax policies model uncertainty robust control
2011/8/21
In this paper, we study the impact of central bank opacity on macroeconomic performances in a new Keynesian framework with model uncertainty using robust control techniques. We identify a new source o...
Preferences, Lévy Jumps and Option Pricing
equilibrium option pricing recursive utility Levy jumps
2011/4/2
This paper derives an equilibrium formula for pricing European options and other contingent claims which allows incorporating impacts of several important economic variable on security prices includin...
Managerial configuration-making preferences, perceptions, and outcomes in the Canadian banking industry
configuration-making configuration-making preference configuration-making scope configuration-making mode rational decision-making social decision-making
2010/10/18
The paper investigates configuration-making at the individual rather than the
organizational level. Based on decision theory’s distinction between ‘rational’ and ‘social’ decision processes, ‘scope’ ...
The Revealed Preference Implications of Reference Dependent Preferences
Reference Dependent Preferences problems
2014/3/18
K¨oszegi and Rabin (2005) propose a theory of reference dependent utility in which the
ultimate choice also serves as the reference point. They analyze dynamic choice problems
with uncertainty and i...
Numéraire-invariant preferences in financial modeling
Numéraire-invariant preferences financial modeling
2010/10/29
We provide an axiomatic foundation for the representation of num´eraire-invariant pref-
erences of economic agents acting in a financial market. In a static environment, the simple axioms turn ...