SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
ON THE ROBUSTNESS OF ECONOMIC MODELS TO HEAVY-TAILEDNESS ASSUMPTIONS
16 references·3 citing·49 second hop
ON THE ROBUSTNESS OF ECONOMIC MODELS TO HEAVY-TAILEDNESS ASSUMPTIONS (2004)ON THE ROBUSTNESS OF ECONOMIC MODELS TO H…Mental Accounting and Consumer Choice (2008)Mental Accounting and Consume…A theory of power-law distributions in financial market fluctuations (2003)A theory of power-law distrib…Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…Convex measures of risk and trading constraints (2002)Convex measures of risk and t…Zipf Distribution of U.S. Firm Sizes (2001)Zipf Distribution of U.S. Fir…Coherent Measures of Risk (1999)Coherent Measures of RiskBundling Information Goods: Pricing, Profits, and Efficiency (1999)Bundling Information Goods: P…The variation of certain speculative prices (1997)The variation of certain spec…Gibrat's legacy (1996)Gibrat's legacyRecursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Selection and the Evolution of Industry (1982)Selection and the Evolution o…Market Structure and Innovation. (1982)Market Structure and Innovati…A Theory of Auctions and Competitive Bidding (1982)A Theory of Auctions and Comp…Commodity Bundling and the Burden of Monopoly (1976)Commodity Bundling and the Bu…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Risk Measures: Robustness, Elicitability, and Backtesting (2021)Risk Measures: Robustness, El…Introduction: Special section on operational risk (2006)Introduction: Special section…Copula-Based Dependence Characteriztions and Modeling for Time Series (2005)Copula-Based Dependence Chara…An Introduction to Copulas (1999)Extreme Correlation of International Equity Markets (2001)The distribution of realized stock return volatility (2001)Conditional value-at-risk for general loss distributions (2002)The Econometrics of Financial Markets (2012)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Auctions of Shares (1979)Good News and Bad News: Representation Theorems and Applications (1981)Optimal Auction Design (1981)Toward a synthesis of the resource‐based and dynamic‐capability views of rent creation (2001)Field Experiments (2004)The Size Distribution of Business Firms (1958)Investment Under Uncertainty (1971)Industry Structure, Market Rivalry, and Public Policy (1973)An Estimated Model of Entrepreneurial Choice under Liquidity Constraints (1989)Fools Rush in? The Institutional Context of Industry Creation (1994)What Determines Productivity? (2011)An Overview of Value at Risk (1997)Modelling Extremal Events (1997)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Lectures on Stochastic Programming (2009)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Human behavior and the principle of least effort (1949)Innovation and small firms (1991)Zipf's Law for Cities: An Explanation (1999)Export Versus FDI with Heterogeneous Firms (2004)Distorted Gravity: The Intensive and Extensive Margins of International Trade (2008)New Trade Models, Same Old Gains? (2012)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Work and/or Fun: Measuring Hedonic and Utilitarian Shopping Value (1994)Time Discounting and Time Preference: A Critical Review (2002)A perspective on judgment and choice: Mapping bounded rationality. (2003)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Financial Development, Growth, and the Distribution of Income (1990)Occupational Choice and the Process of Development (1993)The Impact of Uncertainty Shocks (2009)
this work references cited by second hop

References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1982Selection and the Evolution of Industry4,555 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 1982A Theory of Auctions and Competitive Bidding3,770 cited
  • 2008Mental Accounting and Consumer Choice3,415 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2001Zipf Distribution of U.S. Firm Sizes1,838 cited
  • 1976Commodity Bundling and the Burden of Monopoly1,548 cited
  • 1982Market Structure and Innovation.1,517 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 1996Gibrat's legacy1,396 cited
  • 2003A theory of power-law distributions in financial market fluctuations1,283 cited
  • 1999Bundling Information Goods: Pricing, Profits, and Efficiency1,107 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

  • 2021Risk Measures: Robustness, Elicitability, and Backtesting26 cited
  • 2005Copula-Based Dependence Characteriztions and Modeling for Time Series18 cited
  • 2006Introduction: Special section on operational risk16 cited