Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Amnon Schreiber"'
Coordination games admit two types of equilibria: pure equilibria, where all players successfully coordinate their actions, and mixed equilibria, where players frequently experience miscoordination. The existing literature shows that under many evolu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c9f92c7e3a9a3a131a1e8f203ff554a
Publikováno v:
International Journal of Game Theory. 51:293-306
The worst-case Lipschitz constant of an $n$-player $k$-action $\delta$-perturbed game, $\lambda(n,k,\delta)$, is given an explicit probabilistic description. In the case of $k\geq 3$, $\lambda(n,k,\delta)$ is identified with the passage probability o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f650a64732002111892210b97ccdbd7
https://doi.org/10.1007/s00182-021-00793-x
https://doi.org/10.1007/s00182-021-00793-x
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46558a0cfeefc522777596e69f83bc76
https://doi.org/10.2139/ssrn.4025592
https://doi.org/10.2139/ssrn.4025592
Publikováno v:
SSRN Electronic Journal.
The hawk-dove game admits two types of equilibria: asymmetric pure equilibria in which players in one population play ‘hawk’ and players in the other population play ‘dove’, and a symmetric mixed equilibrium. The existing literature on dynami
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d8fe319cdd73d3917869504707982cb0
https://doi.org/10.2139/ssrn.3868911
https://doi.org/10.2139/ssrn.3868911
Autor:
Yuval Heller, Amnon Schreiber
We study various decision problems regarding short-term investments in risky assets whose returns evolve continuously in time. We show that in each problem, all risk-averse decision makers have the same (problem-dependent) ranking over short-term ris
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f296805eedd39c035c62dd0c05f8542
http://arxiv.org/abs/2005.06576
http://arxiv.org/abs/2005.06576
Publikováno v:
SSRN Electronic Journal.
We consider games in which players search for a hidden prize, and they have asymmetric information about the prize's location. We study the social payoff in equilibria of these games. We present sufficient conditions for the existence of an equilibri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::01b3334fdaf7865df42ee81b29d6b48a
https://doi.org/10.2139/ssrn.3545184
https://doi.org/10.2139/ssrn.3545184
Autor:
Ziv Hellman, Amnon Schreiber
Publikováno v:
Games and Economic Behavior. 109:523-543
We characterise two new orders of desirability of gambles (risky assets) that are natural extensions of the stochastic dominance order to complete orders, based on choosing optimal proportions of gambles. These orders are represented by indices, whic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e7d6ac5a84863c407fb7a5464171ee9
https://doi.org/10.1016/j.geb.2018.02.003
https://doi.org/10.1016/j.geb.2018.02.003
Publikováno v:
Small Business Economics. 51:811-822
It is often argued that smaller/younger firms are more innovative than older/larger firms—the latter may be “too big to succeed.” We show in the context of a simple industry model with consumer search frictions why evidence suggesting that smal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ece7a3005b71497af8728680b426874a
https://doi.org/10.1007/s11187-017-9968-1
https://doi.org/10.1007/s11187-017-9968-1
Publikováno v:
The Journal of Investing. 26:89-105
This study investigates momentum among a host of market anomalies. Using an investment universe consisting of the 15 top (long-leg) and 15 bottom (short-leg) anomaly portfolios, the authors study an active strategy that buys (sells short) a subset of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c561df7b0c527dd4a19decc623208e4
https://doi.org/10.3905/joi.2017.26.3.089
https://doi.org/10.3905/joi.2017.26.3.089
Autor:
Amnon Schreiber, Yuval Heller
Publikováno v:
SSRN Electronic Journal.
We study various decision problems regarding short-term investments in risky assets whose returns evolve continuously in time. We show that in each problem, all risk-averse decision makers have the same (problem-dependent) ranking over short- term ri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8d5f1efc1e020a4946966ca91342d9a
https://doi.org/10.2139/ssrn.3445311
https://doi.org/10.2139/ssrn.3445311