Výsledky vyhledávání - "Jean-Marc Tallon"

Ambiguity aversion and incompleteness of financial markets

Publikováno v: Review of Economic Studies
Review of Economic Studies, Oxford University Press (OUP), 2001, pp.883-904
HAL

Subjective uncertainty is characterized by ambiguity if the decision maker has an imprecise knowledge of the probabilities of payoff relevant events. In such an instance, the decision maker’s beliefs are better represented by a set of probability f

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::85ccedd814789df29bb2dcd12ca230bb
https://ora.ox.ac.uk/objects/uuid:bcfb5f45-7ba4-44bc-a6c5-8c3036f43bef

Zobrazit plný text záznamu

Facile fabrication of porous open-cell polymer structures from sacrificial 'natural templates' and composite resins

Autor: Arthur Coupy, Michel Dumon, Jean-Marc Tallon, Sarah Siddiqui

Publikováno v: Journal of Porous Materials
Journal of Porous Materials, Springer Verlag, In press, 27 (4), pp.1013-1025. ⟨10.1007/s10934-020-00878-0⟩

In this paper, we investigate several types of “natural or bio sourced templates” (sugar, salt, bone, coral, PLA 3D-printed scaffolds) for a the simple elaboration of macro porous thermoplastic or thermosetting polymers, especially based on resin

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::074701a0a61e8e443e230fb1b46c78e9
http://hdl.handle.net/20.500.12278/19708

Zobrazit plný text záznamu

Tailored Recommendations

Autor: Thibault Gajdos, Jean-Marc Tallon, Eric Danan

Publikováno v: Social Choice and Welfare
Social Choice and Welfare, Springer Verlag, In press, ⟨10.1007/s00355-020-01295-7⟩
Social Choice and Welfare, 2023, 60, pp.15-34. ⟨10.1007/s00355-020-01295-7⟩

Many popular internet platforms give personalized recommendations to their users, based on other users who have provided similar ratings for some items. We propose a novel approach to such recommendation systems by viewing a recommendation as a way t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3025745ee16e7fd5e54a6c446d650a3b
https://halshs.archives-ouvertes.fr/halshs-02414209

Zobrazit plný text záznamu

Ambiguity Preferences and Portfolio Choices

Autor: Jean-Marc Tallon, Milo Bianchi

Publikováno v: Management Science
Management Science, INFORMS, 2019, 65 (4), pp.1486-1501. ⟨10.1287/mnsc.2017.3006⟩
Management Science, INFORMS, In press

We match administrative panel data on portfolio choices with survey data on preferences over ambiguity. We show that ambiguity averse investors bear more risk, due to a lack of diversification. In particular, they exhibit a form of home bias that lea

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::14e40057818a0fcc5a31a816233a3fc3
https://halshs.archives-ouvertes.fr/halshs-01886572

Zobrazit plný text záznamu

Allocations des biens et ambiguïté : une revue de la littérature

Autor: Jean-Marc Tallon, Antoine Billot, Sujoy Mukerji

Publikováno v: Revue Economique
Revue Economique, Presses de Sciences Po, 2020, 71, pp.267-282
Revue Economique, Presses de Sciences Po, 2020, 71 (2), pp.267-282. ⟨10.3917/reco.712.0267⟩
HAL

We review some of the (theoretical) economic implications of David Schmeidler's models of decision under uncertainty (Choquet expected utility and maxmin expected utility) in competitive market settings. We start with the portfolio inertia result of

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c817769cc0b1fa4992a71cb5b1762736
https://shs.hal.science/halshs-02173491

Zobrazit plný text záznamu

Trading ambiguity: a tale of two heterogeneities

Autor: Jean-Marc Tallon, Han N. Ozsoylev, Sujoy Mukerji

We consider financial markets with heterogeneously ambiguous assets and heterogeneously ambiguity averse investors. Investors' preferences, a version of the smooth ambiguity model, are a parsimonious extension of the standard mean-variance framework.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::326291ed4f65d90c293399a0042b6136
https://halshs.archives-ouvertes.fr/halshs-01935319

Zobrazit plný text záznamu

Ambiguity and the historical equity premium

Autor: Jean-Marc Tallon, Fabrice Collard, Sujoy Mukerji, Kevin Sheppard

Publikováno v: Quantitative Economics
Quantitative Economics, Christopher Taber, 2018, 9 (2), pp.945-993. ⟨10.3982/QE708⟩
Quantitative Economics, Christopher Taber, In press

This paper assesses the quantitative impact of ambiguity on the historically observed equity premium. We consider a Lucas-tree pure–exchange economy with a single agent where we introduce two key non- standard assumptions. First, the agent’s beli

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d670a4c65f6e555b7428d87e34254d2
https://halshs.archives-ouvertes.fr/halshs-01886571

Zobrazit plný text záznamu

Dynamically consistent preferences under imprecise probabilistic information

Autor: Jean-Marc Tallon, Vassili Vergopoulos, Frank Riedel

Publikováno v: Journal of Mathematical Economics
Journal of Mathematical Economics, Elsevier, 2018, ⟨10.1016/j.jmateco.2018.04.006⟩
PUB-Publications at Bielefeld University

This paper extends decision theory under imprecise probabilistic information to dynamic settings. We explore the relationship between the given objective probabilistic information, an agent's subjective multiple priors, and updating. Dynamic consiste

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a4ec1606e8a75878ffd42deda6f134b3
https://halshs.archives-ouvertes.fr/halshs-01886573

Zobrazit plný text záznamu

Vyhledávací nástroje:

Upřesnit hledání