Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Judith C. Schneider"'
Publikováno v:
Die Gynäkologie.
Publikováno v:
The Review of Financial Studies
We apply a machine-learning algorithm, calibrated using general human vision, to predict the visual salience of prices of stock price charts. We hypothesize that the visual salience of adjacent prices increases the decision weights on returns compute
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::750b97f9a03c1adc33b990d084697d66
http://hdl.handle.net/2066/253305
http://hdl.handle.net/2066/253305
We explore in a series of incentivized experiments how stock market developments affect emotional arousal (proxied by pupil dilation, electrodermal activity, and heart rate variation), and how this emotional arousal in turn affects investment behavio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5e385455e9a9ea49e3e85b44ca11d5ee
https://doi.org/10.1016/j.jbankfin.2022.106711
https://doi.org/10.1016/j.jbankfin.2022.106711
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
We introduce a simple and highly portable measure capturing the impact of price path visualizations on investor behavior, beliefs, and financial market outcomes: the visual shape score (VSS). The score reflects the degree of convexity of a price path
Publikováno v:
SSRN Electronic Journal.
We use a novel online experiment to investigate the impact of emotional imagery on investment behavior. Participants are exposed to a nature-related and a non-nature set of images with varying degrees of valence during several investment decisions. W
Publikováno v:
Management Science, 67(10), 6529-6552. INFORMS Inst.for Operations Res.and the Management Sciences
Kruse, T, Schneider, J C & Schweizer, N 2021, ' A toolkit for robust risk assessment using F-divergences ', Management Science, vol. 67, no. 10, pp. 6529-6552 . https://doi.org/10.1287/mnsc.2020.3822
Kruse, T, Schneider, J C & Schweizer, N 2021, ' A toolkit for robust risk assessment using F-divergences ', Management Science, vol. 67, no. 10, pp. 6529-6552 . https://doi.org/10.1287/mnsc.2020.3822
This paper assembles a toolkit for the assessment of model risk when model uncertainty sets are defined in terms of an F-divergence ball around a reference model. We propose a new family of F-divergences that are easy to implement and flexible enough
Publikováno v:
Journal of Economic Dynamics and Control. 131:104227
While the standard to calculate model-free option-implied skewness (MFIS) relies on out-of-the-money (OTM) options, we examine the empirical and economic implications of using in-the-money (ITM) options. We find that the positive short-term return pr
Publikováno v:
Kruse, T, Schneider, J C & Schweizer, N 2019, ' Technical Note—The Joint Impact of F-Divergences and Reference Models on the Contents of Uncertainty Sets ', Operations Research, vol. 67, no. 2, pp. 428-435 . https://doi.org/10.1287/opre.2018.1807
Any quantitative model (e.g., in financial risk management) must rely on modeling assumptions and is thus prone to model risk. In ?The Joint Impact of F Divergences and Reference Models on the Contents of Uncertainty Sets,? the authors reassess the ?
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84bfa1f2d59008db754ae7778fc38ca2
http://www.scopus.com/inward/record.url?scp=85068468799&partnerID=8YFLogxK
http://www.scopus.com/inward/record.url?scp=85068468799&partnerID=8YFLogxK
Publikováno v:
SSRN Electronic Journal.