Search results

  1. 1.
    0567218 - ÚTIA 2024 RIV NL eng J - Journal Article
    Kopa, M. - Šmíd, Martin
    Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon.
    Operations Research Letters. Roč. 51, č. 2 (2023), s. 133-136. ISSN 0167-6377. E-ISSN 1872-7468
    R&D Projects: GA ČR(CZ) GA19-11062S
    Institutional support: RVO:67985556
    Keywords : Risk aversion * Dynamic programming * Infinite horizon
    OECD category: Statistics and probability
    Impact factor: 1.1, year: 2022
    Method of publishing: Limited access
    http://library.utia.cas.cz/separaty/2023/E/smid-0567218.pdf https://www.sciencedirect.com/science/article/pii/S0167637723000081?via%3Dihub
    Permanent Link: https://hdl.handle.net/11104/0340876
     
     
  2. 2.
    0561396 - ÚTIA 2023 RIV CN eng J - Journal Article
    Shahzad, S. J. H. - Bouri, E. - Krištoufek, Ladislav - Saeed, T.
    Impact of the COVID‐19 outbreak on the US equity sectors: Evidence from quantile return spillovers.
    Financial Innovation. Roč. 7, č. 1 (2021), č. článku 14. E-ISSN 2199-4730
    R&D Projects: GA ČR GA20-17295S
    Institutional support: RVO:67985556
    Keywords : Quantile return spillovers * US equity sector indices * COVID-19 outbreak * Granger causality * Global risk aversion
    OECD category: Economic Theory
    Impact factor: 6.793, year: 2021
    Method of publishing: Open access
    http://library.utia.cas.cz/separaty/2022/E/kristoufek-0561396.pdf https://jfin-swufe.springeropen.com/articles/10.1186/s40854-021-00228-2
    Permanent Link: https://hdl.handle.net/11104/0334059
     
     
  3. 3.
    0517854 - NHU-C 2020 RIV US eng J - Journal Article
    Keller, G. - Novák, Vladimír - Willems, T.
    A note on optimal experimentation under risk aversion.
    Journal of Economic Theory. Roč. 179, January (2019), s. 476-487. ISSN 0022-0531. E-ISSN 1095-7235
    Grant - others:UK(CZ) GAUK 197216
    Institutional support: Progres-Q24
    Keywords : experimentation * learning * risk aversion
    OECD category: Economic Theory
    Impact factor: 1.124, year: 2019
    Method of publishing: Open access
    https://doi.org/10.1016/j.jet.2018.11.006
    Permanent Link: http://hdl.handle.net/11104/0303104
     
     
  4. 4.
    0500830 - NHÚ 2020 RIV US eng J - Journal Article
    Keller, G. - Novák, Vladimír - Willems, T.
    A note on optimal experimentation under risk aversion.
    Journal of Economic Theory. Roč. 179, January (2019), s. 476-487. ISSN 0022-0531. E-ISSN 1095-7235
    EU Projects: European Commission(XE) 678081 - INATTENTION
    Institutional support: RVO:67985998
    Keywords : experimentation * learning * risk aversion
    OECD category: Economic Theory
    Impact factor: 1.124, year: 2019
    Method of publishing: Open access
    https://doi.org/10.1016/j.jet.2018.11.006
    Permanent Link: http://hdl.handle.net/11104/0292873
    FileDownloadSizeCommentaryVersionAccess
    novak_JET_2019.pdf21298.7 KBPublisher’s postprintopen-access
     
     
  5. 5.
    0490358 - NHU-C 2019 CZ eng V - Research Report
    Novák, Vladimír - Willems, T.
    A note on optimal experimentation under risk aversion.
    Prague: CERGE-EI, 2018. 18 s. CERGE-EI Working Paper Series, 618. ISSN 1211-3298
    Grant - others:UK(CZ) GAUK 197216
    Institutional support: Progres-Q24
    Keywords : experimentation * learning * risk aversion
    Subject RIV: AH - Economics
    https://www.cerge-ei.cz/pdf/wp/Wp618.pdf
    Permanent Link: http://hdl.handle.net/11104/0284601
     
     
  6. 6.
    0482083 - NHÚ 2018 RIV NL eng J - Journal Article
    Cahlíková, Jana - Cingl, L.
    Risk preferences under acute stress.
    Experimental Economics. Roč. 20, č. 1 (2017), s. 209-236. ISSN 1386-4157. E-ISSN 1573-6938
    Institutional support: RVO:67985998
    Keywords : risk preferences * risk aversion * stress
    OECD category: Applied Economics, Econometrics
    Impact factor: 2.267, year: 2017
    Permanent Link: http://hdl.handle.net/11104/0277467
     
     
  7. 7.
    0475643 - NHU-C 2018 RIV NL eng J - Journal Article
    Cahlíková, Jana - Cingl, L.
    Risk preferences under acute stress.
    Experimental Economics. Roč. 20, č. 1 (2017), s. 209-236. ISSN 1386-4157. E-ISSN 1573-6938
    R&D Projects: GA MŠMT(CZ) SVV 265801/2012
    Institutional support: Progres-Q24
    Keywords : risk preferences * risk aversion * stress
    OECD category: Applied Economics, Econometrics
    Impact factor: 2.267, year: 2017
    Permanent Link: http://hdl.handle.net/11104/0272307
     
     
  8. 8.
    0454384 - NHU-C 2016 CZ eng V - Research Report
    Mikulka, Jakub
    The impact of mood on bettors' risk aversion.
    Praha: CERGE-EI, 2015. 36 s. CERGE-EI discussion paper series, 2015 - 241.
    Grant - others:UK(CZ) GAUK 192415
    Institutional support: PRVOUK-P23
    Keywords : betting * risk aversion * social mood
    Subject RIV: AH - Economics
    Permanent Link: http://hdl.handle.net/11104/0255068
     
     
  9. 9.
    0394897 - NHÚ 2014 RIV CH eng J - Journal Article
    van Koten, Silvester - Ortmann, A. - Babický, Vítězslav
    Fairness in risky environments: theory and evidence.
    Games. Roč. 4, č. 2 (2013), s. 208-242. ISSN 2073-4336
    Institutional support: RVO:67985998
    Keywords : fairness * risk aversion * subject-pool effects
    Subject RIV: AH - Economics
    Permanent Link: http://hdl.handle.net/11104/0223056
     
     
  10. 10.
    0351411 - NHU-C 2011 CZ eng J - Journal Article
    Babický, V. - Ortmann, Andreas - van Koten, Silvester
    Fairness in risky environments: theory and evidence.
    CERGE-EI Working Paper Series. -, č. 419 (2010), s. 1-32. ISSN 1211-3298
    R&D Projects: GA MŠMT(CZ) LC542
    Institutional research plan: CEZ:MSM0021620846
    Keywords : fairness * risk aversion * subject pool effects * economics experiments
    Subject RIV: AH - Economics
    http://www.cerge-ei.cz/pdf/wp/Wp419.pdf
    Permanent Link: http://hdl.handle.net/11104/0191170
    FileDownloadSizeCommentaryVersionAccess
    Wp419.pdf0355.6 KBPublisher’s postprintopen-access
     
     

  This site uses cookies to make them easier to browse. Learn more about how we use cookies.