Publication

Risk Aversion in Laboratory Asset Markets

Publications associées (32)

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A simulation and behavioral study of decision and risk in blackjack

The purpose of this master project was to explore decision making process applied to a blackjack game and make the links with facets of impulsivity. The first part of this study goes through the mathematical of this game and presented the optimal policy, c ...

2009

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Angelo Ranaldo

A daily return reversal measure of liquidity is developed and estimated using a new comprehensive ultra-high frequency data set of foreign exchange rates during the financial crisis period of 2007--2008. The measure captures market participants' perception ...

2009

Financial Markets Equilibrium with Heterogeneous Agents

Semyon Malamud

This paper presents an equilibrium model in a pure exchange econ- omy when investors have three possible sources of heterogeneity. In- vestors may di§er in their beliefs, in their level of risk aversion and in their time preference rate. We study the impac ...

2009

Explicit neural signals reflecting reward uncertainty

Kerstin Preuschoff

The acknowledged importance of uncertainty in economic decision making has stimulated the search for neural signals that could influence learning and inform decision mechanisms. Current views distinguish two forms of uncertainty, namely risk and ambiguity, ...

2008

Deconvolution of 3D fluorescence micrographs with automatic risk minimization

Michaël Unser, Cédric René Jean Vonesch, Sathish Ramani

We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization parameter lambda. For this, we consider a realistic noise model for data obtai ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2008

Deconvolution of 3D Fluorescence Micrographs with Automatic Risk Minimization

Michaël Unser, Cédric René Jean Vonesch, Sathish Ramani

We investigate the problem of automatic tuning of a deconvolution algorithm for three-dimensional (3D) fluorescence microscopy; specifically, the selection of the regularization parameter λ. For this, we consider a realistic noise model for data obtained ...

IEEE2008

Neurophysiological evidence on perception of reward and risk: Implications for trading under time pressure

Anjali Devi Vanapilli Nursimulu

Recent neurophysiological studies reveal that risk and reward are separately encoded in the human brain, and that the encodings display different timing patterns. Therefore, we hypothesized that sensitivity of trading decisions to risk and reward parameter ...

University of Zurich2007

Multi-agent modelling of electricity markets

Abdelaziz Lahlou

This thesis describes the development of three conceptual models built to serve as decision support tools in liberalised electricity markets. The introduction of competition, higher uncertainty and decentralised planning requires new planning and analysis ...

EPFL2007

Corporate control and real investment in incomplete markets

Erwan Morellec, Julien Hugonnier

In the standard real options approach to investment under uncertainty, agents formulate optimal policies under the assumptions of risk neutrality or perfect capital markets. However, in most situations, corporate executives face incomplete markets either b ...

2007

RISK21 - Coping with Risk due to Natural Hazards in the 21st Century

Laurent Vulliet

To be able to take effective and efficient decisions leading to transparent and comparable results between different risk situations, a consistent and systematic risk management process has to be followed (in this context called “integral risk management”) ...

Taylor & Francis2006