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Deterioro y deducibilidad. Análisis con motivo de la entrada en vigor del Real Decreto Legislativo 3/2016, de 2 de diciembre de 2016
(Universitat Jaume I, 2018-10-25)
Learning-to-forecast experiment. A simulation approach with genetic algorithm
(Universitat Jaume I, 2018-07-12)
In this work, A Genetic Algorithm (GA) is used to study the behavior in a Learning to Forecast Experiment in which short-term expectations have been elicited. In particular, by using the results from a previous experiment ...
Coordination of expectations in a Learning-to-Forecast Experiment
(Universitat Jaume I, 2018-07-12)
The development of many aspects or economic variables are affected by the expectations that economic agents have in the markets regarding the development of these variables in the future. In this paper, we show that market ...
Why is timing perverse?
(Taylor & Francis, 2015)
The existence of negative market timing, even for passive portfolios, poses a relevant puzzle when assessing portfolio management. In this paper, we develop a simple theoretical model so as to explain why such perverse ...
The non-linear trade-off between return and risk and its determinants
(Elsevier, 2022-04-08)
We estimate a discrete approximation of the risk-return trade-off for the US market by using the whole universe of stocks from July 1963 to September 2017. We find the relationship between return and total risk to be ...
Agents interaction and price dynamics: evidence from the laboratory
(Springer, 2022-08-26)
Using data collected from an experimental double auction market, we study the dynamics of interaction among traders. Our focus is on the effect the trading network has on price dynamics and price-fundamental convergence. ...