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Stagnation proofness in n-agent bargaining problems
(Springer-Verlag, 2017-12)
Some bargaining solutions may remain unchanged under any extension of a bargaining set which does not affect the utopia point, despite the fact that there is room to improve the utility of at least one agent. We call this ...
Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach
(Springer, 2018-10)
We take the model of Alfarano et al. (J Econ Dyn Control 32:101–136, 2008) as a prototype agent-based model that allows reproducing the main stylized facts of financial returns. The model does so by combining fundamental ...
OECD: one or many?. Ranking countries with a composite well-being indicator
(Springer Verlag, 2017)
This paper provides a composite indicator of well-being for the 35 OECD countries,
South Africa, Russia and Brazil for the period 2013-2016, considering data on ten different wellbeing
domains from the OECD Better Life ...
Anchoring on Utopia: a generalization of the Kalai-Smorodinsky solution
(Springer, 2017-11-04)
Many bargaining solutions anchor on disagreement, allocating gains with
respect to the worst-case scenario. We propose here a solution anchoring on utopia
(the ideal, maximal aspirations for all agents), but yielding ...
Should I stay or should I go? An agent-based setup for a trading and monetary union
(Elsevier, 2020-02-21)
The recent history of the European Union (EU) suggests the importance of studying the conditions under which two or more countries can benefit from becoming part of a union. Of course, this depends both on the economic ...
Does socially responsible mutual fund performance vary over the business cycle? New insights on the effect of idiosyncratic SR features
(Wiley, 2018-09-26)
This study analyses the performance and market timing of US socially responsible (SR) mutual funds in relation to business cycle regime shifts and different grouping criteria: Ethical strategy focus, SR attributes scores ...
Evaluation of efficiency in Colombian hospitals: An analysis for the post-reform period
(Elsevier, 2018)
In this study we analyze the performance of 602 level 1 Colombian hospitals for the period 2009–2013. The analysis is carried out from both static and temporal perspectives in order to evaluate the evolution of total factor ...
Comparing the Performance of National Educational Systems: Inequality Versus Achievement?
(Springer Netherlands, 2018)
We measure performance change for the educational systems of 28 countries which participated in the Trends in International Mathematics and Science Study in years 2007 and 2011 for eighth grade basic education students. ...