When evaluating the tail risk of stock portfolio returns, providing statistically sound solutions for long return horizons is important, but difficult. Furthermore, there are drawbacks to using ...
Log-normal linear regression models are popular in many fields of research. Bayesian estimation of the conditional mean of the dependent variable is problematic as many choices of the prior for the ...
Paolacci, Gabriele; André, Quentin. Probabilistic Outcomes Are Valued Less in Expectation, Even Conditional on Their Realization. Management Science. Nov2024, Vol. 70 Issue 11, p7524-7536. Most ...
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