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New York University (NYU) - Department of Economics
prior-free portfolios, non-stationary returns, time-varying risk premium
Crypto-Currencies, MinMax Drawdown Control, Prior-Free Asset Allocation, Agnostic Asset Allocation, Innovative Assets
collusion, cartel enforcement, minimum prices, entry deterrence, procurement.
corruption, monitoring, collusion, endogenous asymmetric information, random incentives, bargaining failure, prior-free policy evaluation, structural experiment design
corruption, whistleblowing, plausible deniability, inference, structural experiment design, prior-free policy design.
Randomized Controlled Trials, Selective Trials, Blind Trials, Incentivized Trials, Marginal Treatment Effects, Mechanism Design, Selection, Heterogeneous Beliefs, Compliance
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blind trials, compliance, heterogeneous beliefs, incentivized trials, marginal treatment e
adverse selection, big data, capitation, observable but not interpretable, health-care regulation, detail-free mechanism design, model selection
informal contracts, incomplete contracts, social preferences, heuristics, arbitration, third party punishment
Multi-armed bandit problems, regret bounds, batches, multi-phase allocation, grouped clinical trials, sample size determination, switching cost
experiment design, robustness, ambiguity aversion, randomization, rerandomization
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This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id3123774.pdf
prior-free asset allocation, minmax drawdown control, nonstationary returns, fear-of-missing-out, fear-of-loss, regret aversion
Cooperation, fear of miscoordination, global games, dynamic games, exit games, local dominance solvability
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