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Xu Guo, Wing-Keung Wong
Pág. 157 - 161
Previous studies focused on the comparison of the optimal output levels of regret- averse firms under uncertainty and firms under certainty. This paper extends the theory by further investigating the effects of regret-aversion on production. We compare t...
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Dorin Lixandroiu
Pág. 149 - 161
This paper proposes a new method for ranking the alternatives represented under the form of IFS. The method is analysed in comparison with other techniques used for ordering introduced by Xu (2007), Szmidt and Kacprzyk (2008). The order is determined bas...
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Daniel Broby,Raphael Faessler,Milenko Josavac,Christophe Dehut
Pág. 1270 - 1286
We investigate the diversification benefits of adding Switzerland to a Eurozone equity portfolio, both before and after the removal of Swiss franc peg to the euro. We use a mean-variance portfolio framework to compare the benchmark indices in the Eurozon...
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Leandro Maciel
Pág. 337 - 367
Forecasting stock market returns volatility is a challenging task that has attracted the attention of market practitioners, regulators and academics in recent years. This paper proposes a Fuzzy GJR-GARCH model to forecast the volatility of S&P 500 and Ib...
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