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 ...

Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, ...

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 ...