[PDF][PDF] Minimax regret treatment rules with finite samples when a quantile is the object of interest
P Guggenberger, N Mehta, N Pavlov - 2024 - patrikguggenberger.wordpress.com
Consider the setup in which a policymaker is informed about the population by a finite
sample and based on that sample has to decide whether or not to apply a certain treatment …
sample and based on that sample has to decide whether or not to apply a certain treatment …
A DSGE Model of Downside Risk
LI De Castro Filho, AF Galvao… - Available at SSRN …, 2024 - papers.ssrn.com
This paper studies a new dynamic stochastic general equilibrium (DSGE) model, in which
households possess recursive quantile preferences. In this economy, infinitely lived …
households possess recursive quantile preferences. In this economy, infinitely lived …