2 papers
q-fin.PM2023
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach
Francesco Cesarone, Massimiliano Corradini, Lorenzo Lampariello +1
We focus on a behavioral model, that has been recently proposed in the literature, whose rational can be traced back to the Half-Full/Half-Empty glass metaphor. More precisely, we…
physics.soc-ph2021
Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems
Jorgen Vitting Andersen, Roy Cerqueti, Jessica Riccioni
Here we introduce the idea of using rational expectations, a core concept in economics and finance, as a tool to predict the optimal failure time for a wide class of weighted k-out…