Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325): Difference between revisions

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+https://doi.org/10.1007/s11238-012-9343-2
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+W3122125151
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+Doubts or variability?
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+Recent developments in modeling preferences: Uncertainty and ambiguity
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+Uncertainty averse preferences
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+Regular updating
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Ambiguity and the historical equity premium
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+Ambiguity and Rational Expectations Equilibria
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+Stochastic Differential Utility
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+Risk, Ambiguity, and the Savage Axioms
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+A Paradox for the ''Smooth Ambiguity'' Model of Preference
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+A two-person dynamic equilibrium under ambiguity
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+Learning Under Ambiguity
@@ Property / cites work: Learning Under Ambiguity / rank @@
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Uncertainty, risk-neutral measures and security price booms and crashes
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+A theory of subjective compound lotteries
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+Ambiguity and the Bayesian Paradigm
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+Maxmin expected utility with non-unique prior
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+Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
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+Updating Ambiguity Averse Preferences
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+Robust Permanent Income and Pricing
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+Ambiguity, Learning, and Asset Returns
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+A Smooth Model of Decision Making under Ambiguity
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+On the Smooth Ambiguity Model: A Reply
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+Temporal Resolution of Uncertainty and Dynamic Choice Theory
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+Robust consumption and portfolio choice for time varying investment opportunities
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+Dynamic portfolio choice under ambiguity and regime switching mean returns
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+Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Optimum consumption and portfolio rules in a continuous-time model
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+Risk, uncertainty, and option exercise
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+Ambiguity Aversion and Incompleteness of Financial Markets
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+Uncertainty Aversion with Second-Order Utilities and Probabilities
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+Liquidity and asset prices in rational expectations equilibrium with ambiguous information
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+Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
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+Asset prices with locally constrained-entropy recursive multiple-priors utility
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+Subjective Probability and Expected Utility without Additivity
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+Robust control and recursive utility
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+A note on robustness in Merton's model of intertemporal consumption and portfolio choice
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+Robustness and Ambiguity Aversion in General Equilibrium *
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