Induced uncertainty, market price of risk, and the dynamics of consumption and wealth (Q281331): Difference between revisions

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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Maxmin expected utility with non-unique prior
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+Discounted linear exponential quadratic Gaussian control
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+Robust estimation and control under commitment
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+Robustness
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+Robust Permanent Income and Pricing
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+Q4549699
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+Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
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+Ambiguity, Learning, and Asset Returns
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Portfolio choice, attention allocation, and price comovement
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+Individual Income, Incomplete Information, and Aggregate Consumption
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+Axiomatic Foundations of Multiplier Preferences
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+Q3997540
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+Information Acquisition and Under-Diversification
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