The following pages link to Recursive multiple-priors. (Q1420874):
Displaying 50 items.
- Blackwell's informativeness ranking with uncertainty-averse preferences (Q263367) (← links)
- Dynamic consistency in incomplete information games under ambiguity (Q312996) (← links)
- Randomization and dynamic consistency (Q315799) (← links)
- Information and ambiguity: herd and contrarian behaviour in financial markets (Q365800) (← links)
- Scheduling personal finances via integer programming (Q367243) (← links)
- The best choice problem under ambiguity (Q372378) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Trembles in extensive games with ambiguity averse players (Q405707) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- A dynamic Ellsberg urn experiment (Q423734) (← links)
- Risk aversion for variational and multiple-prior preferences (Q433158) (← links)
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- Dynamically consistent CEU preferences on \(f\)-convex events (Q433819) (← links)
- Fuzzy logic-based generalized decision theory with imperfect information (Q454977) (← links)
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
- Robust portfolio choice with stochastic interest rates (Q470730) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Kuhn's theorem for extensive form Ellsberg games (Q502330) (← links)
- Irrationality and ambiguity in extensive games (Q523503) (← links)
- Efficient allocations under ambiguity (Q548260) (← links)
- Modeling nonmonotone preferences: the case of utility smoothing (Q553532) (← links)
- Robust hidden Markov LQG problems (Q602973) (← links)
- The worst case for real options (Q613589) (← links)
- Risk, uncertainty, and option exercise (Q631243) (← links)
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Uncertainty averse preferences (Q634503) (← links)
- Risk, ambiguity, and state-preference theory (Q641841) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Dynamically consistent updating of multiple prior beliefs -- an algorithmic approach (Q648386) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Search and Knightian uncertainty (Q705838) (← links)
- Smoothing preference kinks with information (Q732921) (← links)
- On stochastic independence under ambiguity (Q825161) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Dynamic consistency, valuable information and subjective beliefs (Q825188) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- Exactly what happens after the Anscombe-Aumann race? (Q836877) (← links)
- A dynamic mechanism and surplus extraction under ambiguity (Q840688) (← links)
- Bayesian consistent belief selection (Q848630) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Aggregation under homogeneous ambiguity: a two-fund separation result (Q868600) (← links)
- Randomization devices and the elicitation of ambiguity-averse preferences (Q900418) (← links)
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity (Q926235) (← links)
- Dynamic decision making when risk perception depends on past experience (Q928764) (← links)
- A two-person dynamic equilibrium under ambiguity (Q951358) (← links)
- Solution of macromodels with Hansen-Sargent robust policies: some extensions (Q953723) (← links)
- Robust \(H_\infty\) control for a generic linear rational expectations model of economy (Q979309) (← links)
