Pages that link to "Item:Q1936325"

The following pages link to Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325):

Displaying 27 items.

• Crisp monetary acts in multiple-priors models of decision under ambiguity (Q343139) (← links)
• Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
• On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
• Asymmetric Choquet random walks and ambiguity aversion or seeking (Q1698987) (← links)
• Asset prices in an ambiguous economy (Q1702879) (← links)
• Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity (Q1735818) (← links)
• Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Welfare implications of mitigating investment uncertainty (Q2063061) (← links)
• Robust optimal reinsurance in minimizing the penalized expected time to reach a goal (Q2087514) (← links)
• A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
• Optimal capital structure, ambiguity aversion, and leverage puzzles (Q2246631) (← links)
• An additive model of decision making under risk and ambiguity (Q2283136) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• Un-diversifying during crises: is it a good idea? (Q2320465) (← links)
• Monetary equilibria and Knightian uncertainty (Q2354540) (← links)
• Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
• Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
• Model Uncertainty in Commodity Markets (Q3465256) (← links)
• Fundamental Principles of Modeling in Macroeconomics (Q4606774) (← links)
• Markov decision processes under ambiguity (Q4989141) (← links)
• A simple robust asset pricing model under statistical ambiguity (Q5079377) (← links)
• Q-Learning for Distributionally Robust Markov Decision Processes (Q5153603) (← links)
• Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
• Optimal investment in ambiguous financial markets with learning (Q6554635) (← links)
• Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning (Q6592279) (← links)
• Ambiguity and informativeness of (non-)trading (Q6665685) (← links)