Introduction to the special issue in honor of Larry Epstein
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Publication:2088604
Cites work
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- A Definition of Uncertainty Aversion
- A More Robust Definition of Subjective Probability
- A Smooth Model of Decision Making under Ambiguity
- A two-person dynamic equilibrium under ambiguity
- A unifying approach to axiomatic non-expected utility theories
- All probabilities are equal, but some probabilities are more equal than others
- Ambiguity, learning, and asset returns
- Ambiguity, Risk, and Asset Returns in Continuous Time
- An economic index of riskiness
- Asset pricing under smooth ambiguity in continuous time
- Aversion to ambiguity and model misspecification in dynamic stochastic environments
- Dynamically consistent objective and subjective rationality
- Equilibrium CEO contract with belief heterogeneity
- Habit formation, self-deception, and self-control
- Intertemporal substitution and recursive smooth ambiguity preferences
- Knightian decision theory. I.
- Learning Under Ambiguity
- Learning under unawareness
- Maxmin expected utility with non-unique prior
- Objective and subjective rationality in a multiple prior model
- Optimal contracting under mean-volatility joint ambiguity uncertainties
- Recursive multiple-priors.
- Recursive robust estimation and control without commitment
- Recursive smooth ambiguity preferences
- Robust Contracts in Continuous Time
- Robust leverage dynamics without commitment
- Robustness and ambiguity in continuous time
- Uncertainty and compound lotteries: calibration
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