On the observational implications of Knightian uncertainty

DOI10.1515/bejte-2019-0070OpenAlexW2603666796MaRDI QIDQ2688225

Kevin A. Hassett, Weifeng Zhong

Publication date: 2 March 2023

Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/bejte-2019-0070

zbMATH Keywords

ambiguityKnightian uncertaintymaxmin preferencesprediction market

Mathematics Subject Classification ID

Financial markets (91G15)

Uses Software

• GitHub

Cites Work

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• Robust Statistics

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