Induced uncertainty, market price of risk, and the dynamics of consumption and wealth
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Publication:281331
DOI10.1016/j.jet.2016.01.003zbMath1369.91128MaRDI QIDQ281331
Publication date: 11 May 2016
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/57111/1/MPRA_paper_57111.pdf
consumption and income volatility; induced uncertainty; market prices of uncertainty; optimal inattention; robust control and filtering