Fragile beliefs and the price of uncertainty
From MaRDI portal
Publication:3062237
DOI10.3982/QE9zbMath1207.91037OpenAlexW1574274413MaRDI QIDQ3062237
Thomas J. Sargent, Lars Peter Hansen
Publication date: 3 January 2011
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe9
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (23)
Existence and uniqueness of recursive utilities without boundedness ⋮ Robustness of stable volatility strategies ⋮ Doubts or variability? ⋮ Ordering ambiguous acts ⋮ Robust hidden Markov LQG problems ⋮ Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test ⋮ Directed attention and nonparametric learning ⋮ TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES ⋮ Doubts about the model and optimal policy ⋮ Out-of-Equilibrium Dynamics with Heterogeneous Capital Goods ⋮ Second-order ambiguous beliefs ⋮ Examining macroeconomic models through the lens of asset pricing ⋮ Recursive robust estimation and control without commitment ⋮ Doubts and variability: a robust perspective on exotic consumption series ⋮ Robust consumption and portfolio policies when asset prices can jump ⋮ Robustness and ambiguity in continuous time ⋮ Macroeconomic uncertainty prices when beliefs are tenuous ⋮ On the computation of detection error probabilities under normality assumptions ⋮ A statistical procedure for testing financial contagion ⋮ Twisted probabilities, uncertainty, and prices ⋮ Structured ambiguity and model misspecification ⋮ Estimating robustness ⋮ Weighing asset pricing factors: a least squares model averaging approach
This page was built for publication: Fragile beliefs and the price of uncertainty
