Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
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- scientific article; zbMATH DE number 3654070 (Why is no real title available?)
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
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- Integral Representation Without Additivity
- Intertemporal Asset Pricing under Knightian Uncertainty
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- On attitude polarization under Bayesian learning with non-additive beliefs
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- Revisiting savage in a conditional world
- Risk, ambiguity and the Savage axioms
- Risk, uncertainty, and option exercise
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Cited in
(13)- Put-call parity and generalized neo-additive pricing rules
- Piecewise linear rank-dependent utility
- A life-cycle model with ambiguous survival beliefs
- The Lucas orchard
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
- The economics of orchards: An exercise in point-input, flow-output capital theory
- Base topologies and convergence in nonadditive measure
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- On trees and logs
- Shaking the tree: an agency-theoretic model of asset pricing
- Biased Bayesian learning with an application to the risk-free rate puzzle
- Piecewise additivity for non-expected utility
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