The myopic property in decision models
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Publication:5118435
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Cites work
- scientific article; zbMATH DE number 3225653 (Why is no real title available?)
- scientific article; zbMATH DE number 3288322 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- Ambiguity and the Bayesian paradigm
- Ambiguity and the historical equity premium
- Ambiguity, learning, and asset returns
- Decreasing aversion under ambiguity
- Exposition of a New Theory on the Measurement of Risk
- Optimal Policy for a Multi-Product, Dynamic, Nonstationary Inventory Problem
- Optimal capital policy, the cost of capital, and myopic decision rules
- Portfolio choice and the Bayesian Kelly criterion
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Prospect Theory: An Analysis of Decision under Risk
- Recursive smooth ambiguity preferences
- Repeated Gambles, Learning, and Risk Aversion
- Risk, ambiguity and the Savage axioms
- Robustness and ambiguity in continuous time
- Shunning uncertainty: the neglect of learning opportunities
- The value of a statistical life under ambiguity aversion
- The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
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