Ambiguity, information processing, and financial intermediation
From MaRDI portal
Publication:6664584
DOI10.1016/J.JET.2024.105922MaRDI QIDQ6664584FDOQ6664584
Authors: Leyla Jianyu Han, Kenneth Kasa, Yulei Luo 
Publication date: 16 January 2025
Published in: Journal of Economic Theory (Search for Journal in Brave)
Recommendations
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Maxmin expected utility with non-unique prior
- A Smooth Model of Decision Making under Ambiguity
- Asset Prices in an Exchange Economy
- Induced uncertainty, market price of risk, and the dynamics of consumption and wealth
- Ambiguity, learning, and asset returns
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Rare disasters and asset markets in the twentieth century
- Title not available (Why is that?)
- Robustness
- Natural selection in financial markets: does it work?
- Recursive robust estimation and control without commitment
- Robust control and model misspecification
- A rational theory of mutual funds' attention allocation
- Doubts or variability?
- Robustness and ambiguity in continuous time
- A model of capital and crises
- Macro-Finance*
- On the Calculation of Mutual Information
- Optimal attention and heterogeneous precautionary saving behavior
- Robust Contracts in Continuous Time
- A news-utility theory for inattention and delegation in portfolio choice
- Institutionalization, delegation, and asset prices
- A macroeconomic model with financial panics
- Aversion to ambiguity and model misspecification in dynamic stochastic environments
Cited In (1)
This page was built for publication: Ambiguity, information processing, and financial intermediation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664584)
