Pages that link to "Item:Q3095016"
From MaRDI portal
The following pages link to Intertemporal substitution and recursive smooth ambiguity preferences (Q3095016):
Displaying 16 items.
- Expected utility with uncertain probabilities theory (Q516062) (← links)
- Robustness and ambiguity in continuous time (Q548261) (← links)
- Risk, uncertainty, and option exercise (Q631243) (← links)
- Dynamic consistency, valuable information and subjective beliefs (Q825188) (← links)
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment (Q1622519) (← links)
- Optimal investment under ambiguous technology shocks (Q2030529) (← links)
- Introduction to the special issue in honor of Larry Epstein (Q2088604) (← links)
- Asset pricing under smooth ambiguity in continuous time (Q2088605) (← links)
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
- A theoretical foundation of ambiguity measurement (Q2173084) (← links)
- Decision making in phantom spaces (Q2256862) (← links)
- Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility (Q5140643) (← links)
- Robust comparative statics for the elasticity of intertemporal substitution (Q6053653) (← links)