Pages that link to "Item:Q4290972"

The following pages link to Intertemporal Asset Pricing under Knightian Uncertainty (Q4290972):

Displaying 50 items.

• Model uncertainty and policy evaluation: some theory and empirics (Q278278) (← links)
• Induced uncertainty, market price of risk, and the dynamics of consumption and wealth (Q281331) (← links)
• Subjective probability, confidence, and Bayesian updating (Q345185) (← links)
• Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality (Q383009) (← links)
• Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
• Sharing risk and ambiguity (Q449190) (← links)
• Fuzzy logic-based generalized decision theory with imperfect information (Q454977) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• A decision-theoretic model of asset-price underreaction and overreaction to dividend news (Q470680) (← links)
• Uncertain equilibria and incomplete preferences (Q478115) (← links)
• Observational equivalence and nonequivalence of subjective and robust mean-variance preferences (Q485584) (← links)
• Regular economies with ambiguity aversion (Q492863) (← links)
• Modeling nonmonotone preferences: the case of utility smoothing (Q553532) (← links)
• Risk, uncertainty, and option exercise (Q631243) (← links)
• Ambiguity aversion and trade (Q641835) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• Ambiguity made precise: A comparative foundation (Q697922) (← links)
• Search and Knightian uncertainty (Q705838) (← links)
• Smoothing preference kinks with information (Q732921) (← links)
• Robust control with commitment: a modification to Hansen-Sargent (Q844702) (← links)
• Portfolio inertia under ambiguity (Q859589) (← links)
• Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
• Aggregation under homogeneous ambiguity: a two-fund separation result (Q868600) (← links)
• A model of financial markets with endogenously correlated rational beliefs (Q868620) (← links)
• Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity (Q926235) (← links)
• Uncertainty aversion vs. competence: An experimental market study (Q928750) (← links)
• Dynamic decision making when risk perception depends on past experience (Q928764) (← links)
• Attitude toward imprecise information (Q928875) (← links)
• Effects of uncertainty aversion on the call option market (Q944232) (← links)
• A two-person dynamic equilibrium under ambiguity (Q951358) (← links)
• Solution of macromodels with Hansen-Sargent robust policies: some extensions (Q953723) (← links)
• Interim efficient allocations under uncertainty (Q1001830) (← links)
• Recursive smooth ambiguity preferences (Q1017777) (← links)
• Multiple priors and asset pricing (Q1023977) (← links)
• On attitude polarization under Bayesian learning with non-additive beliefs (Q1037583) (← links)
• Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (Q1049235) (← links)
• Do sunspots matter when agents are Choquet-expected-utility maximizers? (Q1128525) (← links)
• Recent developments in modeling preferences: Uncertainty and ambiguity (Q1196178) (← links)
• Extensive form games with uncertainty averse players (Q1304010) (← links)
• Modeling attitudes towards uncertainty and risk through the use of Choquet integral (Q1339163) (← links)
• Additive representations of non-additive measures and the Choquet integral (Q1339165) (← links)
• On indepedence for non-additive measures, with a Fubini theorem (Q1357580) (← links)
• Ellsberg's two-color experiment, portfolio inertia and ambiguity. (Q1398442) (← links)
• Coherence without additivity. (Q1398454) (← links)
• Recursive multiple-priors. (Q1420874) (← links)
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387) (← links)
• Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations (Q1623985) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Asymmetric Choquet random walks and ambiguity aversion or seeking (Q1698987) (← links)
• Asset prices in an ambiguous economy (Q1702879) (← links)