Pages that link to "Item:Q951358"

The following pages link to A two-person dynamic equilibrium under ambiguity (Q951358):

Displaying 36 items.

• Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
• Cobb-Douglas preferences under uncertainty (Q382331) (← links)
• Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality (Q383009) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• The worst case for real options (Q613589) (← links)
• Risk, uncertainty, and option exercise (Q631243) (← links)
• Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
• Informational efficiency with ambiguous information (Q641824) (← links)
• Ambiguity aversion and trade (Q641835) (← links)
• A proposal to extend expected utility in a quantum probabilistic framework (Q722622) (← links)
• The dynamics of risk-sensitive allocations (Q813942) (← links)
• Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity (Q926235) (← links)
• Recursive multiple-priors. (Q1420874) (← links)
• Robustness of stable volatility strategies (Q1657466) (← links)
• Products of non-additive measures: a Fubini-like theorem (Q1930906) (← links)
• Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
• Brownian equilibria under Knightian uncertainty (Q2018550) (← links)
• Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
• Welfare implications of mitigating investment uncertainty (Q2063061) (← links)
• Introduction to the special issue in honor of Larry Epstein (Q2088604) (← links)
• Equilibrium CEO contract with belief heterogeneity (Q2088614) (← links)
• Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
• On booms that never bust: ambiguity in experimental asset markets with bubbles (Q2291443) (← links)
• Convergence of EMU equity portfolios (Q2316904) (← links)
• Ambiguity sensitive preferences in Ellsberg frameworks (Q2323583) (← links)
• Optimal portfolio with vector expected utility (Q2453828) (← links)
• Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
• Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
• Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
• Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
• UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET (Q3503123) (← links)
• Uncertainty aversion, robust control and asset holdings (Q4683052) (← links)
• UNCERTAINTY AVERSION AND PORTFOLIO INERTIA (Q4899998) (← links)
• A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
• Ambiguous price formation (Q6100487) (← links)
• A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Q6152711) (← links)