Pages that link to "Item:Q4939351"
From MaRDI portal
The following pages link to Robust Permanent Income and Pricing (Q4939351):
Displaying 17 items.
- Directed attention and nonparametric learning (Q2416002) (← links)
- Recursive robust estimation and control without commitment (Q2455651) (← links)
- Stochastic optimization and worst-case analysis in monetary policy design (Q2463410) (← links)
- Robust control and model misspecification (Q2496228) (← links)
- Doubts or variability? (Q2653923) (← links)
- Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- New Results in Stochastic Cooperative Games: Strategic Coordination for Multi-resolution Performance Robustness (Q3589749) (← links)
- Linear Quadratic Differential Games: An Overview (Q3646702) (← links)
- Do Bayesians Learn Their Way Out of Ambiguity? (Q4691943) (← links)
- Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model (Q5071661) (← links)
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261) (← links)
- LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL (Q5483960) (← links)
- A numerical algorithm to find soft-constrained Nash equilibria in scalar LQ-games (Q5491405) (← links)
- Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? (Q5940863) (← links)
- A robust Hansen-Sargent prediction formula (Q5940893) (← links)
- A note on robustness in Merton's model of intertemporal consumption and portfolio choice (Q5958593) (← links)
