The following pages link to Dynamic variational preferences (Q2496226):
Displaying 24 items.
- Ambiguity and endogenous discounting (Q2425190) (← links)
- A two-parameter model of dispersion aversion (Q2439914) (← links)
- Mean-dispersion preferences and constant absolute uncertainty aversion (Q2447261) (← links)
- Dynamically stable preferences (Q2447266) (← links)
- Ambiguity aversion, games against nature, and dynamic consistency (Q2483119) (← links)
- Introduction to model uncertainty and robustness (Q2496225) (← links)
- Robust control and model misspecification (Q2496228) (← links)
- Minimizing regret in dynamic decision problems (Q2629329) (← links)
- Doubts or variability? (Q2653923) (← links)
- Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
- A note on monotone mean-variance preferences for continuous processes (Q2661487) (← links)
- Updating variational (Bewley) preferences (Q2683484) (← links)
- Discounted utility and present value -- a close relation (Q2797462) (← links)
- Visualization of dynamic consumer preference and consumer positioning (Q2864727) (← links)
- A dynamic multiple-variety choice adaption model (Q2965589) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Duality and General Equilibrium Theory Under Knightian Uncertainty (Q4635253) (← links)
- A simple robust asset pricing model under statistical ambiguity (Q5079377) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Recursive two-stage evaluation model for dynamic decision making under ambiguity (Q6596168) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
