Pages that link to "Item:Q4939351"

The following pages link to Robust Permanent Income and Pricing (Q4939351):

Displaying 50 items.

• Induced uncertainty, market price of risk, and the dynamics of consumption and wealth (Q281331) (← links)
• Optimal consumption and savings with stochastic income and recursive utility (Q308631) (← links)
• Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
• Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
• Sharing risk and ambiguity (Q449190) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• Robust portfolio choice with stochastic interest rates (Q470730) (← links)
• Expected utility with uncertain probabilities theory (Q516062) (← links)
• Robust equilibria in indefinite linear-quadratic differential games (Q597192) (← links)
• Learning under fear of floating (Q602971) (← links)
• Risk premia in general equilibrium (Q654607) (← links)
• Stochastic games with unbounded payoffs: applications to robust control in economics (Q692089) (← links)
• Ambiguity made precise: A comparative foundation (Q697922) (← links)
• The dynamics of risk-sensitive allocations (Q813942) (← links)
• Mean and variance optimization of non-linear systems and worst-case analysis (Q839487) (← links)
• Robust control with commitment: a modification to Hansen-Sargent (Q844702) (← links)
• The tradeoff between risk sharing and information production in financial markets (Q848610) (← links)
• Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters (Q853649) (← links)
• Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity (Q926235) (← links)
• A two-person dynamic equilibrium under ambiguity (Q951358) (← links)
• On the relation between robust and Bayesian decision making (Q953704) (← links)
• Solution of macromodels with Hansen-Sargent robust policies: some extensions (Q953723) (← links)
• Stochastic control for economic models: past, present and the paths ahead (Q953733) (← links)
• Stochastic taxation and asset pricing in dynamic general equilibrium (Q956515) (← links)
• A parallel algorithm for semi-infinite programming (Q956770) (← links)
• Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
• Recursive multiple-priors. (Q1420874) (← links)
• Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (Q1605201) (← links)
• An exploration of the effects of pessimism and doubt on asset returns. (Q1605411) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Continuous-time smooth ambiguity preferences (Q1657303) (← links)
• The Asian financial crisis and international reserve accumulation: a robust control approach (Q1657327) (← links)
• Asset prices in an ambiguous economy (Q1702879) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• The risk transfer of non-tradable risks under model uncertainty (Q1757937) (← links)
• Conditional comonotonicity (Q1770205) (← links)
• Robust control: A note on the timing of model uncertainty (Q1780876) (← links)
• Robust control: a note on the response of the control to changes in the ``free'' parameter conditional on the character of nature (Q1780878) (← links)
• Conditional preferences and updating. (Q1810688) (← links)
• Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
• Model uncertainty and intertemporal tax smoothing (Q1994608) (← links)
• Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
• Structured ambiguity and model misspecification (Q2067388) (← links)
• Ignorance, pervasive uncertainty, and household finance (Q2067398) (← links)
• Estimating robustness (Q2067408) (← links)
• A theoretical foundation of ambiguity measurement (Q2173084) (← links)
• When does ambiguity fade away? (Q2208852) (← links)
• Decision making in phantom spaces (Q2256862) (← links)
• The PDEs and numerical scheme for derivatives under uncertainty volatility (Q2298029) (← links)
• Twisted probabilities, uncertainty, and prices (Q2305982) (← links)