Ambiguity sharing and the lack of relative performance evaluation
From MaRDI portal
Publication:1616079
DOI10.1007/s00199-017-1056-xzbMath1416.91091OpenAlexW2616184091MaRDI QIDQ1616079
Zhentao Zou, Jinqiang Yang, Yaoyao Wu
Publication date: 31 October 2018
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-017-1056-x
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (8)
Robust experimentation in the continuous time bandit problem ⋮ Robust risk-taking under a sustainable constraint ⋮ Robust contracts with one-sided commitment ⋮ Climate policy: how to deal with ambiguity? ⋮ Incentive contracting under ambiguity aversion ⋮ Can ambiguity about rare disasters explain equity premium puzzle? ⋮ Optimal contracting under mean-volatility joint ambiguity uncertainties ⋮ Robust leverage dynamics without commitment
Cites Work
- Optimal insurance design of ambiguous risks
- Risk, uncertainty, and option exercise
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Dynamic corporate investment and liquidity management under model uncertainty
- Irreversible investment and Knightian uncertainty
- Robust control and model misspecification
- Are CEOs Rewarded for Luck? The Ones Without Principals Are
- Ambiguity, Learning, and Asset Returns
- Risk, Ambiguity, and the Savage Axioms
- A Continuous-Time Version of the Principal–Agent Problem
- Aggregation and Linearity in the Provision of Intertemporal Incentives
- Robust Contracts in Continuous Time
This page was built for publication: Ambiguity sharing and the lack of relative performance evaluation
