Ignorance, pervasive uncertainty, and household finance

DOI10.1016/J.JET.2021.105204zbMath1481.91107OpenAlexW3128167365MaRDI QIDQ2067398

Jun Nie, Yulei Luo, Hai-Jun Wang

Publication date: 18 January 2022

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2021.105204

zbMATH Keywords

ignorancestrategic asset allocationpervasive uncertaintyunknown income growth

Mathematics Subject Classification ID

Utility theory (91B16) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

Related Items (1)

Robust investment strategies with two risky assets

Cites Work

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• The Role of Learning in Dynamic Portfolio Decisions *
• Robust Permanent Income and Pricing
• Precautionary Savings and the Permanent Income Hypothesis
• Robustness
• Incomplete markets and volatility

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