Introduction to the special issue in honor of Larry Epstein
From MaRDI portal
Publication:2088604
DOI10.1007/s00199-022-01450-4OpenAlexW4292024862MaRDI QIDQ2088604
No author found.
Publication date: 6 October 2022
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-022-01450-4
Conference proceedings and collections of articles (00Bxx) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Robustness and ambiguity in continuous time
- A two-person dynamic equilibrium under ambiguity
- Recursive smooth ambiguity preferences
- Maxmin expected utility with non-unique prior
- Recursive multiple-priors.
- A unifying approach to axiomatic non-expected utility theories
- Knightian decision theory. I.
- Asset pricing under smooth ambiguity in continuous time
- Uncertainty and compound lotteries: calibration
- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- All probabilities are equal, but some probabilities are more equal than others
- Learning under unawareness
- Dynamically consistent objective and subjective rationality
- Equilibrium CEO contract with belief heterogeneity
- Habit formation, self-deception, and self-control
- Optimal contracting under mean-volatility joint ambiguity uncertainties
- Robust leverage dynamics without commitment
- Recursive robust estimation and control without commitment
- Ambiguity, Learning, and Asset Returns
- Intertemporal substitution and recursive smooth ambiguity preferences
- An Economic Index of Riskiness
- Objective and Subjective Rationality in a Multiple Prior Model
- A More Robust Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- Robust Contracts in Continuous Time
- Aversion to ambiguity and model misspecification in dynamic stochastic environments
- A Smooth Model of Decision Making under Ambiguity
- Learning Under Ambiguity
- Ambiguity, Risk, and Asset Returns in Continuous Time
This page was built for publication: Introduction to the special issue in honor of Larry Epstein
