A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS

DOI10.1142/s0219024923500255OpenAlexW4361805747MaRDI QIDQ6119778

Giuliano Curatola, Alain Chateauneuf, Marcello Basili, Giuseppe Scianna

Publication date: 20 February 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024923500255

zbMATH Keywords

uncertaintymultiple priorsepsilon contaminationKeyneslong-term expectation

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15)

Cites Work

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• An axiomatic approach to \(\varepsilon\)-contamination
• Optimal Linear Opinion Pools
• CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
• Robust Statistics

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