Pages that link to "Item:Q4672035"

The following pages link to Robustness and Ambiguity Aversion in General Equilibrium * (Q4672035):

Displaying 17 items.

• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
• Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
• Robust consumption-investment problem on infinite horizon (Q901248) (← links)
• Equilibrium impact of value-at-risk regulation (Q956555) (← links)
• On the uses of the monotonicity and independence axioms in models of ambiguity aversion (Q975943) (← links)
• Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
• Robustness to strategic uncertainty in the Nash demand game (Q1650262) (← links)
• Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
• Ambiguity sensitive preferences in Ellsberg frameworks (Q2323583) (← links)
• Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
• On the robustness of Laissez-Faire (Q2653922) (← links)
• Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
• Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
• Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game (Q5131549) (← links)