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Citations for "Intertemporal Asset Pricing Under Knightian Uncertainty" by Epstein, Larry G & Wang, Tan
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Ricardo J. Caballero & Arvind Krishnamurthy, 2007.
"Collective Risk Management in a Flight to Quality Episode ,"
NBER Working Papers
12896, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Giannis Vardas & Anastasios Xepapadeas, 2004.
"Uncertainty Aversion, Robust Control and Asset Holdings ,"
Working Papers
0402, University of Crete, Department of Economics.
[Downloadable!]
Other versions: Andreas Pape & Subir Bose & Emre Ozdenoren, 2004.
"Optimal auctions with ambiguity ,"
Econometric Society 2004 North American Summer Meetings
609, Econometric Society.
[Downloadable!]
Other versions: Ricardo Caballero & Arvind Krishnamurthy, 2005.
"Financial System Risk and Flight to Quality ,"
NBER Working Papers
11834, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ghirardato, Paolo & Katz, Jonathan N., 2000.
"Indecision Theory: Explaining Selective Abstention in Multiple Elections ,"
Working Papers
1106, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Ricardo J. Caballero & Arvind Krishnamurthy, 2006.
"Flight to Quality and Collective Risk Management ,"
NBER Working Papers
12136, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Stefan W. Schmitz, 2002.
"Uncertainty in the Austrian Theory of Capital ,"
Method and Hist of Econ Thought
0211001, EconWPA.
[Downloadable!]
Other versions: Jianjun Miao, 2003.
"Consumption and Saving under Knightian Uncertainty ,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-134, Boston University - Department of Economics.
[Downloadable!]
Carmela Mauro, 2008.
"Uncertainty Aversion Vs. Competence: An Experimental Market Study ,"
Theory and Decision ,
Springer, vol. 64(2), pages 301-331, March.
[Downloadable!] (restricted)
Frank Milne & Edwin Neave, 2003.
"A General Equilibrium Financial Asset Economy with Transaction Costs and Trading Constraints ,"
Working Papers
1082, Queen's University, Department of Economics.
[Downloadable!]
Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006.
"Recursive Smooth Ambiguity Preferences ,"
Carlo Alberto Notebooks
17, Collegio Carlo Alberto, revised 2008.
[Downloadable!]
Other versions: Jean-Marc Tallon & Sujoy Mukerji, 2004.
"Ambiguity aversion and the absence of wage indexation ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174562_v1, HAL.
[Downloadable!]
Other versions:
Sujoy Mukerji & Jean-Marc Tallon, 2002.
"Ambiguity Aversion and the Absence of Wage Indexation ,"
Economics Series Working Papers
111, University of Oxford, Department of Economics.
[Downloadable!] Mukerji, Sujoy & Tallon, Jean-Marc, 2004.
"Ambiguity aversion and the absence of wage indexation ,"
Journal of Monetary Economics ,
Elsevier, vol. 51(3), pages 653-670, April.
[Downloadable!] (restricted) Küster, Keith & Wieland, Volker, 2005.
"Insurance Policies for Monetary Policy in the Euro Area ,"
CEPR Discussion Papers
4956, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Keith Kuester & Volker Wieland, 2008.
"Insurance policies for monetary policy in the euro area ,"
Working Papers
08-29, Federal Reserve Bank of Philadelphia.
[Downloadable!] Keith Küster & Volker Wieland, 2005.
"Insurance Policies for Monetary Policy in the Euro Area ,"
CFS Working Paper Series
2005/13, Center for Financial Studies.
[Downloadable!] Volker Wieland & Keith Kuester, 2005.
"Insurance Policies for Monetary Policy in the Euro Area ,"
Computing in Economics and Finance 2005
100, Society for Computational Economics.
[Downloadable!] Keith Küster & Volker Wieland, 2005.
"Insurance policies for monetary policy in the euro area ,"
Working Paper Series
480, European Central Bank.
[Downloadable!] Michèle Cohen & Johanna Etner & Meglena Jeleva, 2008.
"Dynamic Decision Making when Risk Perception Depends on Past Experience ,"
Theory and Decision ,
Springer, vol. 64(2), pages 173-192, March.
[Downloadable!] (restricted)
Other versions: Richard Dennis, 2007.
"Model uncertainty and monetary policy ,"
Working Paper Series
2007-09, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2007.
"Ambiguity Aversion and the Term Structure of Interest Rates ,"
University of St. Gallen Department of Economics working paper series 2007
2007-29, Department of Economics, University of St. Gallen.
[Downloadable!]
Other versions: Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006.
"Dynamic Variational Preferences ,"
Carlo Alberto Notebooks
1, Collegio Carlo Alberto.
[Downloadable!]
Other versions: repec:att:wimass:1920124 is not listed on IDEAS
Uppal, Raman & Wang, Tan, 2002.
"Model Misspecification and Under-Diversification ,"
CEPR Discussion Papers
3304, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Raghu Suryanarayanan, 2006.
"Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework ,"
CSEF Working Papers
162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2008.
"Attitude toward imprecise information ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00177378_v1, HAL.
[Downloadable!]
Other versions:
Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
"Attitude toward imprecise information ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00130179_v1, HAL.
[Downloadable!] Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
"Attitude toward imprecise information ,"
Cahiers de la Maison des Sciences Economiques
v06081, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!] Gajdos, T. & Hayashi, T. & Tallon, J.-M. & Vergnaud, J.-C., 2008.
"Attitude toward imprecise information ,"
Journal of Economic Theory ,
Elsevier, vol. 140(1), pages 27-65, May.
[Downloadable!] (restricted) Alonso, Irasema & Prado, Jr., Jose Mauricio, 2007.
"Ambiguity Aversion, the Equity Premium and the Welfare Costs of Business Cycles ,"
Seminar Papers
752, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
Shin-ichi Fukuda, 2001.
"A Model of Keynesian under Knightian Uncertainty ,"
CIRJE F-Series
CIRJE-F-115, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"Ambiguity from the Differential Viewpoint ,"
Working Papers
1130, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions: Taboga, Marco, 2004.
"A Simple Model of Robust Portfolio Selection ,"
MPRA Paper
16472, University Library of Munich, Germany.
[Downloadable!]
Kenneth Kasa, 2000.
"Forecasting the Forecasts of Others in the Frequency Domain ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 3(4), pages 726-756, October.
[Downloadable!] (restricted)
Other versions: Yakov Ben-Haim & Karsten Jeske, 2003.
"Home bias in financial markets: robust satisficing with info gaps ,"
Working Paper
2003-35, Federal Reserve Bank of Atlanta.
[Downloadable!]
Dirk Hackbarth & Jianjun Maio, 2007.
"The Dynamics of Mergers and Acquisitions in Oligopolistic Industries ,"
Boston University - Department of Economics - Working Papers Series
WP2007-017, Boston University - Department of Economics.
[Downloadable!]
Guido Cozzi & Paolo Giordani, 2004.
"Uncertainty Averse Bank Runners ,"
Working Papers
71, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
Other versions: Larry Epstein & Martin Schneider, 2005.
"Ambiguity, Information Quality and Asset Pricing ,"
RCER Working Papers
519, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions:
Larry Epstein & Martin Schneider, 2004.
"Ambiguity, Information Quality and Asset Pricing ,"
RCER Working Papers
507, University of Rochester - Center for Economic Research (RCER).
[Downloadable!] Larry G. Epstein & Martin Schneider, 2008.
"Ambiguity, Information Quality, and Asset Pricing ,"
Journal of Finance ,
American Finance Association, vol. 63(1), pages 197-228, 02.
[Downloadable!] (restricted) Sujoy Mukerji & Jean-Marc Tallon, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174539_v1, HAL.
[Downloadable!]
Other versions:
Mukerji, S. & Tallon, J.-M., 1999.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Papiers d'Economie Mathématique et Applications
1999-28, Université Panthéon-Sorbonne (Paris 1).
Sujoy Mukerji & Jean-Marc Tallon, 2000.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Economics Series Working Papers
046, University of Oxford, Department of Economics.
[Downloadable!] Mukerji, Sujoy & Tallon, Jean-Marc, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 68(4), pages 883-904, October.
Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004.
"Ambiguity Aversion, Robustness, and the Variational Representation of Preferences ,"
Carlo Alberto Notebooks
12, Collegio Carlo Alberto, revised 2006.
[Downloadable!]
Other versions: Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors ,"
Discussion Papers
1365, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions:
Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors ,"
Levine's Bibliography
234936000000000064, UCLA Department of Economics.
[Downloadable!] Siniscalchi, Marciano, 2006.
"A behavioral characterization of plausible priors ,"
Journal of Economic Theory ,
Elsevier, vol. 128(1), pages 91-135, May.
[Downloadable!] (restricted) Ghirardato, Paolo & Marinacci, M., 1997.
"Ambiguity Made Precise: A Comparative Foundation and Some Implications ,"
Working Papers
1026, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Sujoy Mukerji & Jean-Marc Tallon, 2002.
"Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity ,"
Economics Series Working Papers
114, University of Oxford, Department of Economics.
[Downloadable!]
Isaac Kleshchelski & Nicolas Vincent, 2007.
"Robust Equilibrium Yield Curves ,"
Cahiers de recherche
08-02, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
Tan Wang, 2000.
"Updating Rules for Non-Bayesian Preferences ,"
Econometric Society World Congress 2000 Contributed Papers
0157, Econometric Society.
[Downloadable!]
Gabrielle Demange, 2008.
"Sharing aggregate risks under moral hazard ,"
PSE Working Papers
2008-27, PSE (Ecole normale supérieure).
[Downloadable!]
Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 2000.
"Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True? ,"
American Economic Review ,
American Economic Association, vol. 90(4), pages 787-805, September.
[Downloadable!] (restricted)
Other versions: Ritesh Banerjee & Ethan Cohen-Cole & Giulio Zanella, 2007.
"Demonstration effects in preventive care ,"
Quantitative Analysis Unit Working Paper
QAU07-7, Federal Reserve Bank of Boston.
[Downloadable!]
Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001.
"Search under the Knightian Uncertainty ,"
CIRJE F-Series
CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Kin Chung Lo, 1998.
"Epistemic Conditions for Agreement and Stochastic Independence of epsilon-Contaminated Beliefs ,"
Working Papers
1998_02, York University, Department of Economics.
[Downloadable!]
Andreas Lehnert & Wayne Passmore, 1999.
"The banking industry and the safety net subsidy ,"
Finance and Economics Discussion Series
1999-34, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Liu, Jun & Pan, Jun & Wang, Tan, 2002.
"An Equilibrium Model of Rare Event Premia ,"
Working papers
4370-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
Atsushi Kajii & Takashi Ui, 2007.
"Interim Efficient Allocations under Uncertainty ,"
KIER Working Papers
642, Kyoto University, Institute of Economic Research.
[Downloadable!]
Other versions: Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version ,"
PIER Working Paper Archive
07-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Jan 2007.
[Downloadable!]
Other versions: Larry Epstein & Martin Schneider, 2002.
"Learning Under Ambiguity ,"
RCER Working Papers
497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005.
[Downloadable!]
Other versions: Elyès Jouini & Clotilde Napp, 2007.
"Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs ,"
Post-Print
halshs-00176594_v1, HAL.
[Downloadable!]
Other versions:
Elyès Jouini & Clotilde Napp, 2003.
"Consensus consumer and intertemporal asset pricing with heterogeneous beliefs ,"
Finance
0312001, EconWPA.
[Downloadable!] Clotilde Napp & Elyès Jouini, 2007.
"Consensus consumer and intertemporal asset pricing with heterogeneous beliefs ,"
Post-Print
halshs-00152348_v1, HAL.
[Downloadable!] Elyes Jouini & Clotilde Napp, 2007.
"Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 74(4), pages 1149-1174, October.
[Downloadable!] (restricted) Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2002.
"A smooth model of decision making under ambiguity ,"
ICER Working Papers - Applied Mathematics Series
11-2003, ICER - International Centre for Economic Research, revised Apr 2003.
[Downloadable!]
Other versions:
Sujoy Mukerji & Peter Klibanoff, 2002.
"A Smooth Model of DecisionMaking Under Ambiguity ,"
Economics Series Working Papers
113, University of Oxford, Department of Economics.
[Downloadable!] Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2005.
"A Smooth Model of Decision Making under Ambiguity ,"
Econometrica ,
Econometric Society, vol. 73(6), pages 1849-1892, November.
[Downloadable!] (restricted) Takao Asano, 2004.
"Portfolio Inertia under Ambiguity ,"
ISER Discussion Paper
0609, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
Oreste Tristani, 2007.
"Model misspecification, the equilibrium natural interest rate and the equity premium ,"
Working Paper Series
808, European Central Bank.
[Downloadable!]
Other versions: Siddiqi, Hammad, 2009.
"Ambiguity, Infra-Marginal Investors, and Market Prices ,"
MPRA Paper
13514, University Library of Munich, Germany.
[Downloadable!]
Umberto Cherubini, 1997.
"Fuzzy measures and asset prices: accounting for information ambiguity ,"
Applied Mathematical Finance ,
Taylor and Francis Journals, vol. 4(3), pages 135-149, September.
[Downloadable!] (restricted)
Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997.
"Robust Permanent Income and Pricing ,"
Levine's Working Paper Archive
596, David K. Levine.
[Downloadable!]
Other versions:
Lars Hansen & Thomas Sargent & Thomas Tallarini, .
"Robust Permanent Income and Pricing ,"
GSIA Working Papers
1997-51, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Hansen, Lars Peter & Sargent, Thomas J & Tallarini, Thomas D, Jr, 1999.
"Robust Permanent Income and Pricing ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 66(4), pages 873-907, October.
[Downloadable!] (restricted) Jianjun Miao & Neng Wang, 2004.
"Risk, Uncertainty, and Option Exercise ,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-136, Boston University - Department of Economics.
[Downloadable!]
Other versions: Aaron Tornell, 2003.
"Exchange Rate Anomalies Under Model Misspecification: A Mixed Optimal/Robust Approach (January 2003) ,"
UCLA Economics Online Papers
266, UCLA Department of Economics.
[Downloadable!]
Shin-ichi Fukuda, 2008.
"Knightian Uncertainty and Poverty Trap in a Model of Economic Growth ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 652-663, July.
[Downloadable!] (restricted)
Other versions: repec:att:wimass:192028 is not listed on IDEAS
Kin Chung Lo, 1995.
"Equilibrium in Beliefs Under Uncertainty ,"
Working Papers
ecpap-95-02, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: Larry G. Epstein, 2001.
"Sharing Ambiguity ,"
American Economic Review ,
American Economic Association, vol. 91(2), pages 45-50, May.
[Downloadable!] (restricted)
Daniel Laskar, 2008.
"Monetary policy uncertainty and macroeconomic performance: An extended non-bayesian framework ,"
PSE Working Papers
2008-01, PSE (Ecole normale supérieure).
[Downloadable!]
Larry G. Epstein & Angelo Melino, 1993.
"A Revealed Preference Analysis of Asset Pricing Under Recursive Utility ,"
NBER Working Papers
4524, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Di Mauro, Carmela & Maffioletti, Anna, 2001.
"Reaction to Uncertainty and Market Mechanism:Experimental Evidence ,"
Sonderforschungsbereich 504 Publications
01-41, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Jürgen Eichberger & David Kelsey, 2007.
"Ambiguity ,"
Working Papers
0448, University of Heidelberg, Department of Economics, revised Jul 2007.
[Downloadable!]
Other versions: Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006.
"Managing uncertainty through robust-satisficing monetary policy ,"
Working Paper
2006/10, Norges Bank.
[Downloadable!]
Cao , Henry & Han, Bing & Hirshleifer, David & Zhang, Harold, 2007.
"Fear of the Unknown: Familiarity and Economic Decisions ,"
MPRA Paper
6512, University Library of Munich, Germany.
[Downloadable!]
Claudio Campanale, .
"Learning, Ambiguity and Life-Cycle Portfolio Allocation ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics.
[Downloadable!] (restricted)
Joshua Aizenman, 1995.
"Optimal Buffer Stocks and Precautionary Savings with Disappointment Aversion ,"
NBER Working Papers
5361, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Joshua Aizenman & Brian Pinto, 2004.
"Managing Volatility and Crises: A Practitioner's Guide Overview ,"
NBER Working Papers
10602, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Bryan R. Routledge & Stanley E. Zin, 2000.
"Model Uncertainty and Liquidity ,"
Econometric Society World Congress 2000 Contributed Papers
1617, Econometric Society.
[Downloadable!]
Other versions:
Bryan R. Routledge, Stanley E. Zin, 2000.
"Model Uncertainity And Liquidity ,"
Computing in Economics and Finance 2000
368, Society for Computational Economics.
Bryan R. Routledge & Stanley E. Zin, 2001.
"Model Uncertainty and Liquidity ,"
NBER Working Papers
8683, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Bryan Routledge & Stanley Zin, .
"Model Uncertainty and Liquidity ,"
GSIA Working Papers
2001-E17, Carnegie Mellon University, Tepper School of Business.
[Downloadable!] Bryan Routledge & Stanley Zin, 2009.
"Model Uncertainty and Liquidity ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
[Downloadable!] (restricted) Luca Rigotti & Chris Shannon, 2001.
"Uncertainty and Risk in Financial Markets ,"
Department of Economics, Working Paper Series
1000, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions: Massimiliano Amarante, 2003.
"Ambiguous Events ,"
Discussion Papers
0304-04, Columbia University, Department of Economics.
[Downloadable!]
Umberto Cherubini & Giovanni Della Lunga, 2001.
"Liquidity and credit risk ,"
Applied Mathematical Finance ,
Taylor and Francis Journals, vol. 8(2), pages 79-95, May.
[Downloadable!] (restricted)
Alberto Feduzi, 2005.
"On the relationship between keynes´s conception of evidential weight and the ellsberg paradox ,"
Departmental Working Papers of Economics - University 'Roma Tre'
0051, Department of Economics - University Roma Tre.
[Downloadable!]
Adam Cagliarini & Alexandra Heath, 2000.
"Monetary Policy-making in the Presence of Knightian Uncertainty ,"
RBA Research Discussion Papers
rdp2000-10, Reserve Bank of Australia.
[Downloadable!]
William Brock & Anastasios Xepapadeas, 2001.
"MOSAIC MANAGEMENT IN METAPOPULATION MODELS: Optimal Management of Interrelated Species in Patchy Environments ,"
Working Papers
0103, University of Crete, Department of Economics.
[Downloadable!]
Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach ,"
Money Macro and Finance (MMF) Research Group Conference 2004
54, Money Macro and Finance Research Group.
[Downloadable!]
Cozzi, Guido & Giordani, Paolo & Zamparelli, Luca, 2006.
"An Uncertainty-Based Explanation of Symmetric ,"
Sonderforschungsbereich 504 Publications
06-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Luigi Montrucchio & Fabio Privileggi, 2001.
"On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type ,"
ICER Working Papers - Applied Mathematics Series
05-2001, ICER - International Centre for Economic Research.
[Downloadable!]
Other versions:
Montrucchio, Luigi & Privileggi, Fabio, 1999.
"On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type ,"
P.O.L.I.S. department's Working Papers
5, Department of Public Policy and Public Choice - POLIS.
[Downloadable!] Montrucchio, Luigi & Privileggi, Fabio, 2001.
"On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type ,"
Journal of Economic Theory ,
Elsevier, vol. 101(1), pages 158-188, November.
[Downloadable!] (restricted) Geoffrey Shuetrim & Christopher Thompson, 1999.
"The Implications of Uncertainty for Monetary Policy ,"
RBA Research Discussion Papers
rdp1999-10, Reserve Bank of Australia.
[Downloadable!]
Other versions: Andreas Lehnert & Wayne Passmore, 1999.
"Pricing systemic crises: monetary and fiscal policy when savers are uncertain ,"
Finance and Economics Discussion Series
1999-33, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Takao Asano, 2004.
"Portfolio Inertia and [Epsilon]-Contaminations ,"
ISER Discussion Paper
0610, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
Marc Henry, 2002.
"Estimating ambiguity ,"
Discussion Papers
0102-21, Columbia University, Department of Economics.
[Downloadable!]
Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach ,"
CEPR Discussion Papers
5148, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Asen Ivanov, 2009.
"Attitudes to Ambiguity in One-Shot Normal-Form Games: An Experimental Study ,"
Working Papers
0902, VCU School of Business, Department of Economics.
[Downloadable!]
Raghu Suryanarayanan, 2006.
"A Model of Anticipated Regret and Endogenous Beliefs ,"
CSEF Working Papers
161, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Giannis Vardas & Anastasios Xepapadeas, 2004.
"Uncertainty Aversion and Robust Portfolio Choices ,"
Working Papers
0408, University of Crete, Department of Economics.
[Downloadable!]
Luis H. R. Alvarez, 2007.
"Knightian Uncertainty, k-Ignorance, and Optimal Timing ,"
Discussion Papers
25, Aboa Centre for Economics.
[Downloadable!]
Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach ,"
CEPR Discussion Papers
5041, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Ortoleva, Pietro, 2008.
"Status Quo Bias, Multiple Priors and Uncertainty Aversion ,"
MPRA Paper
12243, University Library of Munich, Germany.
[Downloadable!]
Jianjun Miao, 2003.
"Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks ,"
Macroeconomics
0310001, EconWPA.
[Downloadable!]
Other versions: Peter Gottschalk & Enrico Spolaore, 2000.
"On the Evaluation of Economic Mobility ,"
Boston College Working Papers in Economics
459, Boston College Department of Economics, revised 09 Apr 2001.
[Downloadable!]
Other versions:
Peter Gottschalk & Enrico Spolare, 2001.
"On the Evaluation of Economic Mobility ,"
Working Papers
2001-25, Brown University, Department of Economics.
[Downloadable!] Peter T. Gottschalk & Enrico Spolaore, 2000.
"On the Evaluation of Economic Mobility ,"
JCPR Working Papers
185, Northwestern University/University of Chicago Joint Center for Poverty Research.
Peter Gottschalk & Enrico Spolaore, 1998.
"On the Evaluation of Economic Mobility ,"
Boston College Working Papers in Economics
407., Boston College Department of Economics.
[Downloadable!] Gottschalk, Peter & Spolaore, Enricco, 2002.
"On the Evaluation of Economic Mobility ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 69(1), pages 191-208, January.
Katsutoshi Wakai, 2007.
"Aggregation under homogeneous ambiguity: a two-fund separation result ,"
Economic Theory ,
Springer, vol. 30(2), pages 363-372, February.
[Downloadable!] (restricted)
Hiroyuki Nakata, 2007.
"A Model of Financial Markets with Endogenously Correlated Rational Beliefs ,"
Economic Theory ,
Springer, vol. 30(3), pages 431-452, March.
[Downloadable!] (restricted)
Pietro Veronesi, .
"Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,” ,"
CRSP working papers
529, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
[Downloadable!]
Ju, Nengjiu & Miao, Jianjun, 2009.
"Ambiguity, Learning, and Asset Returns ,"
MPRA Paper
14737, University Library of Munich, Germany, revised Apr 2009.
[Downloadable!]
Lars Peter Hansen & Thomas J. Sargent, 2001.
"Acknowledging Misspecification in Macroeconomic Theory ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 519-535, July.
[Downloadable!] (restricted)
Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006.
"Ambiguity in Asset Markets: Theory and Experiment ,"
Carlo Alberto Notebooks
27, Collegio Carlo Alberto, revised 2009.
[Downloadable!]
Aldo Montesano, 2008.
"Effects of Uncertainty Aversion on the Call Option Market ,"
Theory and Decision ,
Springer, vol. 65(2), pages 97-123, September.
[Downloadable!] (restricted)
Chambers, Christopher P. & Echenique, Federico, .
"When does aggregation reduce uncertainty aversion? ,"
Working Papers
1299, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Xiaoxian Ma & Qingzhen Zhao & Jilin Qu, 2008.
"Robust portfolio optimization with a generalized expected utility model under ambiguity ,"
Annals of Finance ,
Springer, vol. 4(4), pages 431-444, October.
[Downloadable!] (restricted)
Kislaya Prasad, 2003.
"Non-robustness of some economic models ,"
The B.E. Journal of Theoretical Economics ,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
Vardas, Giannis & XEPAPADEAS, Anastasios, 2008.
"Model Uncertainty, Ambiguity and the Precautionary Principle: Implications for Biodiversity Management ,"
MPRA Paper
10236, University Library of Munich, Germany.
[Downloadable!]
de la Torre, Augusto & Ize, Alain, 2009.
"Regulatory reform : integrating paradigms ,"
Policy Research Working Paper Series
4842, The World Bank.
[Downloadable!]
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This page was last updated on 2009-12-8.
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