Uncertainty Aversion, Robust Control And Asset Holdings With A Stochastic Investment Opportunity Set
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References listed on IDEAS
- Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1087-1122, September.
- William A. Brock & Steven N. Durlauf, 2004.
"Elements of a Theory of Design Limits to Optimal Policy,"
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- Brock,W.A. & Durlauf,S.N., 2003. "Elements of a theory of design limits to optimal policy," Working papers 25, Wisconsin Madison - Social Systems.
- William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," NBER Working Papers 10495, National Bureau of Economic Research, Inc.
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"Policy Evaluation in Uncertain Economic Environments,"
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- William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003. "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers 10025, National Bureau of Economic Research, Inc.
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More about this item
KeywordsUncertainty aversion; model misspecification; robust control; portfolio choice models;
StatisticsAccess and download statistics
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