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Citations for "Recursive smooth ambiguity preferences"

by Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy

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  1. Pierpaolo Benigno & Luigi Paciello, 2010. "Monetary Policy, Doubts and Asset Prices," EIEF Working Papers Series 1024, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2010.
  2. Miao, Jianjun & Wang, Neng, 2011. "Risk, uncertainty, and option exercise," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 442-461, April.
  3. Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
  4. Antonio Romero-Medina & Matteo Triossi, 2011. "Games with Capacity Manipulation: Incentives and Nash Equilibria," Documentos de Trabajo 280, Centro de Economía Aplicada, Universidad de Chile.
  5. Hippolyte d'Albis & Emmanuel Thibault, 2012. "Ambiguous Life Expectancy and the Demand for Annuities," Documents de travail du Centre d'Economie de la Sorbonne 12050, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  6. Kartik B. Athreya & Xuan S. Tam & Eric R. Young, 2009. "Are harsh penalties for default really better?," Working Paper 09-11, Federal Reserve Bank of Richmond.
  7. Roman Kraeussl & Andre Lucas & Arjen Siegmann, 2010. "Risk Aversion under Preference Uncertainty," Tinbergen Institute Discussion Papers 10-117/2/DSF 4, Tinbergen Institute.
  8. Athanassoglou, Stergios & Xepapadeas, Anastasios, 2012. "Pollution control with uncertain stock dynamics: When, and how, to be precautious," Journal of Environmental Economics and Management, Elsevier, vol. 63(3), pages 304-320.
  9. Gollier, Christian, 2012. "Optimal insurance design of ambiguous risks," IDEI Working Papers 718, Institut d'Économie Industrielle (IDEI), Toulouse, revised Jan 2013.
  10. Jianjun Miao & NENGJIU JU, 2010. "Ambiguity, Learning, And Asset Returns," Boston University - Department of Economics - Working Papers Series WP2010-031, Boston University - Department of Economics.
  11. Loïc Berger, 2013. "Precautionary Saving and the Notion of Ambiguity Prudence," Working Papers ECARES ECARES 2013-42, ULB -- Universite Libre de Bruxelles.
  12. Christian Traeger, 2012. "Why Uncertainty Matters - Discounting under Intertemporal Risk Aversion and Ambiguity," CESifo Working Paper Series 3727, CESifo Group Munich.
  13. Jianjun Miao & Dirk Hackbarth, 2011. "The dynamics of mergers and acquisitions in oligopolistic industries," Boston University - Department of Economics - Working Papers Series WP2011-029, Boston University - Department of Economics.
  14. Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou, 2015. "Downside Variance Risk Premium," Staff Working Papers 15-36, Bank of Canada.
  15. Michèle Cohen & Johanna Etner & Meglena Jeleva, 2008. "Dynamic Decision Making when Risk Perception Depends on Past Experience," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00211942, HAL.
  16. Christopher Anderson, 2012. "Ambiguity aversion in multi-armed bandit problems," Theory and Decision, Springer, vol. 72(1), pages 15-33, January.
  17. Mukerji, Sujoy, 2009. "Foundations Of Ambiguity And Economic Modelling," Economics and Philosophy, Cambridge University Press, vol. 25(03), pages 297-302, November.
  18. Michael Johannes & Lars Lochstoer & Pierre Collin-Dufresne, 2015. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," 2015 Meeting Papers 647, Society for Economic Dynamics.
  19. Asano, Takao, 2010. "Optimal tax policy and foreign direct investment under ambiguity," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 185-200, March.
  20. Bose, Subir & Daripa, Arup, 2009. "A dynamic mechanism and surplus extraction under ambiguity," Journal of Economic Theory, Elsevier, vol. 144(5), pages 2084-2114, September.
  21. Eduardo Corso, 2015. "Ambiguity and portfolio decisions," BCRA Working Paper Series 201567, Central Bank of Argentina, Economic Research Department.
  22. Menachem Brenner & Yehuda Izhakian, 2011. "Asset Priving and Ambiguity: Empirical Evidence," Working Papers 11-10, New York University, Leonard N. Stern School of Business, Department of Economics.
  23. Bond, Craig A. & Iverson, Terrence, 2011. "Modeling Information in Environmental Decision-Making," Western Economics Forum, Western Agricultural Economics Association, vol. 10(02).
  24. Lemoine, Derek M. & Traeger, Christian P., 2010. "Tipping points and ambiguity in the economics of climate change," CUDARE Working Paper Series 1111R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy, revised Dec 2011.
  25. repec:hal:journl:halshs-00721281 is not listed on IDEAS
  26. Claudio Campanale, 2011. "Learning, Ambiguity and Life-Cycle Portfolio Allocation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 339-367, April.
  27. Anat Bracha & Donald J. Brown, 2010. "Affective Decision-Making: A Theory of Optimism-Bias," Cowles Foundation Discussion Papers 1759, Cowles Foundation for Research in Economics, Yale University.
  28. Antony Millner & Simon Dietz & Geoffrey Heal, 2010. "Ambiguity and climate policy," LSE Research Online Documents on Economics 37595, London School of Economics and Political Science, LSE Library.
  29. Hui Chen & Nengjiu Ju & Jianjun Miao, 2014. "Dynamic Asset Allocation with Ambiguous Return Predictability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 799-823, October.
  30. David Backus & Axelle Ferriere & Stanley Zin, 2014. "Risk and Ambiguity in Models of Business Cycles," NBER Working Papers 20319, National Bureau of Economic Research, Inc.
  31. A. Lopez & E. Suckling & F. Otto & A. Lorenz & D. Rowlands & M. Allen, 2015. "Towards a typology for constrained climate model forecasts," Climatic Change, Springer, vol. 132(1), pages 15-29, September.
  32. Loïc Berger, 2015. "The Impact of Ambiguity Prudence on Insurance and Prevention," Working Papers 2015.15, Fondazione Eni Enrico Mattei.
  33. Loïc Berger, 2011. "Does Ambiguity Aversion Raise the Optimal Level of Effort? A Two-Period Model," Working Papers ECARES ECARES 2011-021, ULB -- Universite Libre de Bruxelles.
  34. Traeger, Christian P., 2009. "Subjective risk, confidence, and ambiguity," CUDARE Working Paper Series 1103R2, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy, revised May 2011.
  35. Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014. "Ambiguity and Reality," Working Papers on Finance 1418, University of St. Gallen, School of Finance.
  36. Iverson, Terrence, 2013. "Minimax regret discounting," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 598-608.
  37. W. Botzen & Jeroen Bergh, 2014. "Specifications of Social Welfare in Economic Studies of Climate Policy: Overview of Criteria and Related Policy Insights," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 58(1), pages 1-33, May.
  38. Kami, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications, in: Handbook of Game Theory with Economic Applications, volume 4, chapter 17, pages 901-947 Elsevier.
  39. Corbae, Dean & Marimon, Ramon, 2011. "Introduction to Incompleteness and Uncertainty in Economics," Journal of Economic Theory, Elsevier, vol. 146(3), pages 775-784, May.
  40. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
  41. Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012. "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, vol. 75(2), pages 481-489.
  42. repec:clg:wpaper:2013-27 is not listed on IDEAS
  43. Antony Millner & Simon Dietz & Geoffrey Heal, 2013. "Scientific Ambiguity and Climate Policy," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 55(1), pages 21-46, May.
  44. Salvatore Modica, 2008. "Unawareness, priors and posteriors," Decisions in Economics and Finance, Springer, vol. 31(2), pages 81-94, November.
  45. Kast, Robert & Lapied, André & Roubaud, David, 2014. "Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions," Economic Modelling, Elsevier, vol. 38(C), pages 495-503.
  46. Sujoy Mukerji & Peter Klibanoff & Kyoungwon Seo, 2011. "Relevance and Symmetry," Economics Series Working Papers 539, University of Oxford, Department of Economics.
  47. Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers 19705, National Bureau of Economic Research, Inc.
  48. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
  49. Antoine Bommier & François Le Grand, 2013. "A Robust Approach to Risk Aversion," CER-ETH Economics working paper series 13/172, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  50. Borgonovo, Emanuele & Marinacci, Massimo, 2015. "Decision analysis under ambiguity," European Journal of Operational Research, Elsevier, vol. 244(3), pages 823-836.
  51. Traeger, Christian P., 2011. "Discounting and confidence," CUDARE Working Paper Series 1117R, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy, revised Sep 2011.
  52. Massimo Guidolin & Hening Liu, 2013. "Ambiguity Aversion and Under-diversification," Working Papers 483, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  53. Pınar, Mustafa Ç., 2014. "Equilibrium in an ambiguity-averse mean–variance investors market," European Journal of Operational Research, Elsevier, vol. 237(3), pages 957-965.
  54. Huang, Yi-Chieh & Tzeng, Larry Y. & Zhao, Lin, 2015. "Comparative ambiguity aversion and downside ambiguity aversion," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 257-269.
  55. Thimme, Julian & Völkert, Clemens, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, Elsevier, vol. 27(C), pages 1-15.
  56. Anat Bracha & Donald J. Brown, 2007. "Affective Decision Making: A Behavioral Theory of Choice," Cowles Foundation Discussion Papers 1633R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2009.
  57. Hansen, Lars Peter & Sargent, Thomas J., 2015. "Four types of ignorance," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 97-113.
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