Ambiguity and Reality
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More about this item
Keywords
Knightian Uncertainty; Model Risk; Ambiguity Aversion; Robust Econometrics; Portfolio Choice; Option Pricing;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2015-01-31 (Operations Research)
- NEP-UPT-2015-01-31 (Utility Models and Prospect Theory)
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