Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions
Year of publication: |
2014
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Authors: | Kast, Robert ; Lapied, André ; Roubaud, David |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 38.2014, C, p. 495-503
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Publisher: |
Elsevier |
Subject: | Ambiguity models | Choquet–Brownian motion | Random walk | Dynamic consistency | Capacities |
Type of publication: | Article |
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Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D83 - Search, Learning, Information and Knowledge ; D92 - Intertemporal Firm Choice and Growth, Investment, or Financing ; G31 - Capital Budgeting; Investment Policy |
Source: |
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Kast, Robert, (2014)
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Dynamically Consistent Conditional Choquet Capacities
Kast, Robert, (2007)
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Anxiety, overconfidence, and excessive risk taking
Eisenbach, Thomas M., (2015)
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Kast, Robert, (2014)
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Real Options under Choquet-Brownian Ambiguitys
Roubaud, David, (2010)
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Real Options under Choquet-Brownian Ambiguity
Roubaud, David, (2010)
- More ...