Uncertainty Outside and Inside Economic Models
Year of publication: |
2014
|
---|---|
Authors: | Hansen, Lars Peter |
Institutions: | Becker Friedman Institute for Research in Economics, University of Chicago |
Subject: | uncertainty | Knightian Uncertainty | Asset pricing | dynamic models |
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Brownian equilibria under Knightian uncertainty
Beißner, Patrick, (2015)
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Non-implementability of Arrow-Debreu equilibria by continuous trading under knightian uncertainty
Riedel, Frank, (2014)
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Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Beißner, Patrick, (2018)
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Recursive Utility in a Markov Environment with Stochastic Growth
Hansen, Lars Peter, (2012)
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Challenges in Identifying and Measuring Systemic Risk
Hansen, Lars Peter, (2012)
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Risk Pricing over Alternative Investment Horizons
Hansen, Lars Peter, (2012)
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