nature of developing countries; and (4) besides adjustments in the endogenous domestic prices, the model also allows for …

consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as … market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in …, Prices of Risk, and Model Detection</li> <li>Robust Control and Model Uncertainty</li> <li>Robust Control and Model …

examples come from across the curriculum: intermediate macroeconomics, principles of microeconomics and econometrics. We hope …

This is the seventh book in a series of discussions about the great minds in the history and theory of finance. While … book describes how econometrics developed and how its underlying assumptions created the underpinning of much of modern … financial theory. The author shows that the theorists of econometrics were a mix of mathematicians and cosmologists …