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Four types of ignorance

Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113

Persistent link: https://www.econbiz.de/10011326677

Dynamic asset allocation with ambiguous return predictability

Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823

Persistent link: https://www.econbiz.de/10011281431

Entropy coherent and entropy convex measures of risk

Laeven, Roger J. A.; Stadje, Mitja - In: Mathematics of operations research 38 (2013) 2, pp. 265-293

Persistent link: https://www.econbiz.de/10009751526

Characterization, robustness, and aggregation of signed Choquet integrals

Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. - In: Mathematics of operations research 45 (2020) 3, pp. 993-1015

Persistent link: https://www.econbiz.de/10012293365

Chapter 20. Wanting Robustness in Macroeconomics

Hansen, Lars Peter; Sargent, Thomas J. - In: Handbook of monetary economics : volume 3, (pp. 1097-1157). 2010

. Detection error probabilities can be used to discipline empirically plausible amounts of robustness. We describe applications to … asset pricing uncertainty premia and design of robust macroeconomic policies. …

Persistent link: https://www.econbiz.de/10014025622

Too good to be true? Fallacies in evaluating risk factor models

Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of financial economics 132 (2019) 2, pp. 451-471

Persistent link: https://www.econbiz.de/10012136929

Too good to be true? : fallacies in evaluating risk factor models

Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - 2017

This paper is concerned with statistical inference and model evaluation in possibly misspecified and unidentified linear asset-pricing models estimated by maximum likelihood and one-step generalized method of moments. Strikingly, when spurious factors (that is, factors that are uncorrelated with...

Persistent link: https://www.econbiz.de/10011757568

Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy

Agliardi, Elettra; Xepapadeas, Anastasios - In: Journal of economic dynamics & control 139 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013464797

Uncertainty of supply chains : risk and ambiguity

Kancs, D'Artis - In: The world economy : the leading journal on … 47 (2024) 5, pp. 2009-2033

Persistent link: https://www.econbiz.de/10014540720

Uncertainty and resilience in strategic management : profile of a robust company

Gleißner, Werner - In: International journal of risk assessment and management … 26 (2023) 1, pp. 75-94

Persistent link: https://www.econbiz.de/10014312170

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