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Temporal discounting of future risks

Yue, Chengyan; Wang, Jingjing - In: Consumer perception of product risks and benefits, (pp. 253-265). 2017

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Risks for the long run : estimation with time aggregation

Bansal, Ravi; Kiku, Dana; Yaron, Amir - In: Journal of monetary economics 82 (2016), pp. 52-69

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Portfolio choice and asset pricing under model uncertainty

Wu, Lue - 2007

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Individual decisions under risk, risk sharing and asset prices with regret

Gollier, Christian (contributor); … - 2005

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A no-arbitrage theorem for uncertain stock model

Yao, Kai - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 2, pp. 227-242

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Risk and ambiguity in models of business cycles

Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63

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Asset pricing under uncertainty about shock propagation

Branger, Nicole; Grüning, Patrick; Kraft, Holger; … - 2013 - This version: November 18, 2013

sectors with respect to shock propagation risk can lead to highly persistent aggregate price-dividend ratios. Finally, the … possibility of jumps in one sector triggering higher overall jump probabilities boosts jump risk premia while uncertainty about … the regime is the reason for sizeable diffusive risk premia. …

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Event risk, contingent claims and the temporal resolution of uncertainty

Collin-Dufresne, Pierre; Hugonnier, Julien - In: Mathematics and financial economics 8 (2014) 1, pp. 29-69

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Good deals and benchmarks in robust portfolio selection

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Universal arbitrage aggregator in discrete-time markets under uncertainty

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