Boyarchenko, Nina; Cerrato, Mario; Crosby, John; … - 2012
uncertainty. We construct a notion of a modeluncertainty-induced utility function and show that model uncertainty increases …-Requejo (2000) to compute lower and upper gooddeal bounds in the presence of model uncertainty. We illustrate the methodology using … some numerical examples. -- asset pricing theory ; good-deal bounds ; Knightian uncertainty ; model uncertainty …