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Dynamic portfolio decisions with climate risk and model uncertainty

Rubtsov, Alexey; Shen, Sally - In: Journal of sustainable finance & investment 14 (2024) 2, pp. 344-365

Persistent link: https://www.econbiz.de/10014563824

Decision tools for adaptation to climate change : portfolio analysis of tea plantation investments in Rwanda

Fraschini, Filippo; Hunt, Alistair; Zoboli, Roberto - In: Ecological economics : the transdisciplinary journal of … 200 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013372842

Essays on barriers to growth, strategic behavior and uncertainty

Livshits, Igor - 2002

Persistent link: https://www.econbiz.de/10003777015

Robust portfolio choice with ambiguity and learning about return predictability

Branger, Nicole; Larsen, Linda Sandris; Munk, Claus - In: Journal of banking & finance 37 (2013) 5, pp. 1397-1411

Persistent link: https://www.econbiz.de/10009729098

Life-Cycle Asset Allocation with Ambiguity Aversion and Learning

Peijnenburg, Kim - 2016

Ambiguity and learning about the equity premium can simultaneously explain the low fraction of financial wealth …

Persistent link: https://www.econbiz.de/10013008689

Life-cycle asset allocation with ambiguity aversion and learning

Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994

Persistent link: https://www.econbiz.de/10011959061

Optimal investment in ambiguous financial markets with learning

Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410

Persistent link: https://www.econbiz.de/10014562844

Learning under ambiguity : a note on the belief dynamics of Epstein and Schneider (2007)

Heyen, Daniel - 2014

Epstein and Schneider (2007) develop a framework of learning under ambiguity, generalizing maxmin preferences of Gilboa … rejection of initial priors that have become implausible over the learning process. I demonstrate that this feature of ex …

Persistent link: https://www.econbiz.de/10010424809

Welfare effects of information and rationality in portfolio decisions under parameter uncertainty

Longo, M.; Mainini, A. - In: Quantitative finance 18 (2018) 12, pp. 2035-2050

Persistent link: https://www.econbiz.de/10012262961

Biased learning under ambiguous information

Chen, Jaden Yang - In: Journal of economic theory 203 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013374966

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