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Entrepreneurial decisions with idiosyncratic risk and unknown profitability
Zhang, Wenlong; Wang, Haijun - In: Economic modelling 103 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013163905
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Ignorance, pervasive uncertainty and household finance
Luo, Yulei; Nie, Jun; Wang, Haijun - In: Journal of economic theory 199 (2022), pp. 1-34
Persistent link: https://www.econbiz.de/10013193347
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Robust irreversible investment strategy with ambiguity to jump and diffusion risk
Li, Shuang; Wang, Haijun - In: International review of finance : the official journal … 23 (2023) 3, pp. 645-665
Persistent link: https://www.econbiz.de/10014368442
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Uncertainty measure : as a proxy for the degree of market imperfection
Zhang, Hailiang; Muhammad, Atif Sattar; Wang, Haijun - In: International review of economics & finance : IREF 89 (2024) 2, pp. 159-171
Persistent link: https://www.econbiz.de/10014446735
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Ambiguous consumption and asset allocation with unknown Markovian income growth
Luo, Yulei; Nie, Jun; Wang, Haijun - In: Annals of economics and finance 24 (2023) 2, pp. 237-275
Persistent link: https://www.econbiz.de/10014518842