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Ambiguity and reality
Trojani, Fabio; Wiehenkamp, Christian; Wrampelmeyer, Jan - 2014 - This version: December 4, 2014
Persistent link: https://www.econbiz.de/10011343854
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Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
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Ambiguity and risk in the oil market
Ayoub, Mahmoud; Qadan, Mahmoud - In: Economic modelling 132 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014547975
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The performativity of risk management frameworks and technologies : the translation of uncertainties into pure and impure risks
Themsen, Tim Neerup; Skærbæk, Peter - In: Accounting, organizations and society : an … 67 (2018), pp. 20-33
Persistent link: https://www.econbiz.de/10011881114
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Learning under ambiguity
Epstein, Larry G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003324041
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Learning under ambiguity
Epstein, Larry G.; Schneider, Martin - In: The review of economic studies 74 (2007) 4, pp. 1275-1303
Persistent link: https://www.econbiz.de/10003537527
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A Bayesian model of Knightian uncertainty
Najjar, Nabil I. al-; Weinstein, Jonathan - In: Theory and decision : an international journal for … 78 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10010513961
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Knightian uncertainty and stock-price movements : why the REH present-value model failed empirically
Frydman, Roman; Goldberg, Michael D.; Mangee, Nicholas - 2015
Macroeconomic models that are based on either the rational expectations hypothesis (REH) or behavioral considerations share a core premise: all future market outcomes can be characterized ex ante with a single overarching probability distribution. This paper assesses the empirical relevance of...
Persistent link: https://www.econbiz.de/10011279656
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Knightian uncertainty and stock-price movements : why the REH present-value model failed empirically
Frydman, Roman; Goldberg, Michael D.; Mangee, Nicholas - 2015
Macroeconomic models that are based on either the rational expectations hypothesis (REH) or behavioral considerations share a core premise: All future market outcomes can be characterized ex ante with a single overarching probability distribution. This paper assesses the empirical relevance of...
Persistent link: https://www.econbiz.de/10011309720
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No good deals : no bad models
Boyarchenko, Nina; Cerrato, Mario; Crosby, John; … - 2013
Persistent link: https://www.econbiz.de/10009722399