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Boyarchenko, Nina; Cerrato, Mario; Crosby, John; … - 2012

Faced with the problem of pricing complex contingent claims, investors seek to make their valuations robust to model uncertainty. We construct a notion of a modeluncertainty-induced utility function and show that model uncertainty increases investors' effective risk aversion. Using this utility...

Persistent link: https://www.econbiz.de/10009679505

Electric sector capacity planning under uncertainty : climate policy and natural gas in the US

Bistline, John E. - In: Energy economics 51 (2015), pp. 236-251

Persistent link: https://www.econbiz.de/10011564838

Empirical evidence on the dynamics of investment under uncertainty in the U.S.

Haque, Qazi; Magnusson, Leandro M.; Tomioka, Kazuki - 2019

Persistent link: https://www.econbiz.de/10012208719

Model and survey estimates of the term structure of US macroeconomic uncertainty

Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 33 (2017) 3, pp. 591-604

Persistent link: https://www.econbiz.de/10011746192

US shocks and the uncovered interest rate parity

Li, Mengheng; Fu, Bowen - 2020

Persistent link: https://www.econbiz.de/10012533932

Social anchor effects in decision-making under ambiguity

Lahno, Amrei M. - 2014

I experimentally examine whether feedback about others' choices provides an anchor for decision-making under ambiguity … relative ambiguity attitude (compared to the peer's) significantly matters for shifts in individual attitudes, and that … dynamics considerably differ between gain and loss domains. For gains, learning to be comparably ambiguity averse increases the …

Persistent link: https://www.econbiz.de/10010364762