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Fallibility in formal macroeconomics and finance theory
Frydman, Roman; Goldberg, Michael D. - In: The journal of economic methodology 20 (2013) 4, pp. 386-396
Persistent link: https://www.econbiz.de/10010342014
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Uncertainty and central bank transparency : a non-Bayesian approach
Laskar, Daniel - In: Research in economics : an international review of economics 66 (2012) 1, pp. 82-96
Persistent link: https://www.econbiz.de/10009540152
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Brownian equilibria under Knightian uncertainty
Beißner, Patrick - In: Mathematics and financial economics 9 (2015) 1, pp. 39-56
Persistent link: https://www.econbiz.de/10010500697
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Dynamic consistent alpha-maxim expected utility
Beißner, Patrick; Lin, Qian - 2015
utility under a nonlinear expectation, and show monotonicity and continuity of utility. Risk aversion is characterized, and …
Persistent link: https://www.econbiz.de/10010477162
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The existence and efficiency of general equilibrium with incomplete markets under Knightian uncertainty
Ma, Wei - In: Economics letters 134 (2015), pp. 78-81
Persistent link: https://www.econbiz.de/10011432297
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A note on the perpetual American straddle
Obradović, Lazar - 2016
Persistent link: https://www.econbiz.de/10011499225
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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
the consumption-based specification of the risk premium. The relevance of Knightian uncertainty is inconsistent with all … REH models, regardless of how they specify the market's risk premium. The authors' evidence is also inconsistent with …
Persistent link: https://www.econbiz.de/10011309720
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Online discrete optimization in social networks in the presence of Knightian uncertainty
Raginsky, Maxim; Nedić, Angelia - In: Operations research 64 (2016) 3, pp. 662-679
Persistent link: https://www.econbiz.de/10011508037
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Information inertia
Condie, Scott; Ganguli, Jayant; Illeditsch, Philipp Karl - 2015
Persistent link: https://www.econbiz.de/10011393178
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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
the consumption-based specification of the risk premium. The relevance of Knightian uncertainty is inconsistent with all … REH models, regardless of how they specify the market's risk premium. Our evidence is also inconsistent with bubble …
Persistent link: https://www.econbiz.de/10011279656