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Consumption and Saving under Knightian Uncertainty
16 references·0 citing·34 second hop
Consumption and Saving under Knightian Uncertainty (2003)Consumption and Saving under Knightian Un…Intertemporal asset pricing under knightian uncertainty (2004)Intertemporal asset pricing u…Recursive multiple-priors (2003)Recursive multiple-priorsA Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)A Quartet of Semigroups for M…Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Ambiguity, Risk, and Asset Re…Robust Permanent Income and Pricing (1999)Robust Permanent Income and P…A Definition of Uncertainty Aversion (1999)A Definition of Uncertainty A…Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Consumption puzzles and precautionary savings (1990)Consumption puzzles and preca…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence (1989)Optimal Consumption with Stoc…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Saving and Uncertainty: The Precautionary Demand for Saving (1968)Saving and Uncertainty: The P…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…A Theory of the Consumption Function (1958)A Theory of the Consumption F…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitUtility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)Measuring Expectations (2004)How do house prices affect consumption? Evidence from micro data (2006)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Robust Control and Model Uncertainty (2001)Robust Portfolio Rules and Asset Pricing (2004)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Ambiguity, Information Quality, and Asset Pricing (2008)Precautionary Saving in the Small and in the Large (1990)A Contribution to the Empirics of Economic Growth (1992)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Consumption Over the Life Cycle (2002)Time Discounting and Time Preference: A Critical Review (2002)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)DO NATURAL DISASTERS PROMOTE LONG‐RUN GROWTH? (2002)The analysis of household surveys (1997)Conditional Skewness in Asset Pricing Tests (2000)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1968Saving and Uncertainty: The Precautionary Demand for Saving1,376 cited
  • 1958A Theory of the Consumption Function1,123 cited
  • 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
  • 1989Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence904 cited
  • 2003Recursive multiple-priors868 cited
  • 2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection635 cited
  • 2004Intertemporal asset pricing under knightian uncertainty597 cited
  • 1990Consumption puzzles and precautionary savings549 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 1999

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Robust Permanent Income and Pricing
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