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Fragile beliefs and the price of uncertainty
16 references·16 citing·45 second hopsampled
Fragile beliefs and the price of uncertainty (2010)Fragile beliefs and the price of uncertai…Ambiguity, Information Quality, and Asset Pricing (2008)Ambiguity, Information Qualit…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.Stochastic Differential Utility (1992)Stochastic Differential Utili…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (1987)The Role of Conditioning Info…Formulating and estimating dynamic linear rational expectations models (1980)Formulating and estimating dy…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Belief Disagreement and Portfolio Choice (2018)Belief Disagreement and Portf…Ambiguity and the historical equity premium (2018)Ambiguity and the historical …What Is the Consumption-CAPM Missing? 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(1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)The Pricing of Options and Corporate Liabilities (1973)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)The Cross-Section of Expected Stock Returns (1992)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)The short of it: Investor sentiment and anomalies (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
  • 1987The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models980 cited
  • 1980Formulating and estimating dynamic linear rational expectations models

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877 cited
  • 2008Ambiguity, Information Quality, and Asset Pricing831 cited
  • Cited by

    • 2016Parameter Learning in General Equilibrium: The Asset Pricing Implications213 cited
    • 2014Nobel Lecture: Uncertainty Outside and Inside Economic Models152 cited
    • 2015Learning about Consumption Dynamics136 cited
    • 2012Complexity, economics, and public policy116 cited
    • 2012Challenges in Identifying and Measuring Systemic Risk101 cited
    • 2016What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models92 cited
    • 2012Parameter Learning in General Equilibrium: The Asset Pricing Implications86 cited
    • 2015Modeling Credit Contagion via the Updating of Fragile Beliefs85 cited
    • 2016Growth-Rate and Uncertainty Shocks in Consumption: Cross-Country Evidence82 cited
    • 2018Belief Disagreement and Portfolio Choice82 cited
    • 2011Learning and Asset-price Jumps79 cited
    • 2018Ambiguity and the historical equity premium73 cited
    • 2014Ambiguity Aversion and Asset Prices in Production Economies69 cited
    • 2009Fire Sales in a Model of Complexity67 cited
    • 2013Dynamic asset allocation with ambiguous return predictability64 cited
    • 2013Bank Capital Requirements: A Quantitative Analysis62 cited