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Learning under Ambiguity - A Note on the Belief Dynamics of Epstein and Schneider (2007)
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Learning under Ambiguity - A Note on the Belief Dynamics of Epstein and Schneider (2007) (2014)Learning under Ambiguity - A Note on the …Ambiguity, Learning, and Asset Returns (2012)Ambiguity, Learning, and Asse…Maxmin expected utility with non-unique prior (2010)Maxmin expected utility with …Optimal Stopping With Multiple Priors (2009)Optimal Stopping With Multipl…Learning Under Ambiguity (2007)Learning Under AmbiguityLearning and Asset Prices Under Ambiguous Information (2007)Learning and Asset Prices Und…Irreversible investment and Knightian uncertainty (2007)Irreversible investment and K…Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Portfolio Selection with Para…Recursive multiple-priors (2003)Recursive multiple-priorsDecision-Making Under Ignorance with Implications for Social Choice (1979)Decision-Making Under Ignoran…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Investment Under Uncertainty. (1994)Coherent Measures of Risk (1999)Brownian Motion and Stochastic Calculus (2007)Risk, uncertainty, and option exercise (2010)Optimal stopping under ambiguity in continuous time (2012)Financial markets with volatility uncertainty (2014)Risk, Uncertainty and Profit (1921)The General Theory of Employment, Interest and Money. (1936)Uncertainty of uncertainty and firm cash holdings (2021)Maxmin expected utility with non-unique prior (1989)Robust Control and Model Uncertainty (2001)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Subjective probability and expected utility without additivity (2004)Personality Psychology and Economics (2011)Social Choice and Individual Values. (1951)Collective Choice and Social Welfare (1972)Corporate foreign exchange risk management: A study in decision making under uncertainty (1993)Games and Decisions (2015)Consistent Probabilistic Social Choice (2016)Cryptocurrency Valuation: An Explainable AI Approach (2023)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Risk, Uncertainty, and Expected Returns (2012)Parameter Learning in General Equilibrium: The Asset Pricing Implications (2016)Asset pricing and ambiguity: Empirical evidence (2018)Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Ambiguity, Information Quality, and Asset Pricing (2008)Ambiguous Business Cycles (2014)Optimum consumption and portfolio rules in a continuous-time model (1971)Optimal Portfolio Choice with Parameter Uncertainty (2007)Bank risk and monetary policy (2009)60 Years of portfolio optimization: Practical challenges and current trends (2013)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Differences in beliefs and currency risk premiums☆ (2010)Economic Uncertainty, Disagreement, and Credit Markets (2013)Uncertainty, Information Acquisition, and Price Swings in Asset Markets (2015)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)Robust Permanent Income and Pricing (1999)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Frameworks and Results in Distributionally Robust Optimization (2022)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2003Recursive multiple-priors868 cited
  • 2006Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach690 cited
  • 2010Maxmin expected utility with non-unique prior484 cited
  • 2012Ambiguity, Learning, and Asset Returns405 cited
  • 2007Learning Under Ambiguity364 cited
  • 2007Irreversible investment and Knightian uncertainty217 cited
  • 2009Optimal Stopping With Multiple Priors186 cited
  • 2007Learning and Asset Prices Under Ambiguous Information128 cited
  • 1979Decision-Making Under Ignorance with Implications for Social Choice110 cited

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