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Dynamically consistent investment under model uncertainty: the robust forward criteria
16 references·0 citing·33 second hop
Dynamically consistent investment under model uncertainty: the robust forward criteria (2018)Dynamically consistent investment under m…Theory of games and economic behavior (2019)Theory of games and economic …A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceHandbook of the Economics of Finance (2013)Handbook of the Economics of …Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Backward Stochastic Differential Equations in Finance (1997)Backward Stochastic Different…Stochastic Differential Utility (1992)Stochastic Differential Utili…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Theory of Games and Economic Behavior (1947)Theory of Games and Economic …Theory of Games and Economic Behavior (1945)Theory of Games and Economic …Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitAspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Utility 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)A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Psychology and Economics (1997)Judgment under Uncertainty: Heuristics and Biases (1975)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)The Pricing of Options and Corporate Liabilities (1973)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Backward stochastic differential equations and partial differential equations with quadratic growth (2000)Theory of rational option pricing (2005)Brownian Motion and Stochastic Calculus (2007)Partial Differential Equations (2010)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)Advances in prospect theory: Cumulative representation of uncertainty (1992)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Representative design and probabilistic theory in a functional psychology. (1955)Features of similarity. (1977)Evolutionary game dynamics (2003)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1945Theory of Games and Economic Behavior4,006 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 1947Theory of Games and Economic Behavior2,327 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences

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