SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A central limit theorem for sets of probability measures
16 references·0 citing·41 second hop
A central limit theorem for sets of probability measures (2022)A central limit theorem for sets of proba…Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Nonlinear Expectations and St…Ambiguity and Asset Markets (2010)Ambiguity and Asset MarketsTheory of Decision under Uncertainty (2009)Theory of Decision under Unce…Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (2009)Survey on normal distribution…Ambiguity, Information Quality, and Asset Pricing (2008)Ambiguity, Information Qualit…Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes (2006)Dynamic Monetary Risk Measure…Robust Dynamic Programming (2005)Robust Dynamic ProgrammingDynamic coherent risk measures (2004)Dynamic coherent risk measuresRecursive multiple-priors (2003)Recursive multiple-priorsStochastic Finance: An Introduction in Discrete Time (2002)Stochastic Finance: An Introd…Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Ambiguity, Risk, and Asset Re…Backward Stochastic Differential Equations in Finance (1997)Backward Stochastic Different…A Generalized dynamic programming principle and hamilton-jacobi-bellman equation (1992)A Generalized dynamic program…Adapted solution of a backward stochastic differential equation (1990)Adapted solution of a backwar…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …A comparison theorem for solutions of stochastic differential equations and its applications (1977)A comparison theorem for solu…Risk, Ambiguity, and the Savage Axioms (1961)Subjective probability and expected utility without additivity (2004)Personality Psychology and Economics (2011)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)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Brownian Motion and Stochastic Calculus (2007)Coherent Measures of Risk (1999)Continuous Martingales and Brownian Motion (1999)Ambiguous Volatility and Asset Pricing in Continuous Time (2013)Arbitrage and duality in nondominated discrete-time models (2015)Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations (2019)Investor Psychology and Security Market Under‐ and Overreactions (1998)Conditional Skewness in Asset Pricing Tests (2000)Does a Firm's Product-Recall Strategy Affect Its Financial Value? An Examination of Strategic Alternatives during Product-Harm Crises (2009)IPO first-day returns, offer price revisions, volatility, and form S-1 language (2013)Evidence on the Information Content of Text in Analyst Reports (2014)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)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)Partial Differential Equations (2010)Robust Convex Optimization (1998)Selected topics in robust convex optimization (2007)Robust Markov Decision Processes (2012)Quantifying Distributional Model Risk via Optimal Transport (2019)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Conditional logit analysis of qualitative choice behavior (1972)Prospect theory: An analysis of decision under risk (1988)DECISION THEORY UNDER AMBIGUITY (2010)“Piensa” twice: On the foreign language effect in decision making (2013)Quantum Models of Cognition and Decision (2015)Generalized deviations in risk analysis (2005)Utility maximization in incomplete markets (2005)
this work references cited by second hop

References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 2002Stochastic Finance: An Introduction in Discrete Time1,190 cited
  • 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
  • 2003Recursive multiple-priors868 cited
  • 2008Ambiguity, Information Quality, and Asset Pricing831 cited
  • 2009Theory of Decision under Uncertainty602 cited
  • 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty594 cited
  • 2005Robust Dynamic Programming579 cited
  • 2004Dynamic coherent risk measures400 cited
  • 2010Ambiguity and Asset Markets340 cited
  • 2006Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes340 cited
  • 1977A comparison theorem for solutions of stochastic differential equations and its applications304 cited
  • 1992A Generalized dynamic programming principle and hamilton-jacobi-bellman equation296 cited
  • 2009Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

220 cited

Cited by

No citing works inside the corpus for this window.