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Risk, uncertainty, and option exercise. (2011). Wang, Neng ; Miao, Jianjun.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:35:y:2011:i:4:p:442-461.

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  1. Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph.
    In: Management Review Quarterly.
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  2. Robust irreversible investment strategy with ambiguity to jump and diffusion risk. (2023). Wang, Haijun ; Li, Shuang.
    In: International Review of Finance.
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  3. Non-tradability interval for heterogeneous rational players in the option markets. (2022). Herbon, Avi ; Shvimer, Yossi.
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  4. Modeling Uncertainty as Ambiguity: a Review. (2022). Schneider, Martin ; Ilut, Cosmin.
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  5. Investment, payout, and cash management under risk and ambiguity. (2022). Tian, Yuan ; Luo, Pengfei.
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  6. The impact of operational delay on irreversible investment under Knightian uncertainty. (2022). Delaney, Laura.
    In: Economics Letters.
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  7. Real options with overextrapolation. (2022). Zhang, Yuhua ; Peng, Juan ; Deng, Kebin.
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  10. Robust stimulus of private investment: Tax rate cut or investment subsidy?. (2022). Zhao, Siqi ; Yang, Jinqiang ; Niu, Yingjie.
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  12. Option replication with transaction cost under Knightian uncertainty. (2021). Li, Wei ; Han, Liyan ; Lin, Zhongguo.
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  14. Optimal capital structure, ambiguity aversion, and leverage puzzles. (2021). Liu, Hening ; Duan, Xiaoman ; Cao, Wenbin ; Attaoui, Sami.
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  15. Optimal stopping under model ambiguity: A time?consistent equilibrium approach. (2021). Yu, Xiang ; Huang, Yujui.
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  16. (Not) delegating decisions to experts: The effect of uncertainty. (2020). Kishishita, Daiki.
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  17. Individual antecedents of real options appraisal: The role of national culture and ambiguity. (2020). , Raymond ; Trigeorgis, Lenos ; Driouchi, Tarik.
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  18. The K-armed bandit problem with multiple priors. (2019). Li, Jian.
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  19. Investment under uncertainty with financial constraints. (2019). Yang, Jinqiang ; Wang, Neng ; Bolton, Patrick.
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  20. A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , .
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  21. The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , .
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  22. A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren.
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  23. The Rich Domain of Ambiguity Explored. (2018). Wang, Tong V ; Wakker, Peter P ; Muller, Julia ; Li, Zhihua.
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  24. Ambiguity aversion in buyer-seller relationships: A contingent-claims and social network explanation. (2018). Gao, Yongling ; Bennett, David J ; Driouchi, Tarik.
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  25. Accounting for ambiguity and trust in partial outsourcing: A behavioral real options perspective. (2018). Gao, Yongling ; Driouchi, Tarik.
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  26. IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION. (2017). Cartea, Alvaro ; Jaimungal, Sebastian.
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  27. R&D profitability: the role of risk and Knightian uncertainty. (2017). Vezzani, Antonio ; Moncada-Paternò-Castello, Pietro ; Moncada-Paternò-Castello, Pietro ; Moncada-Paternò-Castello, Pietro ; Amoroso, Sara ; Moncada-Paterno, Pietro.
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  28. Ambiguity and the corporation: Group disagreement and underinvestment. (2017). Garlappi, Lorenzo ; Lazrak, Ali ; Giammarino, Ron .
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  29. Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications. (2016). agliardi, elettra ; Spanjers, Willem .
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  30. R&D profitability: the role of risk and Knightian uncertainty. (2015). Vezzani, Antonio ; Moncada-Paternò-Castello, Pietro ; Moncada-Paternò-Castello, Pietro ; Moncada-Paternò-Castello, Pietro ; Amoroso, Sara ; Pietro Moncada-Paterno-Castello, .
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  31. Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty. (2015). VIVIANI, Jean-Laurent ; Moraux, Franck ; Fouilloux, Jessica.
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  32. Uncertain dynamics, correlation effects, and robust investment decisions. (2015). Flor, Christian ; Hesel, Soren .
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  33. Ambiguity and Reality. (2014). Wrampelmeyer, Jan ; Trojani, Fabio ; Wiehenkamp, Christian .
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  34. An escape time interpretation of robust control. (2014). Kasa, Kenneth ; Cho, Inkoo.
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  36. Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis. (2013). So, Leh-chyan.
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  37. Ambiguity in asset pricing and portfolio choice: a review of the literature. (2013). Guidolin, Massimo ; Rinaldi, Francesca.
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  38. Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim .
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  39. Optimal quality choice under uncertainty on market development. (2012). Tamini, Lota.
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  40. Asset pricing in a Lucas fruit-tree economy with the best and worst in mind. (2012). Zimper, Alexander.
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  41. Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity. (2012). Viefers, Paul .
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  42. Optimal quality choice under uncertainty on market development. (2012). Tamini, Lota .
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  43. Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints. (2011). Adachi, Takanori ; Asano, Takao.
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  44. Optimal pricing and quality choice of a monopolist under Knightian uncertainty. (2011). Shibata, Akihisa ; Asano, Takao.
    In: International Journal of Industrial Organization.
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  45. The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet–Brownian uncertainty. (2011). Sereno, Luigi ; agliardi, elettra.
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    RePEc:iea:carech:0802.

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  28. Long-term Risk: An Operator Approach. (2007). Hansen, Lars ; Sheinkman, Jose A.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000001669.

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  29. The Dynamics of Mergers and Acquisitions in Oligopolistic Industries. (2007). Miao, Jianjun ; Hackbarth, Dirk ; Wang, Neng.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-017.

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  30. Robustness and Information Processing. (2006). Kasa, Kenneth.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:9:y:2006:i:1:p:1-33.

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  31. Long Term Risk: An Operator Approach. (2006). Scheinkman, Jose ; Hansen, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12650.

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  32. Methods for Robust Control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
    In: Working Papers.
    RePEc:igi:igierp:307.

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  33. Methods for robust control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-10.

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  34. Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. (2006). Maenhout, Pascal J..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:128:y:2006:i:1:p:136-163.

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  35. Welfare-based monetary policy rules in an estimated DSGE model of the US economy. (2006). Pesenti, Paolo ; Juillard, Michel ; Karam, Philippe ; Laxton, Douglas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006613.

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  36. Rational expectations and ambiguity: A comment on Abel (2002). (2006). Zimper, Alexander.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:4:y:2006:i:2:p:1-15.

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  37. Methods for Robust Control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5638.

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  38. Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco.
    In: Finance.
    RePEc:wpa:wuwpfi:0506009.

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  39. Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.. (2005). Sargent, Thomas ; Cogley, Timothy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:2:p:262-302.

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  40. C-CAPM without Ex Post Data. (2005). Söderlind, Paul.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0039.

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  41. Robust estimation and control under commitment. (2005). Sargent, Thomas ; Hansen, Lars.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:124:y:2005:i:2:p:258-301.

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  42. Hypothesis testing for diffusion processes with continuous observations: Direct computation of large deviation results for error probabilities. (2005). Govindaraj, Suresh .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:2:y:2005:i:4:p:234-247.

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  43. Portfolio selection with two-stage preferences. (2005). Taboga, Marco.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

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  44. Risk, uncertainty and option exercise. (2004). Miao, Jianjun.
    In: Finance.
    RePEc:wpa:wuwpfi:0410013.

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  45. A Note on Consumption and Savings under Knightian Uncertainty. (2004). Miao, Jianjun.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2004:v:5:i:2:p:299-311.

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  46. Risk, Uncertainty, and Option Exercise. (2004). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
    RePEc:bos:iedwpr:dp-136.

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  47. Consumption and Saving under Knightian Uncertainty. (2003). Miao, Jianjun.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
    RePEc:bos:iedwpr:dp-134.

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  48. Ambiguity, Risk and Portfolio Choice under Incomplete Information. (2001). Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-019.

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  49. Dynamic Asset Allocation with Ambiguous Return Predictability. (2001). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-015.

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  50. Ambiguity, Learning, and Asset Returns. (2001). Miao, Jianjun ; ju, nengjiu.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-014.

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