Nothing Special   »   [go: up one dir, main page]
create a website
Ambiguity shifts and the 2007–2008 financial crisis. (2012). Boyarchenko, Nina.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:59:y:2012:i:5:p:493-507.

Full description at Econpapers || Download paper

Cited: 31

Citations received by this document

Cites: 28

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743.

    Full description at Econpapers || Download paper

  2. Ambiguous Business Cycles: A Quantitative Assessment. (2020). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru ; Cakmakli, Cem .
    In: TSE Working Papers.
    RePEc:tse:wpaper:124312.

    Full description at Econpapers || Download paper

  3. Ambiguous business cycles: a quantitative assessment. (2020). Mukerji, Sujoy ; Çakmaklı, Cem ; Altug, Sumru ; Ozsoylev, Han ; Collard, Fabrice.
    In: Post-Print.
    RePEc:hal:journl:hal-03039262.

    Full description at Econpapers || Download paper

  4. Earnings volatility, ambiguity, and crisis‐period stock returns. (2020). Safdar, Irfan ; McMartin, Andrew S ; Ahmed, Anwer S.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2939-2963.

    Full description at Econpapers || Download paper

  5. Uncertainty, Pessimism and Economic Fluctuations. (2019). Pei, Guangyu .
    In: 2019 Meeting Papers.
    RePEc:red:sed019:1494.

    Full description at Econpapers || Download paper

  6. How Big are the Ambiguity-Based Premiums on Mortgage Insurances?. (2019). Chang, Chia-Chien ; Chen, Chang-Chih.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:58:y:2019:i:1:d:10.1007_s11146-016-9569-9.

    Full description at Econpapers || Download paper

  7. Ambiguity and capital structure adjustments. (2019). Chen, Chang-Chih ; Ban, Mingyuan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:242-270.

    Full description at Econpapers || Download paper

  8. Time-varying ambiguity, credit spreads, and the levered equity premium. (2019). Shi, Zhan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:3:p:617-646.

    Full description at Econpapers || Download paper

  9. Value-at-risk under ambiguity aversion. (2018). Agliardi, Rossella.
    In: Financial Innovation.
    RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0095-z.

    Full description at Econpapers || Download paper

  10. Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). , Raymond ; Trigeorgis, Lenos ; Driouchi, Tarik.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

    Full description at Econpapers || Download paper

  11. Risk Aversion, Risk Premia, and the Labor Margin with Generalized Recursive Preferences. (2018). Swanson, Eric.
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-261.

    Full description at Econpapers || Download paper

  12. Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

    Full description at Econpapers || Download paper

  13. Making Parametric Portfolio Policies Work. (2018). Gehrig, Thomas ; Westerkamp, Arne ; Sogner, Leopold .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13193.

    Full description at Econpapers || Download paper

  14. Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium. (2017). Young, Eric ; Luo, Yulei ; Nie, Jun.
    In: MPRA Paper.
    RePEc:pra:mprapa:80046.

    Full description at Econpapers || Download paper

  15. Optimal capital structure and credit spread under incomplete information. (2017). Liu, BO ; Yang, Jinqiang ; Peng, Juan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:49:y:2017:i:c:p:596-611.

    Full description at Econpapers || Download paper

  16. Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

    Full description at Econpapers || Download paper

  17. Investor Relations Quality and Mispricing. (2017). Kotchoni, Rachidi ; Mama, Houdou Basse .
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2017-33.

    Full description at Econpapers || Download paper

  18. Uncertainty: A diagrammatic treatment. (2016). Dow, Sheila.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:20163.

    Full description at Econpapers || Download paper

  19. Ambiguïté, comportements et marchés financiers. (2016). Jeleva, Meglena .
    In: Post-Print.
    RePEc:hal:journl:halshs-01109639.

    Full description at Econpapers || Download paper

  20. Sovereign Default Risk and Uncertainty Premia. (2016). Presno, Ignacio ; Pouzo, Demian.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:8:y:2016:i:3:p:230-66.

    Full description at Econpapers || Download paper

  21. Sovereign Default Risk and Uncertainty Premia. (2015). Pouzo, Demian ; Presno, Ignacio.
    In: Papers.
    RePEc:arx:papers:1512.06960.

    Full description at Econpapers || Download paper

  22. Measuring Ambiguity Aversion: A Systematic Experimental Approach. (2014). Krahnen, Jan ; Wilde, Christian ; Ockenfels, Peter .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100557.

    Full description at Econpapers || Download paper

  23. Measuring ambiguity aversion: A systematic experimental approach. (2014). Krahnen, Jan ; Wilde, Christian ; Ockenfels, Peter .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:55.

    Full description at Econpapers || Download paper

  24. Ambiguity and Reality. (2014). Wrampelmeyer, Jan ; Trojani, Fabio ; Wiehenkamp, Christian .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:18.

    Full description at Econpapers || Download paper

  25. Ambiguïté, comportements et marchés financiers. (2014). Tallon, Jean-Marc ; Jeleva, Meglena.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:14064.

    Full description at Econpapers || Download paper

  26. Ambiguïté, comportements et marchés financiers. (2014). Tallon, Jean-Marc ; Jeleva, Meglena.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01109639.

    Full description at Econpapers || Download paper

  27. Evidence for ecological learning and domain specificity in rational asset pricing and market efficiency. (2014). Goodman, James .
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:48:y:2014:i:c:p:27-39.

    Full description at Econpapers || Download paper

  28. No Good Deals - No Bad Models. (2013). cerrato, mario ; Boyarchenko, Nina ; Crosby, John ; Hodges, Stewart .
    In: Working Papers.
    RePEc:gla:glaewp:2013_04.

    Full description at Econpapers || Download paper

  29. No Good Deals - No Bad Models. (2013). cerrato, mario ; Boyarchenko, Nina ; Nina, Boyarchenko ; Stewart, Hodges ; John, Crosby ; Mario, Cerrato .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:452.

    Full description at Econpapers || Download paper

  30. No good deals—no bad models. (2012). cerrato, mario ; Boyarchenko, Nina ; Crosby, John ; Hodges, Stewart .
    In: Staff Reports.
    RePEc:fip:fednsr:589.

    Full description at Econpapers || Download paper

  31. Modeling credit contagion via the updating of fragile beliefs. (2012). Benzoni, Luca.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2012-04.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anderson, E.W. ; Hansen, L.P. ; Sargent, T.J. A quartet of semigroups for model specification, robustness, prices of risk and model detection. 2003 Journal of the European Economic Association. 1 68-123

  2. Anderson, E.W. ; Hansen, L.P. ; Sargent, T.J. Small noise methods for risk-sensitive/robust economies. 2012 Journal of Economic Dynamics and Control. 36 468-500

  3. Bansal, R. ; Yaron, A. Risks for the long-run: a potential resolution of asset pricing puzzles. 2004 Journal of Finance. 59 1481-1509

  4. Barillas, F. ; Hansen, L. ; Sargent, T. Doubts or variability?. 2009 Journal of Economic Theory. 144 2388-2418

  5. Bhamra, H. ; Kuehn, L.-A. ; Strebulaev, I. The levered equity risk premium and credit spreads: a unified framework. 2010 Review of Financial Studies. 23 645-703

  6. Black, F. ; Cox, J. Valuing corporate securities: some effects of bond indenture provisions. 1976 Journal of Finance. 31 351-367

  7. Caballero, R.J. ; Krishnamurthy, A. Collective risk management in a flight to quality episode. 2008 Journal of Finance. 63 2195-2230

  8. Campbell, J. ; Cochrane, J. By force of habit: a consumption-based explanation of aggregate stock-market behavior. 1999 Journal of Political Economy. 107 205-251

  9. Campi, M. ; James, M. Nonlinear discrete-time risk-sensitive optimal control. 1996 International Journal of Robust and Nonlinear Control. 6 1-19
    Paper not yet in RePEc: Add citation now

  10. Chen, H. Macroeconomic conditions and the puzzles of credit spreads and capital structure. 2010 Journal of Finance. 65 2171-2212

  11. Chen, L. ; Collin-Dufresne, P. ; Goldstein, R. On the relation between the credit spread puzzle and the equity premium puzzle. 2009 Review of Financial Studies. 22 3367-3409

  12. Chen, Z. ; Epstein, L.G. Ambiguity, risk and asset returns in continuous time. 2002 Econometrica. 70 1403-1443

  13. Drechsler, I., 2010. Uncertainty, time-varying fear and asset prices, Working Paper.
    Paper not yet in RePEc: Add citation now

  14. Duffie, D. ; Lando, D. Term structures of credit spreads with incomplete accounting information. 2001 Econometrica. 69 633-664

  15. Epstein, L.G. ; Miao, J. A two-person dynamic equilibrium under ambiguity. 2003 Journal of Economic Dynamics and Control. 27 1253-1288

  16. Epstein, L.G. ; Schneider, M. Ambiguity, information quality and asset pricing. 2008 Journal of Finance. LXIII 197-228

  17. Epstein, L.G. ; Zin, S. Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework. 1989 Econometrica. 57 937-969

  18. Gagliardini, P. ; Porchia, P. ; Trojani, F. Ambiguity aversion and the term structure of interest rates. 2009 Review of Financial Studies. 22 4157-4188

  19. Hansen, L. ; Sargent, T. Discounted linear exponential quadratic gaussian control. 1995 IEEE Transactions on Automatic Control. 40 968-971
    Paper not yet in RePEc: Add citation now

  20. Hansen, L. ; Sargent, T. Recursive robust estimation and control without commitment. 2007 Journal of Economic Theory. 136 1-27

  21. Hansen, L. ; Sargent, T. Robust estimation and control under commitment. 2005 Journal of Economic Theory. 124 258-301

  22. Hansen, L. ; Sargent, T. ; Tallarini, T. Robust permanent income and pricing. 1999 Review of Economic Studies. 66 873-907

  23. Leippold, M. ; Trojani, F. ; Vanini, P. Learning and asset prices under ambiguous information. 2008 Review of Financial Studies. 21 2565-2597

  24. Leland, H. Corporate debt value, bond covenants and optimal capital structure. 1994 Journal of Finance. 49 1213-1252

  25. Liu, J. ; Pan, J. ; Wang, T. An equilibrium model of rare-event premia and its implication for option smirks. 2005 Review of Financial Studies. 18 131-164

  26. Trojani, F. ; Vanini, P. A note on robustness in merton's model of intertemporal consumption and portfolio choice. 2002 Journal of Economic Dynamics and Control. 26 423-435

  27. Trojani, F. ; Vanini, P. Robustness and ambiguity aversion in general equilibria. 2004 The Review of Finance. 2 423-435
    Paper not yet in RePEc: Add citation now

  28. Uppal, R. ; Wang, T. Model misspecification and under-diversification. 2003 Journal of Finance. LIX 2465-2486

Cocites

Documents in RePEc which have cited the same bibliography

  1. Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach. (2015). Tokpavi, Sessi ; Maillet, Bertrand ; Vaucher, Benoit .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:244:y:2015:i:1:p:289-299.

    Full description at Econpapers || Download paper

  2. Uncertain dynamics, correlation effects, and robust investment decisions. (2015). Flor, Christian ; Hesel, Soren .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:278-298.

    Full description at Econpapers || Download paper

  3. Dynamic Asset Allocation with Ambiguous Return Predictability. (2014). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-77.

    Full description at Econpapers || Download paper

  4. Instabilities and robust control in natural resource management. (2013). Xepapadeas, Anastasios ; Roseta-Palma, Catarina.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:12:y:2013:i:3:p:161-180.

    Full description at Econpapers || Download paper

  5. Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:2:p:295-309.

    Full description at Econpapers || Download paper

  6. Robust portfolio choice with uncertainty about jump and diffusion risk. (2013). Larsen, Linda Sandris ; Branger, Nicole.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5036-5047.

    Full description at Econpapers || Download paper

  7. Ambiguity shifts and the 2007–2008 financial crisis. (2012). Boyarchenko, Nina.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:5:p:493-507.

    Full description at Econpapers || Download paper

  8. Three types of ambiguity. (2012). Sargent, Thomas ; Hansen, Lars ; ThomasJ. Sargent, .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:5:p:422-445.

    Full description at Econpapers || Download paper

  9. The market price of fiscal uncertainty. (2012). Schmid, Lukas ; Nguyen, Thien T. ; Croce, Mariano M..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:5:p:401-416.

    Full description at Econpapers || Download paper

  10. On model ambiguity and money neutrality. (2012). lioui, abraham ; Poncet, Patrice .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:4:p:1020-1033.

    Full description at Econpapers || Download paper

  11. Set coverage and robust policy. (2012). Onatski, Alexei ; Henry, Marc.
    In: Economics Letters.
    RePEc:eee:ecolet:v:115:y:2012:i:2:p:256-257.

    Full description at Econpapers || Download paper

  12. Small noise methods for risk-sensitive/robust economies. (2012). Sargent, Thomas ; Hansen, Lars ; Anderson, Evan ; ThomasJ. Sargent, .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:468-500.

    Full description at Econpapers || Download paper

  13. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:4:p:623-640.

    Full description at Econpapers || Download paper

  14. 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.

    Full description at Econpapers || Download paper

  15. Robust general equilibrium under stochastic volatility model. (2010). Li, Hongyi ; Wu, Chongfeng ; Xu, Weidong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:7:y:2010:i:4:p:224-231.

    Full description at Econpapers || Download paper

  16. Robust hidden Markov LQG problems. (2010). Sargent, Thomas ; Mayer, Ricardo ; Hansen, Lars.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1951-1966.

    Full description at Econpapers || Download paper

  17. Ambiguity, Learning, and Asset Returns. (2010). Miao, Jianjun ; ju, nengjiu.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:438.

    Full description at Econpapers || Download paper

  18. The impact of risk and uncertainty on expected returns. (2009). Anderson, Evan ; Ghysels, Eric ; Juergens, Jennifer L..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:2:p:233-263.

    Full description at Econpapers || Download paper

  19. Doubts or variability?. (2009). Sargent, Thomas ; Hansen, Lars ; Barillas, Francisco.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:144:y:2009:i:6:p:2388-2418.

    Full description at Econpapers || Download paper

  20. Methods for robust control. (2009). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard ; Soderstrom, Ulf .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:8:p:1604-1616.

    Full description at Econpapers || Download paper

  21. Ambiguity, Risk and Portfolio Choice under Incomplete Information. (2009). Miao, Jianjun.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:2:p:257-279.

    Full description at Econpapers || Download paper

  22. Modeling the Long Run: Valuation in Dynamic Stochastic Economies. (2008). Hansen, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14243.

    Full description at Econpapers || Download paper

  23. The market price of risk and the equity premium: A legacy of the Great Depression?. (2008). Sargent, Thomas ; Cogley, Timothy.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:454-476.

    Full description at Econpapers || Download paper

  24. Robust Monetary Policy. (2008). Altar-Samuel, Adam .
    In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
    RePEc:cab:wpaefr:21.

    Full description at Econpapers || Download paper

  25. Ambiguity Aversion and the Term Structure of Interest Rates. (2007). Trojani, Fabio ; Gagliardini, Patrick ; Porchia, Paolo .
    In: University of St. Gallen Department of Economics working paper series 2007.
    RePEc:usg:dp2007:2007-29.

    Full description at Econpapers || Download paper

  26. Beliefs, Doubts and Learning: Valuing Economic Risk. (2007). Hansen, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12948.

    Full description at Econpapers || Download paper

  27. Robust Equilibrium Yield Curves. (2007). Vincent, Nicolas ; Kleshchelski, Isaac .
    In: Cahiers de recherche.
    RePEc:iea:carech:0802.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-04 15:42:24 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.