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Aversion to ambiguity and model misspecification in dynamic stochastic environments
Preferences that accommodate aversion to subjective uncertainty and its potential misspecification in dynamic settings are a valuable tool of analysis in many disciplines. By generalizing previous analyses, we propose a tractable approach to incorporating broadly conceived responses to uncertainty....
Autores principales: | Hansen, Lars Peter, Miao, Jianjun |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
National Academy of Sciences
2018
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6140537/ https://www.ncbi.nlm.nih.gov/pubmed/30154169 http://dx.doi.org/10.1073/pnas.1811243115 |
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