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~isPartOf:"Journal of economic theory"
~subject:"Estimation theory"
~subject:"Modellierung"
~subject:"Robust optimization"
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Estimation theory
Modellierung
Robust optimization
Robust statistics
26
Robustes Verfahren
26
Decision under uncertainty
11
Entscheidung unter Unsicherheit
11
Robustness
10
Theorie
10
Theory
10
Game theory
9
Spieltheorie
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Incomplete information
6
Risiko
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Risk
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Scientific modelling
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Entropie
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Entropy
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Mechanism design
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CAPM
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Mechanismus-Design-Theorie
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Nash equilibrium
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Auction theory
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Auktionstheorie
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Nichtkooperatives Spiel
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Noncooperative game
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Portfolio selection
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Portfolio-Management
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Prinzipal-Agent-Theorie
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Relative entropy
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Robust control
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Hansen, Lars Peter
3
Sargent, Thomas J.
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DeMarzo, Peter M.
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Kremer, Ilan
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Maenhout, Pascal J.
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Mansour, Yishay
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Meyer-Gohde, Alexander
1
Rustichini, Aldo
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Siniscalchi, Marciano
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Szőke, Bálint
1
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1
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Journal of economic theory
European journal of operational research : EJOR
118
Computers & operations research : and their applications to problems of world concern ; an international journal
34
Journal of econometrics
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Operations research letters
26
KBI
20
Transportation research / E : an international journal
20
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Omega : the international journal of management science
16
Economics letters
15
International journal of production economics
15
Cahiers du Département d'Econométrie
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of the American Statistical Association : JASA
12
Econometric theory
11
NBER Working Paper
11
NBER working paper series
11
Computational Management Science : CMS
10
Discussion paper / Center for Economic Research, Tilburg University
9
Cowles Foundation Discussion Paper
8
EURO journal on computational optimization
8
Finance research letters
8
Insurance / Mathematics & economics
8
OR spectrum : quantitative approaches in management
8
Discussion paper series / IZA
7
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
IZA Discussion Paper
7
International journal of production research
7
CESifo Working Paper Series
6
Cowles Foundation discussion paper
6
Energy economics
6
International journal of forecasting
6
Journal of financial econometrics
6
Operations research
6
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
6
Computational economics
5
Department of Economics discussion paper series / University of Oxford
5
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1
Structured ambiguity and model misspecification
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013193315
Saved in:
2
Estimating robustness
Szőke, Bálint
- In:
Journal of economic theory
199
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10013193377
Saved in:
3
Generalized entropy and model uncertainty
Meyer-Gohde, Alexander
- In:
Journal of economic theory
183
(
2019
),
pp. 312-343
Persistent link: https://www.econbiz.de/10012131342
Saved in:
4
Robust option pricing : Hannan and Blackwell meet Black and Scholes
DeMarzo, Peter M.
;
Kremer, Ilan
;
Mansour, Yishay
- In:
Journal of economic theory
163
(
2016
),
pp. 410-434
Persistent link: https://www.econbiz.de/10011593386
Saved in:
5
Model uncertainty and robustness
In:
Journal of economic theory
128
(
2006
)
1
,
pp. 1-163
Persistent link: https://www.econbiz.de/10003335319
Saved in:
6
Introduction to model uncertainty and robustness
Hansen, Lars Peter
;
Maenhout, Pascal J.
;
Rustichini, Aldo
; …
- In:
Journal of economic theory
128
(
2006
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10003335321
Saved in:
7
Robust control and model misspecification
Hansen, Lars Peter
;
Sargent, Thomas J.
;
Turmuhambetova, …
- In:
Journal of economic theory
128
(
2006
)
1
,
pp. 45-90
Persistent link: https://www.econbiz.de/10003335327
Saved in:
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