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Search: subject:"Knightian uncertainty"
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Monetary policy
General equilibrium
Knightian uncertainty
261
Decision under uncertainty
137
Entscheidung unter Unsicherheit
137
Theorie
110
Theory
103
Risk
85
Risiko
81
Knightian Uncertainty
73
Ambiguity
54
Erwartungsnutzen
36
Expected utility
35
ambiguity
33
Portfolio-Management
24
Portfolio selection
23
Risikoaversion
20
Risk aversion
20
Präferenztheorie
19
Ellsberg paradox
18
Allgemeines Gleichgewicht
17
Spieltheorie
17
CAPM
16
Game theory
16
Theory of preferences
16
Choquet expected utility
14
Option pricing theory
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Optionspreistheorie
14
Ambiguity Aversion
13
Ambiguity aversion
12
Volatility
12
Volatilität
12
Entrepreneurship
11
Experiment
11
Nash equilibrium
11
robust control
11
Incomplete information
10
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11
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11
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English
26
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2
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Ben-Haim, Yakov
8
Beißner, Patrick
6
End, Jan-Willem van den
4
Demertzis, Maria
3
Eitrheim, Øyvind
3
Hervés-Beloso, Carlos
3
Riedel, Frank
3
Akram, Qaisar Farooq
2
Castro, Luciano I. de
2
Chateauneuf, Alain
2
Ma, Wei
2
Rigotti, Luca
2
Shannon, Chris
2
Tillmann, Peter
2
Akram, Q. Farooq
1
Correia-da-Silva, Joao
1
Correia-da-Silva, João
1
Correira-da-Silva, João
1
Laskar, Daniel
1
Obradović, Lazar
1
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1
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Faculdade de Economia, Universidade do Porto
1
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
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2
Economics letters
2
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2
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2
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1
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ECONIS (ZBW)
24
RePEc
4
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1
Prices and taxes in a Ramsey climate policy model under heterogeneous beliefs and ambiguity
Von zur Mühlen, Peter
- In:
Economies : open access journal
10
(
2022
)
10
,
pp. 1-56
In a Ramsey policy regime, heterogeneity in beliefs about the potential costs of climate change is shown to produce policy ambiguities that alter carbon prices and taxation. Three sources of ambiguity are considered: (i) the private sector is skeptical, with beliefs that are unknown to the...
Persistent link: https://www.econbiz.de/10013498952
Saved in:
2
Assessing uncertainty in the natural rate of interest : info-gap as guide for monetary policy in the euro area
Ben-Haim, Yakov
;
End, Jan-Willem van den
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3228-3245
Persistent link: https://www.econbiz.de/10013329858
Saved in:
3
Fundamental uncertainty about the natural rate of interest : info-gap as guide for monetary policy
Ben-Haim, Yakov
;
End, Jan-Willem van den
-
2019
Persistent link: https://www.econbiz.de/10012062571
Saved in:
4
Fundamental uncertainty and unconventional monetary policy : an info-gap-approach
Ben-Haim, Yakov
;
Demertzis, Maria
;
End, Jan-Willem van den
-
2017
Persistent link: https://www.econbiz.de/10011617876
Saved in:
5
A note on the perpetual American straddle
Obradović, Lazar
-
2016
Persistent link: https://www.econbiz.de/10011499225
Saved in:
6
Knight-Walras equilibria
Beißner, Patrick
;
Riedel, Frank
-
2016
-
First version: May 14, 2016
Knightian
uncertainty
leads naturally to nonlinear expectations. We introduce a corresponding equilibrium concept with … introduction of
Knightian
uncertainty
. …
Persistent link: https://www.econbiz.de/10011477416
Saved in:
7
Evaluating monetary policy rules under fundamental uncertainty : an info-gap approach
Ben-Haim, Yakov
;
Demertzis, Maria
;
End, Jan-Willem van den
- In:
Economic modelling
73
(
2018
),
pp. 55-70
Persistent link: https://www.econbiz.de/10012100500
Saved in:
8
Real indeterminacy of general equilibrium under
Knightian
uncertainty
Ma, Wei
- In:
Journal of mathematical economics
79
(
2018
),
pp. 106-111
Persistent link: https://www.econbiz.de/10012105620
Saved in:
9
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Beißner, Patrick
;
Riedel, Frank
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 603-620
Persistent link: https://www.econbiz.de/10011945876
Saved in:
10
Equilibrium prices and trade under ambiguous volatility
Beißner, Patrick
- In:
Economic theory : official journal of the Society for …
64
(
2017
)
2
,
pp. 213-238
Persistent link: https://www.econbiz.de/10011740090
Saved in:
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