Search Results - subject:"Resolution of uncertainty"

Costly information acquisition and the temporal resolution of uncertainty

Pennesi, Daniele - In: Journal of mathematical economics 60 (2015), pp. 115-122

Persistent link: https://www.econbiz.de/10011573758

Does R & D create or resolve uncertainty?

Blazenko, George W.; Yeung, Wing Him - In: Journal of risk finance : the convergence of financial … 16 (2015) 5, pp. 536-553

Persistent link: https://www.econbiz.de/10011531078

Option Values and the Choice of Trade Agreements

Appelbaum, Elie; Melatos, Mark - Department of Economics, York University - 2014

also examine the timing of the resolution of uncertainty and its effect on the choice of TAs and show that it can …

Persistent link: https://www.econbiz.de/10011133546

Event risk, contingent claims and the temporal resolution of uncertainty

Collin-Dufresne, Pierre; Hugonnier, Julien - In: Mathematics and financial economics 8 (2014) 1, pp. 29-69

Persistent link: https://www.econbiz.de/10010235418

Concavity of the consumption function with recursive preferences

Malamud, Semyon - 2014

-separability. Namely, if an agent maximizing an isoelastic recursive utility has preferences for early resolution of uncertainty, there … cient conditions guaranteeing that the consumption function is concave if the agent has preferences for late resolution of … uncertainty …

Persistent link: https://www.econbiz.de/10010412680

A Note on the Relation between Risk Aversion, Intertemporal Substitution and Timing of the Resolution of Uncertainty

Etner, Johanna - In: Annals of Economics and Finance 7 (2006) 2, pp. 251-256

. Kreps and Porteus (1978) one introduces the concept of timing of resolution of uncertainty. This paper proposes to …

Persistent link: https://www.econbiz.de/10009228648

A Theory of Subjective Learning, Third Version

Dillenberger, David; Lleras, Juan Sebastian; Sadowski, … - Department of Economics, University of Pennsylvania - 2012

We study an individual who faces a dynamic decision problem in which the process of information arrival is unobserved by the analyst. We elicit subjective information directly from choice behavior by deriving two utility representations of preferences over menus of acts. One representation...

Persistent link: https://www.econbiz.de/10010822917

A Theory of Subjective Learning, Second Version

Dillenberger, David; Lleras, Juan Sebastian; Sadowski, … - Department of Economics, University of Pennsylvania - 2012

Persistent link: https://www.econbiz.de/10010822938

Generalized Partition and Subjective Filtration

Dillenberger, David; Sadowski, Philipp - Department of Economics, University of Pennsylvania - 2012

share the same prior beliefs. We apply the model to study an individual who anticipates gradual resolution of uncertainty …

Persistent link: https://www.econbiz.de/10010578420

How Does Uncertainty Affect the Choice of Trade AgreementsF

Appelbaum, Elie; Melatos, Mark - Department of Economics, York University - 2012

resolution of uncertainty can signiFcantly impact the type of trade agreement that countries wish to form. …

Persistent link: https://www.econbiz.de/10010587845