Economics of Pessimism and Optimism Theory of Knightian Uncertainty and Its Applications /

Dades bibliogràfiques
Autors principals: Nishimura, Kiyohiko G. (Autor), Ozaki, Hiroyuki (Autor)
Autor corporatiu: SpringerLink (Online service)
Sumari:XX, 326 p. 12 illus. in color.
text
Idioma:anglès
Publicat: Tokyo : Springer Japan : Imprint: Springer, 2017.
Edició:1st ed. 2017.
Matèries:
Accés en línia:https://doi.org/10.1007/978-4-431-55903-0
Format: Electrònic eBook
Taula de continguts:
  • 1 Overall Introduction
  • 2 Mathematics for Reading Later Chapters
  • 3 Decision-Theoretic Foundations of Knightian Uncertainty
  • 4 Portfolio Inertia
  • 5 Equilibrium Indeterminacy in Arrow-Debreu Economy with Knightian Uncertainty
  • 6 Monetary Equilibria and Knightian Uncertainty
  • 7 Dynamic Programming
  • 8 Dynamic Asset Pricing
  • 9 Search and Knightian Uncertainty
  • 10 Irreversible Investment and Knightian Uncertainty
  • 11 Liquidity Preference and Knightian Uncertainty
  • 12 A Simple Characterization of Pessimism and Optimism: e-Contamination Versus e-Exuberance
  • 13 Persistent Pessimism and Optimism in Forecasts: Implicit Means and Law of Iterated Integrals
  • 14 Learning Under Knightian Uncertainty
  • 15 Areas of Further Research
  • Appendix Proofs of Lemmas and Theorems
  • Index.