Economics of Pessimism and Optimism Theory of Knightian Uncertainty and Its Applications /
| Autori principali: | , |
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| Ente Autore: | |
| Riassunto: | XX, 326 p. 12 illus. in color. text |
| Lingua: | inglese |
| Pubblicazione: |
Tokyo :
Springer Japan : Imprint: Springer,
2017.
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| Edizione: | 1st ed. 2017. |
| Soggetti: | |
| Accesso online: | https://doi.org/10.1007/978-4-431-55903-0 |
| Natura: | Elettronico Libro |
Sommario:
- 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.