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

Chi tiết về thư mục
Những tác giả chính: Nishimura, Kiyohiko G. (Tác giả), Ozaki, Hiroyuki (Tác giả)
Tác giả của công ty: SpringerLink (Online service)
Tóm tắt:XX, 326 p. 12 illus. in color.
text
Ngôn ngữ:Tiếng Anh
Được phát hành: Tokyo : Springer Japan : Imprint: Springer, 2017.
Phiên bản:1st ed. 2017.
Những chủ đề:
Truy cập trực tuyến:https://doi.org/10.1007/978-4-431-55903-0
Định dạng: Điện tử eBook
Mục lục:
  • 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.