Symposium Issue on Ambiguity, Robustness, and Model Uncertainty

Journal of Economic Theory ◽

10.1016/j.jet.2021.105404 ◽

2022 ◽

Vol 199 ◽

pp. 105404

Author(s):

Thomas J. Sargent ◽

Marciano Siniscalchi

Keyword(s):

Model Uncertainty

Download Full-text

The use of Identified Model Uncertainty in Control Design for the ASTREX Structure

1993 American Control Conference ◽

10.23919/acc.1993.4793457 ◽

1993 ◽

Author(s):

Henk Aling ◽

Robert L. Kosut

Keyword(s):

Model Uncertainty ◽

Download Full-text

Optimal Deployment of Drifting Acoustic Sensors: Sensitivity of Lagrangian Coherent Structure Boundaries to Model Uncertainty

10.21236/ada573214 ◽

2007 ◽

Author(s):

A. C. Poje

Keyword(s):

Coherent Structure ◽

Model Uncertainty ◽

Acoustic Sensors ◽

Lagrangian Coherent Structure ◽

Optimal Deployment

Download Full-text

Regulatory Modeling for the Idaho National Engineering and Environmental Laboratory's Subsurface Disposal Area and Conceptual Model Uncertainty Treatment

Vadose Zone Journal ◽

10.2136/vzj2004.0059 ◽

2004 ◽

Vol 3 (1) ◽

pp. 59

Author(s):

Swen Magnuson

Keyword(s):

Conceptual Model ◽

Model Uncertainty ◽

Download Full-text

Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.1102854 ◽

2008 ◽

Author(s):

Deniz Kebabci

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

Download Full-text

Model Uncertainty and Insurance of Structured Bonds

SSRN Electronic Journal ◽

10.2139/ssrn.2129785 ◽

2012 ◽

Author(s):

Ji Yeol Jimmy Oh

Keyword(s):

Model Uncertainty

Download Full-text

Advancing Style Analysis and Risk Modeling by Incorporating Model Uncertainty with Bayesian Model Averaging

SSRN Electronic Journal ◽

10.2139/ssrn.2346295 ◽

2013 ◽

Author(s):

Hao (David) Zhou

Keyword(s):

Model Uncertainty ◽

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

Style Analysis ◽

Download Full-text

Short Selling with Model Uncertainty and Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.2364929 ◽

2013 ◽

Author(s):

yun liao

Keyword(s):

Model Uncertainty ◽

Short Selling ◽

Heterogeneous Beliefs

Download Full-text

Model Uncertainty in Operational Risk Modeling

SSRN Electronic Journal ◽

10.2139/ssrn.2603369 ◽

2015 ◽

Author(s):

Daoping Yu ◽

Vytaras Brazauskas

Keyword(s):

Model Uncertainty ◽

Operational Risk ◽

Risk Modeling ◽

Operational Risk Modeling

Download Full-text

Fooled by Randomness? Financial Decision-Making Under Model Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2617151 ◽

2015 ◽

Author(s):

Elise Payzan-LeNestour

Keyword(s):

Decision Making ◽

Model Uncertainty ◽

Financial Decision Making ◽

Financial Decision

Download Full-text

Subjective Model Uncertainty, Variance Risk Premium, and Speculative Trading

SSRN Electronic Journal ◽

10.2139/ssrn.3159702 ◽

2018 ◽

Author(s):

Ming Guo

Keyword(s):

Risk Premium ◽

Model Uncertainty ◽

Variance Risk Premium ◽

Speculative Trading ◽

Download Full-text