1. An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs. (2025). Mita, Daiya ; Takahashi, Akihiko ; Saito, Taiga.
   In: CARF F-Series.
   RePEc:cfi:fseres:cf603.

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2. Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance. (2024). Zenios, Stavros ; Lotfi, Somayyeh.
   In: Review of Managerial Science.
   RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00715-z.

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3. A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:114:y:2024:i:c:p:132-155.

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4. A continuous-time macro-finance model with Knightian uncertainty. (2023). Yan, Jingzhou ; Mao, Jie ; Shen, Guanxiong.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002244.

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5. Ambiguous price formation. (2023). He, Xuezhong (Tony) ; Aliyev, Nihad.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356.

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6. New experimental evidence on the relationship between home bias, ambiguity aversion and familiarity heuristics. (2023). Dlugosch, Dennis ; Wang, Mei ; Horn, Kristian.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000243.

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7. Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Drobetz, Wolfgang ; Monkemeyer, Marwin ; Requejo, Ignacio ; Schroder, Henning.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269.

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8. No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Socaciu, Erzsebet-Mirjam ; Benedek, Botond ; Nagy, Balint-Zsolt.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619.

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9. Sustainable investment under ESG volatility and ambiguity. (2023). Shan, Xun ; Yan, Qianhui ; Luo, Deqing.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002833.

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10. A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Forthcoming in Insurance: Mathematics and Economics). (2023). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf576.

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11. Introduction to the special issue in honor of Larry Epstein. (2022). Miao, Jianjun.
    In: Economic Theory.
    RePEc:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-022-01450-4.

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12. Equilibrium CEO contract with belief heterogeneity. (2022). Bianchi, Milo ; Dana, Rose-Anne ; Jouini, Elyes.
    In: Economic Theory.
    RePEc:spr:joecth:v:74:y:2022:i:2:d:10.1007_s00199-022-01440-6.

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13. Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors. (2022). Honda, Toshiki ; Hara, Chiaki.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:6:p:4246-4260.

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14. Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data. (2022). Dlugosch, Dennis ; Wang, Mei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001054.

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15. Welfare implications of mitigating investment uncertainty. (2021). Ogawa, Takayuki ; Sakamoto, Jun.
    In: Annals of Finance.
    RePEc:kap:annfin:v:17:y:2021:i:4:d:10.1007_s10436-021-00395-3.

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16. Time-consistency of optimal investment under smooth ambiguity. (2021). Schweizer, Nikolaus ; Mahayni, Antje ; Balter, Anne G.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:293:y:2021:i:2:p:643-657.

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17. Imposing choice on the uninformed: the case of dynamic currency conversion. (2020). Ewerhart, Christian ; Li, Sheng.
    In: ECON - Working Papers.
    RePEc:zur:econwp:345.

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18. Portfolio allocation problems between risky and ambiguous assets. (2020). Osaki, Yusuke ; Asano, Takao.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:284:y:2020:i:1:d:10.1007_s10479-019-03206-1.

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19. On booms that never bust: Ambiguity in experimental asset markets with bubbles. (2020). Kujal, Praveen ; Hernan Gonzalez, Roberto ; Corgnet, Brice ; Hernan-Gonzalez, Roberto.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301514.

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20. Ambiguity Aversion and the Variance Premium. (2019). Wei, Bin ; Miao, Jianjun ; Zhou, Hao.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:09:y:2019:i:02:n:s2010139219500034.

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21. Ambiguity sensitive preferences in Ellsberg frameworks. (2019). Svindland, Gregor ; Ravanelli, Claudia.
    In: Economic Theory.
    RePEc:spr:joecth:v:67:y:2019:i:1:d:10.1007_s00199-017-1095-3.

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22. Ambiguity Preferences and Portfolio Choices: Evidence from the Field. (2019). Tallon, Jean-Marc ; Bianchi, Milo.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:4:p:1486-1501.

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23. A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Alvarez, Luis ; Christensen, Soren.
    In: Papers.
    RePEc:arx:papers:1907.04046.

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24. The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Alvarez, Luis ; Christensen, Soren.
    In: Papers.
    RePEc:arx:papers:1906.07533.

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25. A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). Alvarez, Luis ; Christensen, Soren.
    In: Papers.
    RePEc:arx:papers:1905.05429.

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26. A proposal to extend expected utility in a quantum probabilistic framework. (2018). Aerts, Diederik ; Sozzo, Sandro ; Haven, Emmanuel.
    In: Economic Theory.
    RePEc:spr:joecth:v:65:y:2018:i:4:d:10.1007_s00199-017-1051-2.

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27. Welfare Implications of Mitigating Investment Uncertainty. (2018). Ogawa, Takayuki ; Sakamoto, Jun.
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:1833r.

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28. Catching-up process in the transition countries. (2018). Ranjbar, Omid ; Lee, Chien-Chiang ; Chang, Tsangyao ; Elmi, Zahra Mila.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:51:y:2018:i:3:d:10.1007_s10644-017-9214-5.

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29. The Fundamental Equity Premium and Ambiguity Aversion in an International Context. (2018). Yuan, Shuonan ; Ngo, Minh Hai ; Rieger, Marc Oliver.
    In: Risks.
    RePEc:gam:jrisks:v:6:y:2018:i:4:p:128-:d:181012.

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30. Ambiguity Aversion and Variance Premium. (2018). zhao, hao ; Zhou, Hao ; Wei, Bin ; Miao, Jianjun.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2018-14.

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31. The impact of asymmetric ambiguity on investment and financing decisions. (2018). VIVIANI, Jean-Laurent ; LAI, Anh ; Louhichi, Wael.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:169-180.

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32. Portfolio Allocation Problems between Risky Ambiguous Assets. (2017). Osaki, Yusuke ; Asano, Takao.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:975.

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33. Confidence, bond risks, and equity returns. (2017). Zhao, Guihai.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:3:p:668-688.

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34. Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio. (2016). Honda, Toshiki ; Hara, Chiaki.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:943.

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35. Ambiguity aversion and household portfolio choice puzzles: Empirical evidence. (2016). Peijnenburg, Kim ; Mitchell, Olivia ; Kouwenberg, Roy ; Dimmock, Stephen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:3:p:559-577.

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36. A Proposal to Extend Expected Utility in a Quantum Probabilistic Framework. (2016). Aerts, Diederik ; Sozzo, Sandro ; Haven, Emmanuel.
    In: Papers.
    RePEc:arx:papers:1612.08583.

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37. Financial Education, Investor Protection and International Portfolio Diversification.. (2015). Giofre', Maela.
    In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
    RePEc:uto:dipeco:201547.

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38. Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach. (2015). Tokpavi, Sessi ; Maillet, Bertrand ; Vaucher, Benoit.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:244:y:2015:i:1:p:289-299.

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39. Robustness of stable volatility strategies. (2015). Branger, Nicole ; Zieling, Daniel ; Mahayni, Antje.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:60:y:2015:i:c:p:134-151.

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40. Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility. (2015). Beißner, Patrick ; Beiner, Patrick.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:447.

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41. Ambiguity and Reality. (2014). Wrampelmeyer, Jan ; Trojani, Fabio ; Wiehenkamp, Christian .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:18.

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42. Dynamic Asset Allocation with Ambiguous Return Predictability. (2014). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-77.

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43. Behavioral determinants of home bias - theory and experiment. (2014). Dlugosch, Dennis ; Wang, Mei ; Horn, Kristian.
    In: Working Papers.
    RePEc:inn:wpaper:2014-11.

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44. Validation of the Merton Distance to the Default Model under Ambiguity. (2014). So, Leh-chyan ; Chen, Wei-Ling.
    In: JRFM.
    RePEc:gam:jjrfmx:v:7:y:2014:i:1:p:13-27:d:34390.

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45. A Robust Capital Asset Pricing Model. (2014). Ruffino, Doriana.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-01.

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46. Optimal portfolio with vector expected utility. (2014). André, Eric ; Andre, Eric.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:69:y:2014:i:c:p:50-62.

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47. Domestic investor protection and foreign portfolio investment. (2014). Giofre', Maela.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:355-371.

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48. Cobb-Douglas preferences under uncertainty. (2013). Faro, José.
    In: Economic Theory.
    RePEc:spr:joecth:v:54:y:2013:i:2:p:273-285.

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49. Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis. (2013). So, Leh-chyan.
    In: MPRA Paper.
    RePEc:pra:mprapa:52493.

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50. Ambiguity in asset pricing and portfolio choice: a review of the literature. (2013). Guidolin, Massimo ; Rinaldi, Francesca.
    In: Theory and Decision.
    RePEc:kap:theord:v:74:y:2013:i:2:p:183-217.

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51. Optimal Portfolio with Vector Expected Utility. (2013). André, Eric ; Andre, Eric.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00796482.

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52. Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach. (2013). Tokpavi, Sessi ; Maillet, Bertrand ; Vaucher, Benoit.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141193.

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53. Inflation ambiguity and the term structure of U.S. Government bonds. (2013). Ulrich, Maxim.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:2:p:295-309.

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54. Investor protection rights and foreign investment. (2013). Giofre', Maela.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:41:y:2013:i:2:p:506-526.

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55. International diversification: Households versus institutional investors. (2013). Giofre', Maela.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:145-176.

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56. Minimum Variance Portfolio Optimisation under Parameter Uncertainty: A Robust Control Approach. (2013). Tokpavi, Sessi ; Maillet, Bertrand ; Vaucher, Benoit.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-28.

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57. Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets. (2013). Liu, Hening.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2013:v:14:i:1:n:2:liu.

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58. Optimal Portfolio with Vector Expected Utility. (2013). André, Eric ; Andre, Eric.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1308.

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59. Products of non-additive measures: a Fubini-like theorem. (2012). Bauer, Christian.
    In: Theory and Decision.
    RePEc:kap:theord:v:73:y:2012:i:4:p:621-647.

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60. Convergence of EMU Equity Portfolios. (2012). Giofre', Maela.
    In: Open Economies Review.
    RePEc:kap:openec:v:23:y:2012:i:2:p:381-419.

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61. The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices. (2012). Faria, Gonçalo ; Correia-da-Silva, Joao ; João Correia-da-Silva, .
    In: Annals of Finance.
    RePEc:kap:annfin:v:8:y:2012:i:4:p:507-531.

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62. Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification. (2012). wang, tan ; Uppal, Raman ; Boyle, Phelim ; Garlappi, Lorenzo.
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:2:p:253-272.

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63. Cobb-Douglas Preferences under Uncertainty. (2012). Faro, José.
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_278.

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64. Ambiguity shifts and the 2007–2008 financial crisis. (2012). Boyarchenko, Nina.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:59:y:2012:i:5:p:493-507.

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65. Can ambiguity aversion solve the equity premium puzzle? Survey evidence from international data. (2012). Wang, Mei ; Rieger, Marc Oliver.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:2:p:63-72.

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66. Ambiguity Aversion and Variance Premium. (2012). Zhou, Hao ; Wei, Bin ; Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2012-009.

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67. Home Bias in Primary Agricultural and Processed Food Trade: Assessing the Effects of National Degree of Uncertainty Aversion. (2012). Ghazalian, Pascal.
    In: Journal of Agricultural Economics.
    RePEc:bla:jageco:v:63:y:2012:i:2:p:265-290.

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68. Cobb-Douglas Preferences under Uncertainty. (2012). Faro, Josae Heleno.
    In: Business and Economics Working Papers.
    RePEc:aap:wpaper:150.

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69. Ambiguity aversion and trade. (2011). Chateauneuf, Alain ; Castro, Luciano.
    In: Economic Theory.
    RePEc:spr:joecth:v:48:y:2011:i:2:p:243-273.

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70. Informational efficiency with ambiguous information. (2011). Ganguli, Jayant ; Condie, Scott.
    In: Economic Theory.
    RePEc:spr:joecth:v:48:y:2011:i:2:p:229-242.

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71. Ambiguity Aversion and Absence of Trade. (2011). Chateauneuf, Alain ; de Castro, Luciano.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1535.

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72. Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments. (2011). Hochberg, Yael V. ; Rauh, Joshua D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17122.

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73. Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints. (2011). Asano, Takao ; Adachi, Takanori.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:803.

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74. Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature. (2011). Guidolin, Massimo ; Rinaldi, Francesca.
    In: Working Papers.
    RePEc:igi:igierp:417.

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75. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
    In: Post-Print.
    RePEc:hal:journl:hal-00781344.

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76. Ambiguity made easier. (2011). Del Vigna, Matteo .
    In: Working Papers - Mathematical Economics.
    RePEc:flo:wpaper:2011-07.

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77. Survival and long-run dynamics with heterogeneous beliefs under recursive preferences. (2011). Borovička, Jaroslav ; Borovicka, Jaroslav.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-06.

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78. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:4:p:623-640.

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79. Risk, uncertainty, and option exercise. (2011). Wang, Neng ; Miao, Jianjun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:4:p:442-461.

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80. The Worst Case for Real Options. (2010). Kort, Peter ; Trojanowska, M.
    In: Journal of Optimization Theory and Applications.
    RePEc:spr:joptap:v:146:y:2010:i:3:d:10.1007_s10957-010-9687-0.

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81. The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets. (2010). Schneider, Martin.
    In: EconomicDynamics Newsletter.
    RePEc:red:ecodyn:v:11:y:2010:i:2:agenda.

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82. Investor protection and foreign stakeholders. (2010). Giofre', Maela ; Giofre, Maela/M., .
    In: MPRA Paper.
    RePEc:pra:mprapa:20238.

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83. Ambiguity and Asset Markets. (2010). Schneider, Martin ; Epstein, Larry ; Larry G. Epstein, Martin Schneider, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16181.

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84. Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis. (2010). Ruffino, Doriana ; Marinacci, Massimo ; Maccheroni, Fabio.
    In: Working Papers.
    RePEc:igi:igierp:373.

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85. Optimal tax policy and foreign direct investment under ambiguity. (2010). Asano, Takao.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:32:y:2010:i:1:p:185-200.

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86. Differences in beliefs and currency risk premiums. (2010). Buraschi, Andrea ; Breedon, Francis ; Beber, Alessandro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:415-438.

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87. Ambiguity, Learning, and Asset Returns. (2010). Miao, Jianjun ; ju, nengjiu.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:438.

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88. Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification. (2010). wang, tan ; Uppal, Raman ; Boyle, Phelim ; Garlappi, Lorenzo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7687.

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89. Risk, uncertainty,and option exercise. (2010). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2010-029.

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90. Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2009:i:028.

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91. Ambiguity, Information Quality and Credit Risk. (2009). Boyarchenko, Nina.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:1028.

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92. Ambiguity, Learning, and Asset Returns. (2009). Miao, Jianjun ; ju, nengjiu.
    In: MPRA Paper.
    RePEc:pra:mprapa:14737.

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93. The Role of Information Asimmetries and Inflation Hedging in International Equity Portfolios. (2009). Giofre', Maela.
    In: MPRA Paper.
    RePEc:pra:mprapa:13925.

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94. International Portfolio Allocation under Model Uncertainty. (2009). Nisticò, Salvatore ; Benigno, Pierpaolo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14734.

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95. The role of information asymmetries and inflation hedging in international equity portfolios. (2009). Giofre', Maela.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:19:y:2009:i:4:p:237-255.

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96. Ambiguity, Risk and Portfolio Choice under Incomplete Information. (2009). Miao, Jianjun.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:2:p:257-279.

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97. Convergence of EMU Equity Portfolios. (2009). Giofre', Maela.
    In: CeRP Working Papers.
    RePEc:crp:wpaper:88.

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98. Ambiguity in Asset Markets: Theory and Experiment. (2009). Zame, William ; Ghirardato, Paolo ; Guarnaschelli, Serena ; Bossaerts, Peter.
    In: Carlo Alberto Notebooks.
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99. Endogenous Acquisition of Information and the Equity Home Bias. (2009). Lundtofte, Frederik.
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100. Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity. (2008). Condie, Scott.
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101. Bias in foreign equity portfolios: households versus professional investors. (2008). Giofre', Maela ; Giofre, Maela/M., .
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102. Convergence of EMU Equity Portfolios. (2008). Giofre', Maela ; Giofre, Maela/M., .
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103. Rationality of Belief Or: Why Savages axioms are neither necessary nor sufficient for rationality, Second Version. (2008). Postlewaite, Andrew ; Gilboa, Itzhak.
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104. Asset prices with locally constrained-entropy recursive multiple-priors utility. (2008). Trojani, Fabio ; Sbuelz, Alessandro.
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105. Robust-satisficing monetary policy under parameter uncertainty. (2008). Eitrheim, Øyvind ; Akram, Qaisar ; Ben-Haim, Yakov.
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106. Ambiguity Aversion and the Term Structure of Interest Rates. (2007). Trojani, Fabio ; Gagliardini, Patrick ; Porchia, Paolo .
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107. Fear of the Unknown: Familiarity and Economic Decisions. (2007). Zhang, Harold ; Hirshleifer, David ; Cao, Henry.
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108. Rationality of Belief Or: Why Savages axioms are neither necessary nor sufficient for rationality, Second Version. (2007). Postlewaite, Andrew ; Gilboa, Itzhak.
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109. Portfolio Choices with Near Rational Agents: A Solution of Some International-Finance Puzzles. (2007). Benigno, Pierpaolo.
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110. Financial markets in continuous time. (2007). Dana, Rose-Anne ; Jeanblanc, Monique.
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111. The Dynamics of Mergers and Acquisitions in Oligopolistic Industries. (2007). Miao, Jianjun ; Hackbarth, Dirk ; Wang, Neng.
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112. Learning Under Ambiguity. (2006). Schneider, Martin ; Epstein, Larry.
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113. Managing uncertainty through robust-satisficing monetary policy. (2006). Eitrheim, Øyvind ; Akram, Qaisar ; Ben-Haim, Yakov.
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114. Learning and Asset Prices under Ambiguous Information. (2005). vanini, paolo ; Trojani, Fabio ; Leippold, Markus.
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115. Heterogeneous Risk Attitudes in a Continuous-Time Model. (2005). Hara, Chiaki.
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116. Asymmetric information and the lack of international portfolio diversification. (2005). Hatchondo, Juan.
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117. The dynamics of risk-sensitive allocations. (2005). Anderson, Evan.
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118. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. (2005). wang, tan ; Uppal, Raman ; Garlappi, Lorenzo.
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119. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. (2005). wang, tan ; Uppal, Raman ; Garlappi, Lorenzo.
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120. Risk, uncertainty and option exercise. (2004). Miao, Jianjun.
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121. Uncertainty Aversion, Robust Control and Asset Holdings. (2004). Xepapadeas, Anastasios ; Vardas, Giannis.
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122. A Note on Consumption and Savings under Knightian Uncertainty. (2004). Miao, Jianjun.
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123. Uncertainty Aversion and Robust Portfolio Choices. (2004). Xepapadeas, Anastasios ; Vardas, Giannis.
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124. Uncertainty Aversion, Robust Control and Asset Holdings. (2004). Xepapadeas, Anastasios ; Vardas, Giannis.
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125. An overview of economic applications of David Schmeidler`s models of decision making under uncertainty. (2003). Tallon, Jean-Marc ; Mukerji, Sujoy.
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126. International asset prices and portfolio choices under Bayesian learning. (2003). Guidolin, Massimo.
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127. Recursive multiple-priors. (2003). Schneider, Martin ; Epstein, Larry.
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128. Consumption and Saving under Knightian Uncertainty. (2003). Miao, Jianjun.
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129. Untying The Gordian Knot: The Multiple Links Between Exchange Rates and Foreign Direct Investment. (2003). van Welsum, Desirée ; Pain, Nigel.
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130. An Equilibrium Model of Rare Event Premia. (2002). wang, tan ; pan, jun ; LIU, JUN.
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131. Ambiguity, Risk and Portfolio Choice under Incomplete Information. (2001). Miao, Jianjun.
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132. Dynamic Asset Allocation with Ambiguous Return Predictability. (2001). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
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133. Ambiguity, Learning, and Asset Returns. (2001). Miao, Jianjun ; ju, nengjiu.
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2. Consumption-based CAPM with belief heterogeneity. (2016). Shi, Lei.
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3. Dynamic equilibrium with rare events and heterogeneous epstein-zin investors. (2015). Chabakauri, Georgy.
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4. Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors. (2015). Chabakauri, Georgy.
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5. Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. (2015). Chabakauri, Georgy.
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6. Cross-sectional asset pricing with heterogeneous preferences and beliefs. (2015). Hansen, Simon.
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7. Extraneous Risk: Pricing of Non-Systematic Risk. (2015). Beom, KI ; Jhang, Hogyu.
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8. Ambiguity, Disagreement, and Allocation of Control in Firms. (2015). Fulghieri, Paolo ; Dicks, David L.
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9. Disagreement about inflation and the yield curve. (2015). Heyerdahl-Larsen, Christian ; Gallmeyer, Michael ; Ehling, Paul ; Illeditsch, Philipp.
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10. Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective. (2014). Yoshino, Naoyuki ; TAGHIZADEH-HESARY, Farhad ; Prasetyo, Ahmad ; Hassanzadeh, Ali.
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11. A Welfare Criterion for Models with Distorted Beliefs. (2014). Xiong, Wei ; Brunnermeier, Markus ; Simsek, Alp.
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12. Heterogeneous Beliefs and the Choice Between Private Restructuring and Formal Bankruptcy. (2014). Raviv, Alon ; Franois, Pascal.
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13. Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry. (2014). Fan, Gang-Zhi ; Deng, Yongheng ; Pu, Ming.
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14. On the Market Selection Hypothesis in a Mean Reverting Environment. (2014). Casna, Marco ; Barucci, Emilio.
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15. Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume. (2014). Li, Geng.
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16. Multi-asset noisy rational expectations equilibrium with contingent claims. (2014). Zachariadis, Konstantinos ; Yuan, Kathy ; Chabakauri, Georgy.
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17. Market selection with learning and catching up with the Joneses. (2013). Muraviev, Roman .
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18. Bubbles, Crises, and Heterogeneous Beliefs. (2013). Xiong, Wei.
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19. Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning. (2013). Qin, Zhenjiang.
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20. Asset pricing with heterogeneous beliefs and relative performance. (2013). Tang, Ke ; Qiu, Zhigang ; Huang, Shiyang ; Shang, QI.
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21. Asset Prices with Heterogeneity in Preferences and Beliefs. (2013). Uppal, Raman ; Bhamra, Harjoat.
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22. Non-Equivalent Beliefs and Subjective Equilibrium Bubbles. (2013). Larsson, Martin.
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23. Price impact and portfolio impact. (2011). Malamud, Semyon ; Cvitanic, Jaksa.
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24. The heterogeneous expectations hypothesis: Some evidence from the lab. (2011). Hommes, Cars.
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25. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
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26. Is Noise Trading Cancelled Out by Aggregation?. (2010). Yan, Hongjun.
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27. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. (2010). NAPP, Clotilde ; Jouini, Elyès.
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28. The heterogeneous expectations hypothesis: some evidence from the lab. (2010). Hommes, Cars.
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29. Asset pricing with heterogeneous investors and portfolio constraints. (2010). Chabakauri, Georgy.
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30. Differences in beliefs and currency risk premiums. (2010). Buraschi, Andrea ; Breedon, Francis ; Beber, Alessandro.
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31. Does the difference in valuation between domestic and foreign investors help explain their distinct holdings of domestic stocks?. (2010). Park, Kyung Suh ; Kang, Hyung Cheol ; Lee, Dongwook.
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32. Diverse Beliefs. (2010). Rogers, Leonard ; L C G Rogers, ; Brown, Angus A.
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33. Heterogeneous Expectations and Bond Markets. (2009). Xiong, Wei ; Financial, Review ; Yan, Hongjun.
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34. Differences of Opinion of Public Information and Speculative Trading in Stocks and Options. (2009). OU-YANG, HUI ; Cao, Huining.
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35. Learning in Financial Markets. (2009). Pastor, Lubos ; Pstor, ubo ; Veronesi, Pietro.
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36. Unbiased Disagreement and the Efficient Market Hypothesis. (2009). Jouini, Elyes ; Napp, Clotilde.
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37. Heterogeneous Beliefs with Finite-Lived Agents. (2009). Rogers, Leonard ; L. C. G. Rogers, ; Brown, A. A..
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38. Natural Selection in Financial Markets: Does It Work?. (2008). Yan, Hongjun.
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39. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. (2008). NAPP, Clotilde ; Jouini, Elyès.
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40. The market for crash risk. (2008). Bates, David S..
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41. Do international portfolio investors follow firms foreign investment decisions?. (2007). Ehling, Paul ; De Santis, Roberto.
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42. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs. (2007). Jouini, Elyes ; Napp, Clotilde.
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43. Financial markets in continuous time. (2007). Dana, Rose-Anne ; Jeanblanc, Monique.
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44. Heterogeneous Expectations and Bond Markets. (2006). Yan, Hongjun ; Xiong, Wei.
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45. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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46. Do Heterogeneous Beliefs Matter for Asset Pricing?. (2004). Ghysels, Eric ; Anderson, Evan ; Juergens, Jennifer.
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47. Asset Prices and Exchange Rates. (2003). Rigobon, Roberto ; Pavlova, Anna.
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48. Asset Prices and Exchange Rates. (2003). Rigobon, Roberto ; Pavlova, Anna.
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49. A two-person dynamic equilibrium under ambiguity. (2003). Miao, Jianjun ; Epstein, Larry.
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50. Are stock markets really like beauty contests? Empirical evidence of higher order beliefs impact on asset prices. (). Monnin, Pierre.
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