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2. Optimal consumption and annuity equivalent wealth with mortality model uncertainty. (2025). Shen, Yang ; Li, Zhengming ; Su, Jianxi.
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1. 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.
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2. Uncertain dynamics, correlation effects, and robust investment decisions. (2015). Flor, Christian ; Hesel, Soren .
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:51:y:2015:i:c:p:278-298.

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3. 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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4. Instabilities and robust control in natural resource management. (2013). Xepapadeas, Anastasios ; Roseta-Palma, Catarina.
   In: Portuguese Economic Journal.
   RePEc:spr:portec:v:12:y:2013:i:3:p:161-180.

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5. 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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6. Robust portfolio choice with uncertainty about jump and diffusion risk. (2013). Branger, Nicole ; Larsen, Linda Sandris.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:12:p:5036-5047.

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7. 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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8. Three types of ambiguity. (2012). Sargent, Thomas ; Hansen, Lars.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:59:y:2012:i:5:p:422-445.

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9. The market price of fiscal uncertainty. (2012). Nguyen, Thien T. ; CROCE, MARIANO M. ; Schmid, Lukas.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:59:y:2012:i:5:p:401-416.

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10. On model ambiguity and money neutrality. (2012). lioui, abraham ; Poncet, Patrice.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:4:p:1020-1033.

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11. Set coverage and robust policy. (2012). Onatski, Alexei ; Henry, Marc.
    In: Economics Letters.
    RePEc:eee:ecolet:v:115:y:2012:i:2:p:256-257.

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12. Small noise methods for risk-sensitive/robust economies. (2012). Sargent, Thomas ; Hansen, Lars ; Anderson, Evan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:4:p:468-500.

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13. Dynamic portfolio choice under ambiguity and regime switching mean returns. (2011). Liu, Hening.
    In: Journal of Economic Dynamics and Control.
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14. 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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15. Robust general equilibrium under stochastic volatility model. (2010). Li, Hongyi ; Xu, Weidong ; Wu, Chongfeng.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:7:y:2010:i:4:p:224-231.

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16. Robust hidden Markov LQG problems. (2010). Sargent, Thomas ; Mayer, Ricardo ; Hansen, Lars.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:10:p:1951-1966.

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17. Ambiguity, Learning, and Asset Returns. (2010). Miao, Jianjun ; ju, nengjiu.
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18. The impact of risk and uncertainty on expected returns. (2009). Anderson, Evan ; Juergens, Jennifer L. ; Ghysels, Eric.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:2:p:233-263.

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19. Doubts or variability?. (2009). Sargent, Thomas ; Hansen, Lars ; Barillas, Francisco.
    In: Journal of Economic Theory.
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20. Methods for robust control. (2009). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard ; Soderstrom, Ulf.
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21. 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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22. Modeling the Long Run: Valuation in Dynamic Stochastic Economies. (2008). Hansen, Lars.
    In: NBER Working Papers.
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23. The market price of risk and the equity premium: A legacy of the Great Depression?. (2008). Sargent, Thomas ; Cogley, Timothy.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:454-476.

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24. Robust Monetary Policy. (2008). Altar-Samuel, Adam .
    In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
    RePEc:cab:wpaefr:21.

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25. Ambiguity Aversion and the Term Structure of Interest Rates. (2007). Trojani, Fabio ; Gagliardini, Patrick ; Porchia, Paolo .
    In: University of St. Gallen Department of Economics working paper series 2007.
    RePEc:usg:dp2007:2007-29.

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26. Beliefs, Doubts and Learning: Valuing Economic Risk. (2007). Hansen, Lars.
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27. Robust Equilibrium Yield Curves. (2007). Vincent, Nicolas ; Kleshchelski, Isaac .
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28. Long-term Risk: An Operator Approach. (2007). Hansen, Lars ; Sheinkman, Jose A.
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29. The Dynamics of Mergers and Acquisitions in Oligopolistic Industries. (2007). Miao, Jianjun ; Hackbarth, Dirk ; Wang, Neng.
    In: Boston University - Department of Economics - Working Papers Series.
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30. Robustness and Information Processing. (2006). Kasa, Kenneth.
    In: Review of Economic Dynamics.
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31. Long Term Risk: An Operator Approach. (2006). Scheinkman, Jose ; Hansen, Lars.
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32. Methods for Robust Control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
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33. Methods for robust control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
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34. Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. (2006). Maenhout, Pascal J..
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    RePEc:eee:jetheo:v:128:y:2006:i:1:p:136-163.

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35. Welfare-based monetary policy rules in an estimated DSGE model of the US economy. (2006). Pesenti, Paolo ; Juillard, Michel ; Karam, Philippe ; Laxton, Douglas.
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36. Rational expectations and ambiguity: A comment on Abel (2002). (2006). Zimper, Alexander.
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37. Methods for Robust Control. (2006). Söderström, Ulf ; Leitemo, Kai ; Dennis, Richard.
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38. Portfolio Selection with Two-Stage Preferences. (2005). Taboga, Marco.
    In: Finance.
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39. Drift and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.. (2005). Sargent, Thomas ; Cogley, Timothy.
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40. C-CAPM without Ex Post Data. (2005). Söderlind, Paul.
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41. Robust estimation and control under commitment. (2005). Sargent, Thomas ; Hansen, Lars.
    In: Journal of Economic Theory.
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42. Hypothesis testing for diffusion processes with continuous observations: Direct computation of large deviation results for error probabilities. (2005). Govindaraj, Suresh.
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43. Portfolio selection with two-stage preferences. (2005). Taboga, Marco.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

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44. Risk, uncertainty and option exercise. (2004). Miao, Jianjun.
    In: Finance.
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45. A Note on Consumption and Savings under Knightian Uncertainty. (2004). Miao, Jianjun.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2004:v:5:i:2:p:299-311.

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46. Risk, Uncertainty, and Option Exercise. (2004). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
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47. Consumption and Saving under Knightian Uncertainty. (2003). Miao, Jianjun.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
    RePEc:bos:iedwpr:dp-134.

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48. Ambiguity, Risk and Portfolio Choice under Incomplete Information. (2001). Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-019.

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49. Dynamic Asset Allocation with Ambiguous Return Predictability. (2001). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-015.

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50. Ambiguity, Learning, and Asset Returns. (2001). Miao, Jianjun ; ju, nengjiu.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-014.

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