1. Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework. (2006). Suryanarayanan, Raghu.
   In: CSEF Working Papers.
   RePEc:sef:csefwp:162.

   Full description at Econpapers || Download paper

1. [1] Aubin, J.P. (1982) Mathematical Methods of Game and Economic Theory Amsterdam: North-Holland
   Paper not yet in RePEc: Add citation now
   

2. [10] Epstein, L.G. and M. Schneider (2004) Recursive Multiple Priors Journal of Economic Theory 113(1) 1-31

3. [11] Epstein, L.G. and T. Wang (1994) Intertemporal Asset-Pricing under Knightian Uncertainty Econometrica 62 (1994) 284-322

4. [12] Epstein, L.G. and S.E. Zin (1989) Substitution, Risk-Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework Econometrica 57(4), 937-969

5. [13] Epstein, L.G. and S.E. Zin (1990) First-Order Risk-Aversion and the Equity Premium Puzzle Journal of Monetary Economics 26: 387-407

6. [14] Fan, K. (1952) Fixed Point and Minmax Theorems in Locally Convex Spaces Proceedings of the National Academy of Sciences 38(2), 121-126
   Paper not yet in RePEc: Add citation now
   
7. [15] Fan, K. (1952) Minmax Theorems Proceedings of the National Academy of Sciences 39, 42-47
   Paper not yet in RePEc: Add citation now
   

8. [16] Fellner, W. (1961) Distortion of Subjective Probabilities as a Reaction to Uncertainty Quarterly Journal of Economics 75, 670-689

9. [18] Fishburn, P. (1982) Nontransitive measurable utility Journal of Mathematical Psychology 26, 31-67
   Paper not yet in RePEc: Add citation now
   

10. [19] Fishburn, P. (1984) Dominance in SSB utility theory Journal of Economic Theory 34, 130-148

11. [2] Bell, D. (1982) Regret in Decision Making under Uncertainty, Operations Research 20 961-981

12. [20] Gallice, A. (2006) Predicting One Shot Play in 2x2 Games using Beliefs based on Minimax Regret, FEEM working paper 31/06

13. [21] Gilboa, I. and Schmeidler, D. (1989) Maxmin Expected Utility with a Non-Unique Prior Journal of Mathematical Economics 18, 141-153

14. [24] Hansen, L.P. and T.J. Sargent (2004) Certainty Equivalence and Model Uncertainty http://homepages.nyu.edu/ ts43

15. [25] Hansen, L.P. and T.J. Sargent (2006) Recursive Robust Estimation and Control without Commitment Unpublished http://homepages.nyu.edu/ ts43

16. [26] Hansen, L.P. and T.J. Sargent (2006) Robustness Forthcoming in Princeton University Press
    Paper not yet in RePEc: Add citation now
    

17. [27] Hansen, L.P., Sargent, T.J. and T. Tallarini (1999) Robust Permanent Income and Pricing Review of Economic Studies 66, 873-907

18. [28] Kreps, D.M. (1988) Notes on the Theory of Choice Boulder: Westview Press
    Paper not yet in RePEc: Add citation now
    

19. [29] Kreps, D.M. and E.L. Porteus (1978) Temporal Resolution of Uncertainty and Dynamic Choice Theory Econometrica 46, 185-200

20. [3] Bewley, T. (2002) Knightian Decision Theory: Part I, Decisions in Economics and Finance 2, 79-110
    Paper not yet in RePEc: Add citation now
    
21. [30] Kreps, D.M. and E.L. Porteus (1978) Dynamic Choice Theory and Dynamic Programming Econometrica 47(1), 91-100
    Paper not yet in RePEc: Add citation now
    

22. [31] Loomes, G. and Sugden, R. (1982) Regret Theory: An alternative theory of rational choice under uncertainty Economic Journal 92, 805-824

23. [32] Loomes, G. and Sugden, R. (1986) Some implications of a more general form of Regret Theory Journal of Economic Theory 41, 270-287
    Paper not yet in RePEc: Add citation now
    
24. [33] Luce, D. and H. Raiffa (1957) Games and Decisions J. Wiley and Sons
    Paper not yet in RePEc: Add citation now
    
25. [34] Mandel, D.R., Hilton, D.J., and Catellani, P. (2005) The Psychology of Counterfactual Thinking London: Routledge
    Paper not yet in RePEc: Add citation now
    

26. [35] Manski, C.F. (2004) Statistical Treatment Rules for Heterogeneous Populations Econometrica 72(4) 1221-1246

27. [36] Manski, C.F. (2005) Minimax-Regret Treatment Choice with Missing Outcome Data Forthcoming in Journal of Econometrics

28. [37] Muth, J. F. (1961) Rational Expectations and the Theory of Price Movements , Econometrica 29, 1-23
    Paper not yet in RePEc: Add citation now
    
29. [38] Roese, N.J. and J.M. Olson (Eds) (1995) What Might Have Been: The Social Psychology of Counterfactual Thinking Mahwah, N.J: Erlbaum
    Paper not yet in RePEc: Add citation now
    

30. [39] Routledge, B.R. and S.E. Zin (2003) Generalized Disappointment Aversion and Asset Prices NBER Working Paper

31. [4] Bergemann, D. and K. Schlag (2005) Robust monopoly pricing: the case of regret Cowles Foundation Discussion Paper No: 1527

32. [40] Routledge, B.R. and S.E. Zin (2004) Generalized Disappointment Aversion and Asset Prices Working paper version in http://sulawesi.gsia.cmu.edu

33. [41] Routledge, B.R. and S.E. Zin (2004) Model Uncertainty and Liquidity NBER Working Paper

34. [42] Rustichini, A. (1999) Minimizing Regret: The General Case Games and Ecomomic Behavior 29, 224-243

35. [43] Savage, L.J. (1951) The Theory of Statistical Decision Journal of the American Statistical Association 46, 55-67
    Paper not yet in RePEc: Add citation now
    

36. [45] Sawa, T. and T. Hiromatsu (1973) Minimax Regret Significance Points for a Preliminary Test in Regression Analysis Econometrica 41(6), 1093-1101

37. [46] Segal, U. and A. Spivak (1990) First-Order Versus Second Order Risk Aversion Journal of Economic Theory 51, 111-125

38. [47] Sirigu, A., Coricelli, G., Sallet J., Camille, N. and J.R. Duhamel (2004) The Involvement of the Orbitofrontal Cortex in the Experience of Regret Science Vol. 304
    Paper not yet in RePEc: Add citation now
    
39. [48] Stokey, N. and R.E. Lucas, Jr. with E.C. Prescott (1989) Recursive Methods in Economic Dynamics Cambridge: Harvard University Press
    Paper not yet in RePEc: Add citation now
    
40. [49] Suryanarayanan, R. (2006a) Anticipated Regret and Asset Prices The University of Chicago Dissertation Fig. 1 Risk-set and construction of reference points Fig. 2 Construction of the regret-risk set
    Paper not yet in RePEc: Add citation now
    
41. [6] Brandt, M.W. (2004) Portfolio Choice Problems in The Handbook of Financial Econometrics, Hansen, L.P. and Y. Ait-Sahalia Eds
    Paper not yet in RePEc: Add citation now
    

42. [7] Sargent, T.J. and T. Cogley (2005) The Market Price of Risk and the Equity Premium: A Legacy of the Great Depression? http://homepages.nyu.edu/ ts43

43. [8] Dow J. and S.R. Werlang (1992) Uncertainty Aversion, Risk Aversion and the Optimal Choice of Portfolio Econometrica 60, 197-204

44. [9] Droge, B. (1998) Minimax Regret Analysis of Orthogonal Series Regression Estimation: Selection versus Shrinkage Biometrika 85(3), 631-643
    Paper not yet in RePEc: Add citation now
    

1. Personality Psychology and Economics. (2011). Heckman, James ; Almlund, Mathilde ; Kautz, Tim D. ; Duckworth, Angela Lee.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:16822.

   Full description at Econpapers || Download paper

2. Personality Psychology and Economics. (2011). Heckman, James ; Almlund, Mathilde ; Kautz, Tim ; Duckworth, Angela Lee.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp5500.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

4. Merging of opinions under uncertainty. (2011). Bier, Monika ; Engelage, Daniel.
   In: Center for Mathematical Economics Working Papers.
   RePEc:bie:wpaper:433.

   Full description at Econpapers || Download paper

5. Pollution control: when, and how, to be precautious. (2011). Xepapadeas, Anastasios ; Athanasoglou, Stergios.
   In: DEOS Working Papers.
   RePEc:aue:wpaper:1112.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

7. Robustness and macroeconomic policy. (2010). Barlevy, Gadi.
   In: Working Paper Series.
   RePEc:fip:fedhwp:wp-2010-04.

   Full description at Econpapers || Download paper

8. Optimal Stopping under Ambiguity. (2010). Riedel, Frank.
   In: Center for Mathematical Economics Working Papers.
   RePEc:bie:wpaper:390.

   Full description at Econpapers || Download paper

9. Robust Control in Global Warming Management: An Analytical Dynamic Integrated Assessment. (2009). Hennlock, Magnus.
   In: RFF Working Paper Series.
   RePEc:rff:dpaper:dp-09-19.

   Full description at Econpapers || Download paper

10. 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.

    Full description at Econpapers || Download paper

11. Ambiguous Money Distribution And The Price Stickiness Phenomenon: A Rationale From An Ambiguous Rational Expectations Approach. (2008). Basili, Marcello ; Dalle Mura, Stefano .
    In: Department of Economic Policy, Finance and Development (DEPFID) University of Siena.
    RePEc:usi:depfid:0708.

    Full description at Econpapers || Download paper

12. A Model of Anticipated Regret and Endogenous Beliefs. (2008). Suryanarayanan, Raghu.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:161.

    Full description at Econpapers || Download paper

13. The Value of a Statistical Life under Ambiguity Aversion. (2008). TREICH, Nicolas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2291.

    Full description at Econpapers || Download paper

14. An axiomatic model of cold feet. (2007). Kopylov, Igor ; Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:533.

    Full description at Econpapers || Download paper

15. Collective Risk Management in a Flight to Quality Episode. (2007). KRISHNAMURTHY, ARVIND ; Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12896.

    Full description at Econpapers || Download paper

16. Ambiguity Aversion, the Equity Premium and the Welfare Costs of Business Cycles. (2007). Prado, Jose ; Alonso, Irasema.
    In: Seminar Papers.
    RePEc:hhs:iiessp:0752.

    Full description at Econpapers || Download paper

17. Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework. (2006). Suryanarayanan, Raghu.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:162.

    Full description at Econpapers || Download paper

18. Learning Under Ambiguity. (2006). Schneider, Martin ; Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:527.

    Full description at Econpapers || Download paper

19. Dynamic Choice Under Ambiguity. (2006). Siniscalchi, Marciano.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1430.

    Full description at Econpapers || Download paper

20. Flight to Quality and Collective Risk Management. (2006). KRISHNAMURTHY, ARVIND ; Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12136.

    Full description at Econpapers || Download paper

21. An Axiomatic Model of Non-Bayesian Updating. (2005). Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:498.

    Full description at Econpapers || Download paper

22. Learning Under Ambiguity. (2005). Schneider, Martin ; Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:497.

    Full description at Econpapers || Download paper

23. Financial System Risk and Flight to Quality. (2005). KRISHNAMURTHY, ARVIND ; Caballero, Ricardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11834.

    Full description at Econpapers || Download paper

24. Robust Dynamic Programming. (2005). Iyengar, Garud N.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:30:y:2005:i:2:p:257-280.

    Full description at Econpapers || Download paper

25. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. (2005). wang, tan ; Uppal, Raman ; Garlappi, Lorenzo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5148.

    Full description at Econpapers || Download paper

26. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. (2005). wang, tan ; Uppal, Raman ; Garlappi, Lorenzo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5041.

    Full description at Econpapers || Download paper

27. Ambiguity and macroeconomics:a rationale for price stickiness. (2004). Basili, Marcello ; Dalle Mura, Stefano .
    In: Department of Economics University of Siena.
    RePEc:usi:wpaper:428.

    Full description at Econpapers || Download paper

28. 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.

    Full description at Econpapers || Download paper

29. Risk, Uncertainty, and Option Exercise. (2004). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
    RePEc:bos:iedwpr:dp-136.

    Full description at Econpapers || Download paper

30. Dynamic Coherent Risk Measures. (2003). Riedel, Frank.
    In: Working Papers.
    RePEc:wop:stanec:03004.

    Full description at Econpapers || Download paper

31. Aversion Analysis. (2003). gourieroux, christian ; Allard, Marie ; Christian, GOURIROUX ; Bronsard, Camille.
    In: Cahiers de recherche.
    RePEc:mtl:montec:04-2003.

    Full description at Econpapers || Download paper

32. Aversion Analysis. (2003). gourieroux, christian ; Allard, Marie ; Christian, GOURIROUX ; Bronsard, Camille.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2003-06.

    Full description at Econpapers || Download paper

33. A two-person dynamic equilibrium under ambiguity. (2003). Miao, Jianjun ; Epstein, Larry.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:7:p:1253-1288.

    Full description at Econpapers || Download paper

34. Exchange Rate Anomalies Under Model Misspecification: A Mixed Optimal/Robust Approach (January 2003). (2003). Tornell, Aaron.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:266.

    Full description at Econpapers || Download paper

35. 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.

    Full description at Econpapers || Download paper

36. Learning from ambiguous urns. (2002). Marinacci, Massimo.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:43:y:2002:i:1:p:143-151.

    Full description at Econpapers || Download paper

37. Ambiguity from the Differential Viewpoint.. (2002). Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo.
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:17-2002.

    Full description at Econpapers || Download paper

38. Model Misspecification and Under-Diversification. (2002). wang, tan ; Uppal, Raman.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3304.

    Full description at Econpapers || Download paper

39. Bayesian Updating for General Maxmin Expected Utility Preferences. (2001). Siniscalchi, Marciano.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1366.

    Full description at Econpapers || Download paper

40. 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.

    Full description at Econpapers || Download paper

Report date: 2025-09-29 07:37:38 || Missing content? Let us know