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2. The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets. (2010). Schneider, Martin.
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3. Ambiguity, Learning, and Asset Returns. (2010). Miao, Jianjun ; ju, nengjiu.
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4. Learning and Asset Prices under Ambiguous Information. (2005). vanini, paolo ; Trojani, Fabio ; Leippold, Markus.
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5. Dynamic Asset Allocation with Ambiguous Return Predictability. (2001). Miao, Jianjun ; ju, nengjiu ; Chen, Hui.
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1. Exhaustibility and Risk as Asset Class Dimensions: A Social Investor Approach to Capital-Resource Economies. (2016). Kakeu, Johnson.
   In: Environmental & Resource Economics.
   RePEc:kap:enreec:v:65:y:2016:i:4:d:10.1007_s10640-015-9917-x.

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2. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2016). Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A.
   In: American Economic Review.
   RePEc:aea:aecrev:v:106:y:2016:i:3:p:664-98.

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3. Cooperation Cycles: A theory of endogenous investment shocks. (2015). Papanikolaou, Dimitris.
   In: 2015 Meeting Papers.
   RePEc:red:sed015:71.

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4. High order smooth ambiguity preferences and asset prices. (2015). Thimme, Julian ; Volkert, Clemens.
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:27:y:2015:i:c:p:1-15.

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5. Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility. (2015). Kim, Hwagyun ; Park, Joon Y. ; Jeong, Daehee.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:115:y:2015:i:2:p:361-382.

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6. Consumption investment optimization with Epstein-Zin utility in incomplete markets. (2015). Xing, Hao.
   In: Papers.
   RePEc:arx:papers:1501.04747.

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7. Does Human Capital Risk Explain The Value Premium Puzzle?. (2014). Sylvain, Serginio.
   In: MPRA Paper.
   RePEc:pra:mprapa:54551.

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8. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies. (2014). Cosimano, Thomas ; Chen, YU ; Kelly, Peter ; Himonas, Alex .
   In: Computational Economics.
   RePEc:kap:compec:v:44:y:2014:i:4:p:397-443.

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9. Consumption-portfolio optimization with recursive utility in incomplete markets. (2013). Steffensen, Mogens ; Kraft, Holger ; Seifried, Frank.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:17:y:2013:i:1:p:161-196.

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10. A Simple Characterization of Dynamic Completeness in Continuous Time. (2013). Diasakos, Theodoros M..
    In: Discussion Paper Series, School of Economics and Finance.
    RePEc:san:wpecon:1312.

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11. Ambiguous volatility and asset pricing in continuous time. (2013). Epstein, Larry ; Ji, Shaolin.
    In: Papers.
    RePEc:arx:papers:1301.4614.

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12. Ambiguous Volatility and Asset Pricing in Continuous Time. (2012). Epstein, Larry ; Ji, Shaolin.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2012s-29.

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13. Ambiguity and Volatility : Asset Pricing Implications. (2011). Pataracchia, Beatrice.
    In: Discussion Paper.
    RePEc:tiu:tiucen:78d5fd61-8874-444a-84ea-3c26618e00a3.

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14. Dynamic Investment Strategies to Reaction–Diffusion Systems Based upon Stochastic Differential Utilities. (2011). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:18:y:2011:i:2:p:131-150.

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15. Can standard preferences explain the prices of out-of-the-money S&P 500 put options?. (2011). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-11.

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16. Explaining asset pricing puzzles associated with the 1987 market crash. (2011). Benzoni, Luca ; GOLDSTEIN, ROBERT S. ; Collin-Dufresne, Pierre.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:552-573.

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17. Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available. (2011). Roche, Herve.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:80-96.

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18. Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA. (2011). Fujii, Masaaki ; Takahashi, Akihiko.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf265.

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19. Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA. (2011). Fujii, Masaaki ; Takahashi, Akihiko.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf240.

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20. Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA. (2010). Fujii, Masaaki ; Takahashi, Akihiko.
    In: CIRJE F-Series.
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21. Human Capital as an Asset Class: Implications from a General Equilibrium Model. (2010). Palacios, Miguel.
    In: Working Papers.
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22. On equilibrium prices in continuous time. (2010). Riedel, Frank ; Martins-da-Rocha, V. Filipe ; Martins-da-Rocha, V. Filipe, .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:3:p:1086-1112.

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23. On the pricing of longevity-linked securities. (2010). Borger, Matthias ; Ru, Jochen ; Bauer, Daniel.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:46:y:2010:i:1:p:139-149.

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

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

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26. 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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27. Multifrequency jump-diffusions: An equilibrium approach. (2008). Fisher, Adlai ; Calvet, Laurent.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:44:y:2008:i:2:p:207-226.

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28. Multifrequency Jump-Diffusions: An Equilibrium Approach. (2006). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12797.

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29. Backward stochastic Volterra integral equations and some related problems. (2006). Yong, Jiongmin.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:116:y:2006:i:5:p:779-795.

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30. Optimal risk transfer and investment policies based upon stochastic differential utilities. (2005). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:12:y:2005:i:4:p:375-403.

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31. Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income. (2005). Schroder, Mark ; Skiadas, Costis.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:115:y:2005:i:1:p:1-30.

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32. Heterogeneous time preferences and interest rates—the preferred habitat theory revisited. (2004). Riedel, Frank.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:10:y:2004:i:1:p:3-22.

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33. Efficient consumption set under recursive utility and unknown beliefs. (2004). Zapatero, Fernando ; Lazrak, Ali.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:40:y:2004:i:1-2:p:207-226.

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34. Rational hedging and valuation of integrated risks under constant absolute risk aversion. (2003). Becherer, Dirk.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:33:y:2003:i:1:p:1-28.

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35. Intertemporal asset pricing theory. (2003). Duffie, Darrell.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-11.

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36. Utility based pricing of contingent claims. (2002). Pellizzari, Paolo ; Gamba, Andrea.
    In: Finance.
    RePEc:wpa:wuwpfi:9902003.

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37. Efficient Consumption Set Under Recursive Utility and Unknown Beliefs. (2002). Zapatero, Fernando ; Lazrak, Ali.
    In: Research Paper Series.
    RePEc:uts:rpaper:85.

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38. Mental Accounting, Loss Aversion, and Individual Stock Returns. (2001). HUANG, MING ; Barberis, Nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8190.

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39. Explicit characterizations of financial prices with history-dependent utility. (2001). Haug, Jorgen.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:36:y:2001:i:4:p:337-356.

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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.

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41. 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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42. On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market. (2000). Loewenstein, Mark.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:33:y:2000:i:2:p:209-228.

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43. Continuous‐Time Methods in Finance: A Review and an Assessment. (2000). Sundaresan, Suresh M..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:55:y:2000:i:4:p:1569-1622.

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44. Optimal consumption choice under uncertainty with intertemporal substitution. (1999). Riedel, Frank ; Bank, Peter.
    In: SFB 373 Discussion Papers.
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45. Optimal Consumption Choice under Uncertainty with Intertemporal Substitution. (1999). Riedel, Frank ; Bank, Peter.
    In: GE, Growth, Math methods.
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46. Consumption and asset prices with recursive preferences: Continuous-time approximations to discrete-time models. (1999). Fisher, Mark.
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47. Optimal Consumption and Portfolio Selection with Stochastic Differential Utility. (1999). Schroder, Mark ; Skiadas, Costis.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:89:y:1999:i:1:p:68-126.

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48. Consumption and asset prices and recursive preferences. (1998). Fisher, Mark ; Gilles, Christian.
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49. Complete Models with Stochastic Volatility. (1998). Rogers, Leonard ; L. C. G. Rogers, ; Hobson, David G..
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50. Asset Pricing with Heterogeneous Consumers.. (1996). Duffie, Darrell ; Constantinides, George.
    In: Journal of Political Economy.
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