ISBN: 9789814578110 - uncertainty within economic models: volume 6 (14 risultati)

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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

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Hardback. Condizione: New. Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.…

Hardcover. Condizione: Brand New. 1st edition. 484 pages. 9.00x6.25x1.25 inches. In Stock.

Hardback. Condizione: New. Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisIntroduction Discounted Exponential Quadratic Gaussian Control Robust Permanent Income and Pricing A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection Robust Control and . …

Buch. Condizione: Neu. UNCERTAINTY WITHIN ECONOMIC MODELS | Hansen Lars Peter | Buch | Gebunden | Englisch | 2014 | World Scientific | EAN 9789814578110 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.

Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.…