1. Small parameter limit for ergodic, discrete-time, partially observed, risk-sensitive control problems;Albertini;Mathematics of Control, Signals, and Systems,2001
2. A quartet of semigroups for model specification, robustness, prices of risk, and model detection;Anderson;Journal of the European Economic Association,2003
3. Nonlinear discrete-time risk-sensitive optimal control;Campi;International Journal of Robust and Nonlinear Control,1996
4. Chabi-Yo, F., Ghysels, E., Renault, E., 2006a. Disentangling the Effects of Heterogeneous Beliefs and Preferences on Asset Prices. Working Paper.
5. Chabi-Yo, F., Leisen, D.P., Renault, E., 2006b. Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing. Working Paper.