Author:
Epstein Larry G.,Ji Shaolin
Subject
Applied Mathematics,Economics and Econometrics
Reference31 articles.
1. A quartet of semigroups for model specification, robustness, prices of risk and model detection;Anderson;J. Eur. Econ. Assoc.,2003
2. Risk measuring under model uncertainty;Bion-Nadal;Ann. Appl. Probab.,2012
3. Ambiguity, risk, and asset returns in continuous time;Chen;Econometrica,2002
4. Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion paths;Denis;Potential Anal.,2011
5. Denis, L., Kervarec, M., 2009. Utility functions and optimal investment in non-dominated models. http://hal.archives-ouvertes.fr/hal-00371215/en/.
Cited by
100 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献