Uncertainty Within Economic Models
2014年9月 · World Scientific Series In Economic Theory 第 6 冊 · World Scientific
3.0star
1 則評論report
電子書
484
頁
family_home
符合資格
info
report評分和評論未經驗證 瞭解詳情
關於本電子書
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.
評分和評論
3.0
1 則評論
為這本電子書評分
歡迎提供意見。
閱讀資訊
智慧型手機與平板電腦
筆記型電腦和電腦
你可以使用電腦的網路瀏覽器聆聽你在 Google Play 購買的有聲書。
電子書閱讀器與其他裝置
如要在 Kobo 電子閱讀器這類電子書裝置上閱覽書籍，必須將檔案下載並傳輸到該裝置上。請按照說明中心的詳細操作說明，將檔案傳輸到支援的電子閱讀器上。
