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Anotácia knihy

Uncertainty within Economic Models is a collection of papers 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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Uncertainty Within Economic Models
• Autor: Thomas J. Sargent, Lars Peter Hansen
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 484
• EAN: 9789814578110
• ISBN: 9814578118
• ID: 05071206
• Nakladateľ: World Scientific Publishing Co Pte Ltd
• Hmotnosť: 854 g
• Rozmery: 236 × 157 × 30 mm
• Dátum vydania: 05. November 2014

Obľúbené z iného súdka

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