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1. Robust Techniques in Quantitative Finance

Since the seminal work of Knight, the distinction between risk and uncertainty has played a crucial role in Economics and Finance. Robust methods address the latter and, in the wake of the financial crisis, their importance has been increasingly

people.maths.ox.ac.uk/obloj/RT2018.html- 18k - 10 Oct 2018 - Cached

2. https://www.economics.ox.ac.uk/materials/papers/13362/paper711.pdf

and the second-order Choquet representation (see Amarante [4]) of invariant biseparable preferences(defined by Ghirardato, Maccheroni and Marinacci [22]). ... Compared toother Bewley-style representation results (e.g., Ghirardato, Maccheroni and Marinacci

www.economics.ox.ac.uk/materials/papers/13362/paper711.pdf- 501k - 10 Jun 2014 - Cached

3. https://www.economics.ox.ac.uk/materials/working_papers/paper539.pdf

Modelswe examine include the α-MEU model2 (see e.g., Ghirardato, Maccheroni and. ... al. [14] of earlier efforts byGhirardato, Maccheroni and Marinacci [21] to provide such foundations.

www.economics.ox.ac.uk/materials/working_papers/paper539.pdf- 469k - 24 Jun 2011 - Cached

4. people.maths.ox.ac.uk/cohens/BNF/Li.pdf

their frequentist interpretation. J. Econom. Theory, 84, 145-195. Maccheroni, F. and Marinacci, M.

people.maths.ox.ac.uk/cohens/BNF/Li.pdf- 408k - 4 Jul 2012 - Cached

5. Robust Portfolio Choice

Variational preferences: U(H) = minQ{EQ [u(H)] c(Q)},Maccheroni, Marinacci and Rustichini (2006).

people.maths.ox.ac.uk/cohens/BNF/Stadje.pdf- 483k - 3 Jul 2012 - Cached

6. Sensitivity towards Ambiguity: A Qualitative Test and a Measurement

Jaffray, 1989; Ghirardato, Maccheroni and Marinacci, 2004), the DM evaluates acts by considering a.

www.economics.ox.ac.uk/materials/papers/13173/paper692.pdf- 1505k - 8 Jan 2014 - Cached

7. sdf

resentation minλΛSf(x, s̃)dλ(s̃). The α-maxmin model (see Ghirardato, Maccheroni,. and Marinacci, 2004), which generalizes the maxmin model, allows for both ambiguity.

www.economics.ox.ac.uk/materials/papers/14485/795-dziewulski.pdf- 302k - 3 Aug 2017 - Cached

8. Uncertainty Robust Spaces

Maccheroni et al., ’14). If ρR is finite and continuous from above, weak referenceprobability model P, i.e.

people.maths.ox.ac.uk/obloj/RT2018/Talks/Talks%20Tue/RobustTechniques_Liebrich.pdf- 284k - 4 Sep 2018 - Cached

9. https://www.economics.ox.ac.uk/materials/working_papers/paper525.pdf

1989) or its weakening in Maccheroni,Marinacci, and Rustichini (2006) will display such constancy) perhaps explains why thisaspect of these definitions remained unnoticed previously.

www.economics.ox.ac.uk/materials/working_papers/paper525.pdf- 270k - 21 Jan 2011 - Cached

10. secondversionrevisedforsubmission.dvi

Karni, P. Klibanoff, F. Maccheroni, S. Morris, E. Ok, W. Pesendorfer,M. ... Next, we provide a brief description of these families. The -MEU model (Hurwicz (1951), Ghirardato, Maccheroni, and Marinacci (2004),henceforth, GMM)11 represents preferences

www.economics.ox.ac.uk/materials/papers/5099/paper553.pdf- 639k - 18 Feb 2014 - Cached

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