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You searched for subject:(Knightian Uncertainty). Showing records 1 – 10 of 10 total matches.

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Penn State University

1. Shi, Zhan. Risk, Ambiguity, and Anomalies in the Fixed Income Market.

Degree: 2014, Penn State University

 This dissertation contains five essays on the implications of risks and ambiguity for asset pricing puzzles, especially in the fixed income market. The first essay… (more)

Subjects/Keywords: Knightian uncertainty; asset pricing; equity premium; term premium; credit spreads

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APA (6th Edition):

Shi, Z. (2014). Risk, Ambiguity, and Anomalies in the Fixed Income Market. (Thesis). Penn State University. Retrieved from https://submit-etda.libraries.psu.edu/catalog/21997

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shi, Zhan. “Risk, Ambiguity, and Anomalies in the Fixed Income Market.” 2014. Thesis, Penn State University. Accessed October 19, 2020. https://submit-etda.libraries.psu.edu/catalog/21997.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shi, Zhan. “Risk, Ambiguity, and Anomalies in the Fixed Income Market.” 2014. Web. 19 Oct 2020.

Vancouver:

Shi Z. Risk, Ambiguity, and Anomalies in the Fixed Income Market. [Internet] [Thesis]. Penn State University; 2014. [cited 2020 Oct 19]. Available from: https://submit-etda.libraries.psu.edu/catalog/21997.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shi Z. Risk, Ambiguity, and Anomalies in the Fixed Income Market. [Thesis]. Penn State University; 2014. Available from: https://submit-etda.libraries.psu.edu/catalog/21997

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

2. Shafer, Rachel C. Robustness of the k-double auction under Knightian uncertainty.

Degree: PhD, Economics, 2016, University of Illinois – Urbana-Champaign

 This dissertation considers the robustness of private value and common value k-double auctions when those markets are populated by regret minimizers. Regret minimizing agents, unlike… (more)

Subjects/Keywords: Double Auctions; Regret Minimization; Knightian Uncertainty; Decision Theory; Mechanism Design

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APA (6th Edition):

Shafer, R. C. (2016). Robustness of the k-double auction under Knightian uncertainty. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/90542

Chicago Manual of Style (16th Edition):

Shafer, Rachel C. “Robustness of the k-double auction under Knightian uncertainty.” 2016. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed October 19, 2020. http://hdl.handle.net/2142/90542.

MLA Handbook (7th Edition):

Shafer, Rachel C. “Robustness of the k-double auction under Knightian uncertainty.” 2016. Web. 19 Oct 2020.

Vancouver:

Shafer RC. Robustness of the k-double auction under Knightian uncertainty. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2016. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/2142/90542.

Council of Science Editors:

Shafer RC. Robustness of the k-double auction under Knightian uncertainty. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2016. Available from: http://hdl.handle.net/2142/90542


Uppsala University

3. Lundström, Kristofer. All your returns are belong to us : An exploratory study of how industry characteristics affect investments in the Swedish video game sector.

Degree: Business Studies, 2016, Uppsala University

  Being relatively young, the Swedish video game industry has experienced explosive growth in recent years, surpassing several traditional industries. Exemplified by the purchase of… (more)

Subjects/Keywords: Swedish Video Game Industry; Industry Characteristics; Profitability Ratio; Knightian Uncertainty; Exploratory study; Community

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APA (6th Edition):

Lundström, K. (2016). All your returns are belong to us : An exploratory study of how industry characteristics affect investments in the Swedish video game sector. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298470

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lundström, Kristofer. “All your returns are belong to us : An exploratory study of how industry characteristics affect investments in the Swedish video game sector.” 2016. Thesis, Uppsala University. Accessed October 19, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298470.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lundström, Kristofer. “All your returns are belong to us : An exploratory study of how industry characteristics affect investments in the Swedish video game sector.” 2016. Web. 19 Oct 2020.

Vancouver:

Lundström K. All your returns are belong to us : An exploratory study of how industry characteristics affect investments in the Swedish video game sector. [Internet] [Thesis]. Uppsala University; 2016. [cited 2020 Oct 19]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298470.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lundström K. All your returns are belong to us : An exploratory study of how industry characteristics affect investments in the Swedish video game sector. [Thesis]. Uppsala University; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-298470

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Blanchard, Romain. Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps : Incertitude Knightienne, arbitrage, maximisation d’utilité, prix d’indifférence d’utilité, croyances multiples non dominées , programmation dynamique, théorie de la mesure, sélection mesurable, ensemble analytique Stochastic control applied in the.

Degree: Docteur es, Mathématiques appliquées et applications mathématiques, 2017, Reims

Cette dissertation traite des trois thématiques suivantes : incertitude, fonctions d’utilité et non-arbitrage. Dans le premier chapitre, nous supposons qu’il n’y a pas d’incertitude sur… (more)

Subjects/Keywords: Incertitude knightienne; Arbitrage; Maximisation d'utilité; Prix d'utilité; Prior multiples; Théorie de la mesure; Knightian uncertainty; Arbitrage; Utility maximization; Utility prices; Multiple-Prior; Measure theory

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APA (6th Edition):

Blanchard, R. (2017). Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps : Incertitude Knightienne, arbitrage, maximisation d’utilité, prix d’indifférence d’utilité, croyances multiples non dominées , programmation dynamique, théorie de la mesure, sélection mesurable, ensemble analytique Stochastic control applied in the. (Doctoral Dissertation). Reims. Retrieved from http://www.theses.fr/2017REIMS006

Chicago Manual of Style (16th Edition):

Blanchard, Romain. “Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps : Incertitude Knightienne, arbitrage, maximisation d’utilité, prix d’indifférence d’utilité, croyances multiples non dominées , programmation dynamique, théorie de la mesure, sélection mesurable, ensemble analytique Stochastic control applied in the.” 2017. Doctoral Dissertation, Reims. Accessed October 19, 2020. http://www.theses.fr/2017REIMS006.

MLA Handbook (7th Edition):

Blanchard, Romain. “Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps : Incertitude Knightienne, arbitrage, maximisation d’utilité, prix d’indifférence d’utilité, croyances multiples non dominées , programmation dynamique, théorie de la mesure, sélection mesurable, ensemble analytique Stochastic control applied in the.” 2017. Web. 19 Oct 2020.

Vancouver:

Blanchard R. Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps : Incertitude Knightienne, arbitrage, maximisation d’utilité, prix d’indifférence d’utilité, croyances multiples non dominées , programmation dynamique, théorie de la mesure, sélection mesurable, ensemble analytique Stochastic control applied in the. [Internet] [Doctoral dissertation]. Reims; 2017. [cited 2020 Oct 19]. Available from: http://www.theses.fr/2017REIMS006.

Council of Science Editors:

Blanchard R. Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps : Incertitude Knightienne, arbitrage, maximisation d’utilité, prix d’indifférence d’utilité, croyances multiples non dominées , programmation dynamique, théorie de la mesure, sélection mesurable, ensemble analytique Stochastic control applied in the. [Doctoral Dissertation]. Reims; 2017. Available from: http://www.theses.fr/2017REIMS006

5. Roubaud, David. Options réelles et ambiguïté : Real options under ambiguity.

Degree: Docteur es, Sciences économiques, 2011, Aix-Marseille 3

Cette thèse se positionne au croisement de la théorie de la décision en univers incertain et de la théorie des choix d’investissements irréversibles (options réelles).… (more)

Subjects/Keywords: Ambiguïté; Incertitude au sens de Knight; Optimisation; Options réelles; Investissement irréversible; Choquet-Browniens; Ambiguity; Knightian Uncertainty; Optimization problem; Recursive utility; Irreversible Investment; Real Options; Choquet-Brownian motions

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Roubaud, D. (2011). Options réelles et ambiguïté : Real options under ambiguity. (Doctoral Dissertation). Aix-Marseille 3. Retrieved from http://www.theses.fr/2011AIX32040

Chicago Manual of Style (16th Edition):

Roubaud, David. “Options réelles et ambiguïté : Real options under ambiguity.” 2011. Doctoral Dissertation, Aix-Marseille 3. Accessed October 19, 2020. http://www.theses.fr/2011AIX32040.

MLA Handbook (7th Edition):

Roubaud, David. “Options réelles et ambiguïté : Real options under ambiguity.” 2011. Web. 19 Oct 2020.

Vancouver:

Roubaud D. Options réelles et ambiguïté : Real options under ambiguity. [Internet] [Doctoral dissertation]. Aix-Marseille 3; 2011. [cited 2020 Oct 19]. Available from: http://www.theses.fr/2011AIX32040.

Council of Science Editors:

Roubaud D. Options réelles et ambiguïté : Real options under ambiguity. [Doctoral Dissertation]. Aix-Marseille 3; 2011. Available from: http://www.theses.fr/2011AIX32040

6. M. Burzoni. A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS.

Degree: 2015, Università degli Studi di Milano

 We discuss fundamental questions of Mathematical Finance such as arbitrage and hedging in the context of a discrete time market with no reference probability. We… (more)

Subjects/Keywords: Knightian uncertainty; arbitrage; superhedging; duality; transaction costs; model free; martingale; Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie; Settore MAT/06 - Probabilita' e Statistica Matematica

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APA (6th Edition):

Burzoni, M. (2015). A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS. (Thesis). Università degli Studi di Milano. Retrieved from http://hdl.handle.net/2434/337059

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Burzoni, M.. “A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS.” 2015. Thesis, Università degli Studi di Milano. Accessed October 19, 2020. http://hdl.handle.net/2434/337059.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Burzoni, M.. “A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS.” 2015. Web. 19 Oct 2020.

Vancouver:

Burzoni M. A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS. [Internet] [Thesis]. Università degli Studi di Milano; 2015. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/2434/337059.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Burzoni M. A MODEL-FREE ANALYSIS OF DISCRETE TIME FINANCIAL MARKETS. [Thesis]. Università degli Studi di Milano; 2015. Available from: http://hdl.handle.net/2434/337059

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Munk, Alexander. Beliefs and Uncertainty in Stochastic Modeling.

Degree: PhD, Mathematics, 2017, University of Michigan

 Belief specification, as well as the identification of sources and statistical properties of uncertainty, is a crucial stage in stochastic model development. In much of… (more)

Subjects/Keywords: flash crash; model risk; optimal execution; Knightian uncertainty; parimutuel wagering; generalized central limit theorem; Mathematics; Science

…Between Covariance Uncertainty and . . . . . 1 Introduction… …sources and statistical properties of uncertainty, is a crucial stage in stochastic model… …independence, covariance uncertainty, and behavior under certain linear operations, we continue to… …volatility uncertainty. Roughly speaking, one can think of these objects as the appropriate… …analogues of their classical namesakes in a setting of model uncertainty where the relevant… 

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APA (6th Edition):

Munk, A. (2017). Beliefs and Uncertainty in Stochastic Modeling. (Doctoral Dissertation). University of Michigan. Retrieved from http://hdl.handle.net/2027.42/138474

Chicago Manual of Style (16th Edition):

Munk, Alexander. “Beliefs and Uncertainty in Stochastic Modeling.” 2017. Doctoral Dissertation, University of Michigan. Accessed October 19, 2020. http://hdl.handle.net/2027.42/138474.

MLA Handbook (7th Edition):

Munk, Alexander. “Beliefs and Uncertainty in Stochastic Modeling.” 2017. Web. 19 Oct 2020.

Vancouver:

Munk A. Beliefs and Uncertainty in Stochastic Modeling. [Internet] [Doctoral dissertation]. University of Michigan; 2017. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/2027.42/138474.

Council of Science Editors:

Munk A. Beliefs and Uncertainty in Stochastic Modeling. [Doctoral Dissertation]. University of Michigan; 2017. Available from: http://hdl.handle.net/2027.42/138474

8. Sun, Lan. Essays on two-player games with asymmetric information : Essai sur les jeux à deux joueurs avec information asymétrique.

Degree: Docteur es, Mathématiques et informatique, 2016, Paris 1; Universität Bielefeld

Cette thèse est une contribution à la théorie économique sur trois aspects: la dynamique de prix dans les marchés financiers avec asymétrie d’information, la mise… (more)

Subjects/Keywords: Jeux à somme nulle; Information incomplète; Jeux de signaux; Équilibre de test d'hypothèse; Jeux de dissuasion à l'entrée; Raffinement d'équilibre; Équilibre séquentiel de Nash; Incertitude à la Knight; Zero-sum games; Incomplete information; Signalling games; Hypothesis testing equilibrium; Enter deterrence games; Equilibrium refinement; Sequential Nash equilibrium; Knightian uncertainty; 519.3; 330

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APA (6th Edition):

Sun, L. (2016). Essays on two-player games with asymmetric information : Essai sur les jeux à deux joueurs avec information asymétrique. (Doctoral Dissertation). Paris 1; Universität Bielefeld. Retrieved from http://www.theses.fr/2016PA01E056

Chicago Manual of Style (16th Edition):

Sun, Lan. “Essays on two-player games with asymmetric information : Essai sur les jeux à deux joueurs avec information asymétrique.” 2016. Doctoral Dissertation, Paris 1; Universität Bielefeld. Accessed October 19, 2020. http://www.theses.fr/2016PA01E056.

MLA Handbook (7th Edition):

Sun, Lan. “Essays on two-player games with asymmetric information : Essai sur les jeux à deux joueurs avec information asymétrique.” 2016. Web. 19 Oct 2020.

Vancouver:

Sun L. Essays on two-player games with asymmetric information : Essai sur les jeux à deux joueurs avec information asymétrique. [Internet] [Doctoral dissertation]. Paris 1; Universität Bielefeld; 2016. [cited 2020 Oct 19]. Available from: http://www.theses.fr/2016PA01E056.

Council of Science Editors:

Sun L. Essays on two-player games with asymmetric information : Essai sur les jeux à deux joueurs avec information asymétrique. [Doctoral Dissertation]. Paris 1; Universität Bielefeld; 2016. Available from: http://www.theses.fr/2016PA01E056

9. Stan, Raluca. Two Essays on the Role of Uncertainty in Financial Markets.

Degree: PhD, Finance, 2018, West Virginia University

Subjects/Keywords: Monetary Policy; Macroeconomic Announcements; Financial Markets; Intraday Data; Ambiguity; Knightian Uncertainty; Earnings Announcements; Stock Returns; Market Efficiency; Systematic Risk.

…39 Figure 2-1. Ambiguity and other Measures of Risk/Uncertainty… …the role of uncertainty in financial markets. The first essay entitled ‘Monetary Policy… …Uncertainty and the Market Reaction to Macroeconomic News’ examines the impact of monetary policy… …uncertainty on the reaction of the equity, Treasury security, foreign exchange and crude oil markets… …Korn, 1991). I posit that in times of high monetary policy uncertainty, macroeconomic… 

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APA (6th Edition):

Stan, R. (2018). Two Essays on the Role of Uncertainty in Financial Markets. (Doctoral Dissertation). West Virginia University. Retrieved from https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261

Chicago Manual of Style (16th Edition):

Stan, Raluca. “Two Essays on the Role of Uncertainty in Financial Markets.” 2018. Doctoral Dissertation, West Virginia University. Accessed October 19, 2020. https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261.

MLA Handbook (7th Edition):

Stan, Raluca. “Two Essays on the Role of Uncertainty in Financial Markets.” 2018. Web. 19 Oct 2020.

Vancouver:

Stan R. Two Essays on the Role of Uncertainty in Financial Markets. [Internet] [Doctoral dissertation]. West Virginia University; 2018. [cited 2020 Oct 19]. Available from: https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261.

Council of Science Editors:

Stan R. Two Essays on the Role of Uncertainty in Financial Markets. [Doctoral Dissertation]. West Virginia University; 2018. Available from: https://doi.org/10.33915/etd.7261 ; https://researchrepository.wvu.edu/etd/7261


Vanderbilt University

10. Seth, Suman. Essays in Multidimensional Measurement: Welfare, Poverty, and Robustness.

Degree: PhD, Economics, 2010, Vanderbilt University

 This dissertation consists of three different projects concerning three different aspects of measuring social welfare and poverty, when the measurement is based on more than… (more)

Subjects/Keywords: equally distributed equivalent; multidimensional association; dominance; general mean; multidimensional inequality; Social welfare measurement; ambiguity; epsilon-contamination; Knightian uncertainty; Human Development Index; positive association; Kendall’s tau; redundancy; prevalence function; Below the Poverty Line (BPL); poverty measurement; multidimensional poverty; capability approach; identification; poverty indices; decomposability

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APA (6th Edition):

Seth, S. (2010). Essays in Multidimensional Measurement: Welfare, Poverty, and Robustness. (Doctoral Dissertation). Vanderbilt University. Retrieved from http://hdl.handle.net/1803/12396

Chicago Manual of Style (16th Edition):

Seth, Suman. “Essays in Multidimensional Measurement: Welfare, Poverty, and Robustness.” 2010. Doctoral Dissertation, Vanderbilt University. Accessed October 19, 2020. http://hdl.handle.net/1803/12396.

MLA Handbook (7th Edition):

Seth, Suman. “Essays in Multidimensional Measurement: Welfare, Poverty, and Robustness.” 2010. Web. 19 Oct 2020.

Vancouver:

Seth S. Essays in Multidimensional Measurement: Welfare, Poverty, and Robustness. [Internet] [Doctoral dissertation]. Vanderbilt University; 2010. [cited 2020 Oct 19]. Available from: http://hdl.handle.net/1803/12396.

Council of Science Editors:

Seth S. Essays in Multidimensional Measurement: Welfare, Poverty, and Robustness. [Doctoral Dissertation]. Vanderbilt University; 2010. Available from: http://hdl.handle.net/1803/12396

.