Sets of Models and Prices of Uncertainty
收藏NBER2016-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w22000
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资源简介：
A decision maker constructs a convex set of nonnegative martingales to use as likelihood ratios that represent parametric alternatives to a baseline model and also non-parametric models statistically close to both the baseline model and the parametric alternatives. Max-min expected utility over that
提供机构：
美国国家经济研究局
创建时间：
2016-02-01
