Uncertainty within economic models:
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 mode...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore
World Scientific Pub. Co.
c2015
|
| Series: | World Scientific Series in Economic Theory
v. 6 |
| Subjects: | |
| Links: | http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc |
| Summary: | 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 |
| Physical Description: | xxvii, 454 p. ill |
| ISBN: | 9789814578127 |
Staff View
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV044640298 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 171120s2015 xx a||| o|||| 00||| eng d | ||
| 020 | |a 9789814578127 |9 978-981-4578-12-7 | ||
| 024 | 7 | |a 10.1142/9028 |2 doi | |
| 035 | |a (ZDB-124-WOP)00006187 | ||
| 035 | |a (OCoLC)988733462 | ||
| 035 | |a (DE-599)BVBBV044640298 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-92 | ||
| 082 | 0 | |a 330.01/5195 |2 22 | |
| 084 | |a QC 020 |0 (DE-625)141237: |2 rvk | ||
| 100 | 1 | |a Hansen, Lars Peter |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Uncertainty within economic models |c Lars Peter Hansen, Thomas J. Sargent |
| 264 | 1 | |a Singapore |b World Scientific Pub. Co. |c c2015 | |
| 300 | |a xxvii, 454 p. |b ill | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a World Scientific Series in Economic Theory |v v. 6 | |
| 520 | |a 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 | ||
| 650 | 4 | |a Economics / Mathematical models | |
| 650 | 0 | 7 | |a Wirtschaftsmodell |0 (DE-588)4079348-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Unsicherheit |0 (DE-588)4186957-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Wirtschaftsmodell |0 (DE-588)4079348-5 |D s |
| 689 | 0 | 1 | |a Unsicherheit |0 (DE-588)4186957-6 |D s |
| 689 | 0 | 2 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Sargent, Thomas J. |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9789814578110 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9814578118 |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc |x Verlag |z URL des Erstveroeffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-030038271 | |
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc |l DE-92 |p ZDB-124-WOP |q FHN_PDA_WOP |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1818983732863827968 |
|---|---|
| any_adam_object | |
| author | Hansen, Lars Peter |
| author_facet | Hansen, Lars Peter |
| author_role | aut |
| author_sort | Hansen, Lars Peter |
| author_variant | l p h lp lph |
| building | Verbundindex |
| bvnumber | BV044640298 |
| classification_rvk | QC 020 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00006187 (OCoLC)988733462 (DE-599)BVBBV044640298 |
| dewey-full | 330.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/5195 |
| dewey-search | 330.01/5195 |
| dewey-sort | 3330.01 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02737nam a2200505zcb4500</leader><controlfield tag="001">BV044640298</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">171120s2015 xx a||| o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814578127</subfield><subfield code="9">978-981-4578-12-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1142/9028</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)00006187</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)988733462</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044640298</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.01/5195</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QC 020</subfield><subfield code="0">(DE-625)141237:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hansen, Lars Peter</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Uncertainty within economic models</subfield><subfield code="c">Lars Peter Hansen, Thomas J. Sargent</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Pub. Co.</subfield><subfield code="c">c2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xxvii, 454 p.</subfield><subfield code="b">ill</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">World Scientific Series in Economic Theory</subfield><subfield code="v">v. 6</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics / Mathematical models</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wirtschaftsmodell</subfield><subfield code="0">(DE-588)4079348-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Unsicherheit</subfield><subfield code="0">(DE-588)4186957-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Wirtschaftsmodell</subfield><subfield code="0">(DE-588)4079348-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Unsicherheit</subfield><subfield code="0">(DE-588)4186957-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Sargent, Thomas J.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9789814578110</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9814578118</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveroeffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030038271</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc</subfield><subfield code="l">DE-92</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="q">FHN_PDA_WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044640298 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T18:07:47Z |
| institution | BVB |
| isbn | 9789814578127 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030038271 |
| oclc_num | 988733462 |
| open_access_boolean | |
| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xxvii, 454 p. ill |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| series2 | World Scientific Series in Economic Theory |
| spelling | Hansen, Lars Peter Verfasser aut Uncertainty within economic models Lars Peter Hansen, Thomas J. Sargent Singapore World Scientific Pub. Co. c2015 xxvii, 454 p. ill txt rdacontent c rdamedia cr rdacarrier World Scientific Series in Economic Theory v. 6 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 Economics / Mathematical models Wirtschaftsmodell (DE-588)4079348-5 gnd rswk-swf Unsicherheit (DE-588)4186957-6 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Wirtschaftsmodell (DE-588)4079348-5 s Unsicherheit (DE-588)4186957-6 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Sargent, Thomas J. Sonstige oth Erscheint auch als Druck-Ausgabe 9789814578110 Erscheint auch als Druck-Ausgabe 9814578118 http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Hansen, Lars Peter Uncertainty within economic models Economics / Mathematical models Wirtschaftsmodell (DE-588)4079348-5 gnd Unsicherheit (DE-588)4186957-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4079348-5 (DE-588)4186957-6 (DE-588)4114528-8 |
| title | Uncertainty within economic models |
| title_auth | Uncertainty within economic models |
| title_exact_search | Uncertainty within economic models |
| title_full | Uncertainty within economic models Lars Peter Hansen, Thomas J. Sargent |
| title_fullStr | Uncertainty within economic models Lars Peter Hansen, Thomas J. Sargent |
| title_full_unstemmed | Uncertainty within economic models Lars Peter Hansen, Thomas J. Sargent |
| title_short | Uncertainty within economic models |
| title_sort | uncertainty within economic models |
| topic | Economics / Mathematical models Wirtschaftsmodell (DE-588)4079348-5 gnd Unsicherheit (DE-588)4186957-6 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Economics / Mathematical models Wirtschaftsmodell Unsicherheit Mathematisches Modell |
| url | http://www.worldscientific.com/worldscibooks/10.1142/9028#t=toc |
| work_keys_str_mv | AT hansenlarspeter uncertaintywithineconomicmodels AT sargentthomasj uncertaintywithineconomicmodels |