Top

Mathematics and Financial Economics

Published in:

14-12-2017

Foreword to the special issue on “Robustness, Knightian uncertainty, and games in finance”

Authors: Frank Riedel, Chris Shannon, Jan Werner

Published in: Mathematics and Financial Economics | Issue 1/2018

Activate our intelligent search to find suitable subject content or patents.

search-config

AI-assisted search

Off

Excerpt

In recent years, the related issues of Knightian uncertainty and robustness have emerged as major themes in financial economics and decision theory. A rich theory of decision making under Knightian uncertainty has been developed in decision theory, complemented by a rich literature on risk measures in mathematics and finance. Both research strands emphasize the need to deal with foundational modeling assumptions. At the same time, due in part to the financial crisis starting in 2007, the need for “robust finance” became clear both in practice and in theory, and since then robust finance has become one of the main problems in the field. …

next article Robust return risk measures

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

über 67.000 Bücher
über 340 Zeitschriften

aus folgenden Fachgebieten:

Bauwesen + Immobilien
Business IT + Informatik
Finance + Banking
Management + Führung
Marketing + Vertrieb
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

inform now

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

über 102.000 Bücher
über 537 Zeitschriften

aus folgenden Fachgebieten:

Automobil + Motoren
Bauwesen + Immobilien
Business IT + Informatik
Elektrotechnik + Elektronik
Energie + Nachhaltigkeit
Finance + Banking
Management + Führung
Marketing + Vertrieb
Maschinenbau + Werkstoffe
Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

inform now

Title: Foreword to the special issue on “Robustness, Knightian uncertainty, and games in finance”
Authors: Frank Riedel
Chris Shannon
Jan Werner
Publication date: 14-12-2017
Publisher: Springer Berlin Heidelberg
Published in: Mathematics and Financial Economics / Issue 1/2018
Print ISSN: 1862-9679
Electronic ISSN: 1862-9660
DOI: https://doi.org/10.1007/s11579-017-0208-x

Springer Professional

Excerpt

Please log in to get access to your license.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft"

Springer Professional "Wirtschaft+Technik"

Other articles of this Issue 1/2018

Backward nonlinear expectation equations

Combining different models

Asset prices in an ambiguous economy

Robust return risk measures

Symmetry axioms and perceived ambiguity

Multidimensional investment problem