Generalized Robustness and Dynamic Pessimism
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- Shilin Li & Jinqiang Yang & Siqi Zhao, 2022. "Robust leverage dynamics without commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 643-679, September.
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JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G4 - Financial Economics - - Behavioral Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2020-05-04 (Operations Research)
- NEP-RMG-2020-05-04 (Risk Management)
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