메뉴 건너뛰기




Volumn 23, Issue 9-10, 1999, Pages 1587-1604

Investment behavior under Knightian uncertainty - An evolutionary approach

Author keywords

Bayesian rationality; Genetic programming; Knightian uncertainty

Indexed keywords


EID: 0033195251     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(98)00085-2     Document Type: Article
Times cited : (16)

References (25)
  • 1
    • 0000438997 scopus 로고
    • Uncertainty, evolution and economic theory
    • Alchian A.A. Uncertainty, evolution and economic theory. Journal of Political Economy. 58:1950;211-221.
    • (1950) Journal of Political Economy , vol.58 , pp. 211-221
    • Alchian, A.A.1
  • 2
    • 0002085377 scopus 로고    scopus 로고
    • Subtree crossover: Building block engine or macromutation?
    • In: e.a. Koza, J.R. (Ed.) Morgan Kaufmann Publishers, San Fransisco
    • Angeline, P.J., 1997. Subtree crossover: Building block engine or macromutation? In: e.a. Koza, J.R. (Ed.), Genetic Programming 1997. Proceedings of the Second Annual Conference. Morgan Kaufmann Publishers, San Fransisco, pp. 9-17.
    • (1997) Genetic Programming 1997. Proceedings of the Second Annual Conference , pp. 9-17
    • Angeline, P.J.1
  • 3
    • 0029425663 scopus 로고
    • Epistemic conditions for Nash equilibrium
    • Aumann R., Brandenburger A. Epistemic conditions for Nash equilibrium. Econometrica. 63:1995;1161-1180.
    • (1995) Econometrica , vol.63 , pp. 1161-1180
    • Aumann, R.1    Brandenburger, A.2
  • 4
    • 0001980141 scopus 로고
    • The evolution of strategies in the iterated prisoner's dilemma
    • In Davis, L. (Ed.) Pittman, London.
    • Axelrod, R., 1987. The evolution of strategies in the iterated prisoner's dilemma. In Davis, L. (Ed.), Genetic Algorithms and Simulated Annealing. Pittman, London.
    • (1987) Genetic Algorithms and Simulated Annealing.
    • Axelrod, R.1
  • 5
    • 0002986789 scopus 로고
    • On the non-existence of a rationality definition for extensive form games
    • Basu K. On the non-existence of a rationality definition for extensive form games. International Journal of Game Theory. 19:1990;33-44.
    • (1990) International Journal of Game Theory , vol.19 , pp. 33-44
    • Basu, K.1
  • 6
    • 0002598674 scopus 로고
    • Self-refuting theories of strategic intercation: A paradox of common knowledge
    • Bicchieri C. Self-refuting theories of strategic intercation: a paradox of common knowledge. Erkenntnis. 30:1989;69-85.
    • (1989) Erkenntnis , vol.30 , pp. 69-85
    • Bicchieri, C.1
  • 9
    • 34249838202 scopus 로고
    • Recent development in modeling preferences: Uncertainty and ambiguity
    • Camerer C., Weber M. Recent development in modeling preferences: Uncertainty and ambiguity. Journal of Risk and Uncertainty. 5:1992;325-370.
    • (1992) Journal of Risk and Uncertainty , vol.5 , pp. 325-370
    • Camerer, C.1    Weber, M.2
  • 10
    • 0000672689 scopus 로고
    • Uncertainty aversion, risk aversion, and the optimal choice of portfolio
    • Dow J., Werlang S.R.C. Uncertainty aversion, risk aversion, and the optimal choice of portfolio. Econometrica. 60(1):1992;197-204.
    • (1992) Econometrica , vol.60 , Issue.1 , pp. 197-204
    • Dow, J.1    Werlang, S.R.C.2
  • 11
    • 84957363402 scopus 로고
    • Risk, ambiguity, and the Savage axioms
    • Ellsberg D. Risk, ambiguity, and the Savage axioms. Quarterly Journal of Economics. 75:1961;643-669.
    • (1961) Quarterly Journal of Economics , vol.75 , pp. 643-669
    • Ellsberg, D.1
  • 14
    • 84971736933 scopus 로고
    • Capital growth and the mean-variance approach to portfolio selection
    • Hakansson N.H. Capital growth and the mean-variance approach to portfolio selection. Journal of Financial and Quantitative Analysis. 6:1971;517-557.
    • (1971) Journal of Financial and Quantitative Analysis , vol.6 , pp. 517-557
    • Hakansson, N.H.1
  • 20
    • 0001617776 scopus 로고
    • Criteria for choice among risky assets
    • Latané H.A. Criteria for choice among risky assets. Journal of Political Economy. 67:1959;144-155.
    • (1959) Journal of Political Economy , vol.67 , pp. 144-155
    • Latané, H.A.1
  • 23
  • 24
    • 0345819050 scopus 로고    scopus 로고
    • Computation of equilibria in heterogeneous agent models
    • Federal Reserve Bank of Minneapolis.
    • Ríos-Rull, J.-V., 1997. Computation of equilibria in heterogeneous agent models. Staff Report 231, Federal Reserve Bank of Minneapolis.
    • (1997) Staff Report 231
    • Ríos-Rull, J.-V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.