Tom's Nov 14 of move of five_pref and bib

Author: thomassargent30

.DS_Store

@@ -3,6 +3,91 @@
 Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
 ###
 
+@book{Knight:1921,
+	author = {Knight, Frank H.},
+	date-added = {2020-08-20 10:29:34 -0500},
+	date-modified = {2020-08-20 11:10:35 -0500},
+	keywords = {climate,modeling},
+	publisher = {Houghton Mifflin},
+	title = {{Risk, Uncertainty, and Profit}},
+	year = {1921}}
+
+
+@article{MaccheroniMarinacciRustichini:2006b,
+	author = {Maccheroni, Fabio and Marinacci, Massimo and Rustichini, Aldo},
+	date-added = {2021-05-19 08:04:27 -0500},
+	date-modified = {2021-05-19 08:04:27 -0500},
+	journal = {Econometrica},
+	keywords = {*file-import-17-01-11},
+	number = {6},
+	pages = {1147--1498},
+	title = {{Ambiguity Aversion, Robustness, and the Variational Representation of Preferences}},
+	volume = {74},
+	year = {2006}}
+
+  @article{GilboaSchmeidler:1989,
+	author = {Gilboa, Itzhak and Schmeidler, David},
+	date-added = {2020-08-10 09:11:02 -0500},
+	date-modified = {2020-08-10 09:11:02 -0500},
+	journal = {Journal of Mathematical Economics},
+	keywords = {climate,modeling},
+	mendeley-groups = {nsfbib},
+	month = {apr},
+	number = {2},
+	pages = {141--153},
+	title = {{Maxmin Expected Utility with Non-Unique Prior}},
+	volume = {18},
+	year = {1989}}
+
+
+@Article{AHS_2003,
+  author={Evan W. Anderson and Lars Peter Hansen and Thomas J. Sargent},
+  title={{A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection}},
+  journal={Journal of the European Economic Association},
+  year=2003,
+  volume={1},
+  number={1},
+  pages={68-123},
+  month={March},
+  keywords={},
+  doi={},
+  abstract={ A representative agent fears that his model, a continuous time Markov process with jump and diffusion components, is misspecified and therefore uses robust control theory to make decisions. Under the decision maker's approximating model, cautious behavior puts adjustments for model misspecification into market prices for risk factors. We use a statistical theory of detection to quantify how much model misspecification the decision maker should fear, given his historical data record. A semigroup is a collection of objects connected by something like the law of iterated expectations. The law of iterated expectations defines the semigroup for a Markov process, while similar laws define other semigroups. Related semigroups describe (1) an approximating model; (2) a model misspecification adjustment to the continuation value in the decision maker's Bellman equation; (3) asset prices; and (4) the behavior of the model detection statistics that we use to calibrate how much robustness the decision maker prefers. Semigroups 2, 3, and 4 establish a tight link between the market price of uncertainty and a bound on the error in statistically discriminating between an approximating and a worst case model. (JEL: C00, D51, D81, E1, G12) Copyright (c) 2003 The European Economic Association.},
+  url={https://ideas.repec.org/a/tpr/jeurec/v1y2003i1p68-123.html}
+}
+
+
+@Article{BHS_2009,
+  author={Barillas, Francisco and Hansen, Lars Peter and Sargent, Thomas J.},
+  title={{Doubts or variability?}},
+  journal={Journal of Economic Theory},
+  year=2009,
+  volume={144},
+  number={6},
+  pages={2388-2418},
+  month={November},
+  keywords={ Risk aversion Model misspecification Robustness Market price of risk Equity premium puzzle Risk-fre},
+  doi={},
+  abstract={Reinterpreting most of the market price of risk as a price of model uncertainty eradicates a link between asset prices and measures of the welfare costs of aggregate fluctuations that was proposed by Hansen, Sargent, and Tallarini [17], Tallarini [30], Alvarez and Jermann [1]. Prices of model uncertainty contain information about the benefits of removing model uncertainty, not the consumption fluctuations that Lucas [22] and [23] studied. A max-min expected utility theory lets us reinterpret Tallarini's risk-aversion parameter as measuring a representative consumer's doubts about the model specification. We use model detection instead of risk-aversion experiments to calibrate that parameter. Plausible values of detection error probabilities give prices of model uncertainty that approach the Hansen and Jagannathan [11] bounds. Fixed detection error probabilities give rise to virtually identical asset prices as well as virtually identical costs of model uncertainty for Tallarini's two models of consumption growth.},
+  url={https://ideas.repec.org/a/eee/jetheo/v144y2009i6p2388-2418.html}
+}
+
+
+
+@Article{HST_1999,
+  author={Lars Peter Hansen and Thomas J. Sargent and Thomas D. Tallarini},
+  title={{Robust Permanent Income and Pricing}},
+  journal={Review of Economic Studies},
+  year=1999,
+  volume={66},
+  number={4},
+  pages={873-907},
+  month={},
+  keywords={},
+  doi={},
+  abstract={\"… I suppose there exists an extremely powerful, and, if I may so speak, malignant being, whose whole endeavours are directed toward deceiving me.\" Rene Descartes, Meditations, II.1},
+  url={https://ideas.repec.org/a/oup/restud/v66y1999i4p873-907..html}
+}
+
 
 @article{Jacobson_73,
  author = {D. H. Jacobson},
@@ -11,7 +96,20 @@ @article{Jacobson_73
  journal = {IEEE Transactions on Automatic Control},
  volume = {18},
  number = {2},
- pages = {124-131}}
+ pages = {124-131}
+ }
+
+
+
+
+ @book{Bucklew_2004,
+ title = {An Introduction  to Rare Event Simulation},
+ author = {James A. Bucklew},
+ address = {New York},
+ publisher = {Springer Verlag},
+ year = {2004}}
+
+
 
  @book{Whittle_1990,
  author = {Peter Whittle},
@@ -21,7 +119,7 @@ @book{Whittle_1990
  address = {New York}}
 
 
- @article{Whittle_1981.
+ @article{Whittle_1981,
  author = {Peter Whittle},
  year = {1981},
  title = {Risk-Sensitive Linear/Quadratic/Gaussian Control},

lectures/_static/quant-econ.bib

@@ -16,6 +16,7 @@ parts:
   - file: heavy_tails
   - file: multivariate_normal
   - file: time_series_with_matrices
+  - file: five_preferences
 - caption: Linear Programming
   numbered: true
   chapters: