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Risk, Uncertainty, and Value

1. Stochastic Processes and Laws of Large Numbers
2. Markov Processes
3. Stationary Increments
4. Processes with Markovian increments
5. Hidden Markov Models
6. Multiplicative Functionals
7. Perturbing multiplicative functionals
8. Exploring Recursive Utility
9. Stochastic Responses
10. Representing Marginal Valuation
11. Risk, Ambiguity, and Misspecification
12. GMM Estimation
13. Bibliography

Uncertainty Expansion

Uncertain Expansion Example Notebook

Shock Elasticities

Manuscript
Background Reading
Notebook: Discrete Time
Notebook: Continuous Time

Comparative Valuation Dynamics in Production Economies

Manuscript
Online Appendix
Computational Resources

Uncertainty Spillovers for Markets and Policy

Manuscript

Index

By Lars Peter Hansen

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