| Behavior under uncertainty. This program aims to further develop this methodology, based on our previous work on SD and related problem areas. We specifically aim to deal with the following problems: (1) statistical inference, (2) tractable computational methods and (3) flexibility in modeling the economic problem. In addition, we aim to apply SD to a number of key problems in financial economics, including: (1) derivative pricing, (2) empirical financial market anomalies and (3) analyzing the effectiveness of various trading and risk management strategies. |
