Ambiguity aversion and asset prices in production economies
Year of publication: |
2014
|
---|---|
Authors: | Jahan-Parvar, Mohammad R. ; Liu, Hening |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 27.2014, 10, p. 3060-3097
|
Subject: | Risikoaversion | Risk aversion | CAPM | Markov-Kette | Markov chain | Risikoprämie | Risk premium | Theorie | Theory |
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