Ambiguity in asset pricing and portfolio choice: a review of the literature
Year of publication: |
2010
|
---|---|
Authors: | Guidolin, Massimo ; Rinaldi, Francesca |
Institutions: | Federal Reserve Bank of St. Louis |
Subject: | Capital assets pricing model | Investments |
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Beauty and the bulls: the investment characteristics of paintings
Bryan, Michael F., (1985)
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Time-varying risk and international portfolio diversification with contagious bear markets
Santis, Giorgio De, (1995)
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Information diffusion based explanations of asset pricing anomalies
Bolmatis, Athanasios, (2007)
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A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?
Guidolin, Massimo, (2009)
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A simple model of trading and pricing risky assets under ambiguity: Any lessons for policy-makers?
Guidolin, Massimo, (2009)
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A Simple Model of Trading and Pricing RiskyAssets Under Ambiguity: Any Lessons forPolicy-Makers?
Guidolin, Massimo, (2008)
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