Ambiguity, long-run risks, and asset prices in continuous time
Year of publication: |
2021
|
---|---|
Authors: | Ruan, Xinfeng |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 115-126
|
Subject: | Ambiguity | Equity premium puzzle | Long-run risks | Multiple priors | Risk-free rate puzzle | Theorie | Theory | CAPM | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Risikoaversion | Risk aversion | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk |
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