Asset pricing with disagreement and uncertainty about the length of business cycles
Year of publication: |
2019
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Authors: | Andrei, Daniel ; Carlin, Bruce Ian ; Hasler, Michael |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 6, p. 2900-2923
|
Subject: | learning | uncertainty | disagreement | volatility | risk premium | Theorie | Theory | Volatilität | Volatility | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Konjunktur | Business cycle | Börsenkurs | Share price | Lernprozess | Learning process |
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