Biased Bayesian learning with an application to the risk-free rate puzzle
Year of publication: |
2014
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Authors: | Ludwig, Alexander ; Zimper, Alexander |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 39.2014, p. 79-97
|
Subject: | Ambiguity | Non-additive probability measures | Bayesian learning | Truncated normal distribution | Risk-free rate puzzle | Theorie | Theory | Lernprozess | Learning process | Bayes-Statistik | Bayesian inference | Wahrscheinlichkeitsrechnung | Probability theory | CAPM | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoprämie | Risk premium |
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