Discussion of "Robustness and pricing with uncertain growth"
Year of publication: |
2002
|
---|---|
Authors: | Maenhout, Pascal J. |
Other Persons: | Cagetti, Marco (contributor) ; Hansen, Lars Peter (contributor) ; Sargent, Thomas J. (contributor) ; Williams, Noah (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 2, p. 405-411
|
Subject: | CAPM | Modellierung | Scientific modelling | Rationale Erwartung | Rational expectations | Signalling | Schock | Shock | Spieltheorie | Game theory | Stochastisches Wachstumsmodell | Stochastic growth model |
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