Endogenous indeterminacy and volatility of asset prices under ambiguity
Year of publication: |
2013
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Authors: | Mandler, Michael |
Published in: |
Theoretical economics : TE ; journal of the Econometric Society. - New York, NY : Econometric Society, ISSN 1933-6837, ZDB-ID 2398911-7. - Vol. 8.2013, 3, p. 729-750
|
Subject: | Ambiguity aversion | asset pricing | indeterminacy | excess volatility | general equilibrium | Börsenkurs | Share price | Theorie | Theory | Volatilität | Volatility | Allgemeines Gleichgewicht | General equilibrium | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty |
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