Equilibrium Asset Pricing with Time-Varying Pessimism
Year of publication: |
2002
|
---|---|
Authors: | Sbuelz, A. ; Trojani, F. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | capital asset pricing | general equilibrium | uncertainty | financial risk | model misspecification | Knightian uncertainty | first order risk aversion |
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