Financial uncertainty with ambiguity and learning
Hening Liu, Yuzhao Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Liu, Hening ; Zhang, Yuzhao |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 3, p. 2120-2140
|
| Subject: | ambiguity | business cycle | Markov switching | production-based asset pricing | uncertainty | variance risk premium | Theorie | Theory | Risiko | Risk | Risikoprämie | Risk premium | Entscheidung unter Unsicherheit | Decision under uncertainty | Konjunktur | Business cycle | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2021.3958 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262914