Generalized entropy and model uncertainty
Year of publication: |
2019
|
---|---|
Authors: | Meyer-Gohde, Alexander |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 183.2019, p. 312-343
|
Subject: | Equity premium puzzle | Model uncertainty | Recursive preferences | Robust control | Tsallis entropy | Entropie | Entropy | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Modellierung | Scientific modelling | Risiko | Risk | Equity-Premium-Puzzle | Robustes Verfahren | Robust statistics | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
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