Macroeconomic uncertainty prices when beliefs are tenuous
Lars Peter Hansen, Thomas J. Sargent
| Year of publication: |
2021
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|---|---|
| Authors: | Hansen, Lars Peter ; Sargent, Thomas J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 223.2021, 1, p. 222-250
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| Subject: | Asset prices | Model uncertainty | Relative and Chernoff entropy | Risk | Robustness | CAPM | Risiko | Entropie | Entropy | Entscheidung unter Risiko | Decision under risk | Kapitalmarkttheorie | Financial economics | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Finanzmarktökonometrie | Financial econometrics | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.11.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619969