Portfolio choices and asset prices : the comparative statics of ambiguity aversion
Year of publication: |
2011
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Authors: | Gollier, Christian |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 78.2011, 4, p. 1329-1344
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Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Equity-Premium-Puzzle | Equity premium puzzle | Theorie | Theory |
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