Recursive preferences, learning and large deviations
Year of publication: |
2014
|
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Authors: | Dave, Chetan ; Tsang, Kwok Ping |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 3, p. 329-334
|
Subject: | Recursive preferences | Adaptive learning | Large deviations | Fat tails | Asset prices | Lernprozess | Learning process | Präferenztheorie | Theory of preferences | Statistische Verteilung | Statistical distribution | Rationale Erwartung | Rational expectations | CAPM | Börsenkurs | Share price |
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