The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
Gonçalo Faria; Joa̋o Correia-da-Silva
| Year of publication: |
2012
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|---|---|
| Authors: | Faria, Gonçalo ; Correira-da-Silva, João |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 8.2012, 4, p. 507-531
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| Subject: | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009670962