Uncertain growth, ambiguity aversion and asset prices
Year of publication: |
2011
|
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Authors: | Liu, Hening |
Publisher: |
Manchester : The University of Manchester, Manchester Business School |
Subject: | Countercylical | Equity premium | Markov switching | Smooth ambiguity | Stochastic growth |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 683141643 [GVK] hdl:10419/102369 [Handle] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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