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~institution:"London School of Economics (LSE)"
~person:"Danielsson, Jon"
~person:"Kondor, Peter"
~subject:"Calibration"
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Calibration
Confirmatory bias
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Cross-section of asset
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Downside risk measures
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Generalized empirical Likelihood
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Heavy tailed distribution
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Higher-order expectations
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Preference ordering
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Public announcements
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Rare events
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Regular variation
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Risk measures
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Semi-parametric Bayesian Inference
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Short-term traders
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Stochastic dominance
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equity premium puzzle
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Danielsson, Jon
Kondor, Peter
Ghosh, Anisha
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Julliard, Christian
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London School of Economics (LSE)
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Rational trader
risk
Kondor, Peter
-
London School of Economics (LSE)
-
2004
i.e. there is no noise trader
risk
. Instead, traders expect that new rational entrants with different information in the …
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