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Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish - In: Finance research letters 55 (2023) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
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Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio; Hansen, Erwin - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
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Distribution uncertainty and expected stock returns
Chae, Joon; Lee, Eun Jung - In: Finance research letters 25 (2018), pp. 55-61
Persistent link: https://www.econbiz.de/10012003434
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How does economic policy uncertainty affect corporate risk-taking? : evidence from China
Wen, Fenghua; Li, Cui; Sha, Han; Shao, Liuguo - In: Finance research letters 41 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013336156
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Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents
Obrimah, Oghenovo Adewale - In: Finance research letters 54 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472666
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On the consistency of the individual behavior when facing higher-order risk attitudes
Colasante, Annarita; García-Segarra, Jaume; Riccetti, Luca - In: Finance research letters 50 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10014245295
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Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu; Yao, Xiangkun - In: Finance research letters 29 (2019), pp. 384-392
Persistent link: https://www.econbiz.de/10012419240
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Determining risk model confidence sets
Cummins, Mark; Dowling, Michael; Esposito, Francesco - In: Finance research letters 22 (2017), pp. 169-174
Persistent link: https://www.econbiz.de/10011808131
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Model misspecification and pricing of illiquid claims
Rubtsov, Alexey - In: Finance research letters 18 (2016), pp. 242-249
Persistent link: https://www.econbiz.de/10011657056
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Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu; Lee, Seungkyu; Lim, Byung Hwa - In: Finance research letters 18 (2016), pp. 342-352
Persistent link: https://www.econbiz.de/10011657300