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Ambiguity aversion and asset prices in production economies
Jahan-Parvar, Mohammad R.; Liu, Hening - In: The review of financial studies 27 (2014) 10, pp. 3060-3097
Persistent link: https://www.econbiz.de/10010530170
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Does smooth ambiguity matter for asset pricing?
Gallant, A. Ronald; Jahan-Parvar, Mohammad R.; Liu, Hening - In: The review of financial studies 32 (2019) 9, pp. 3617-3666
Persistent link: https://www.econbiz.de/10012108126
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International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
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International asset allocation under regime switching, skew, and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2013) 2, pp. 889-888
Persistent link: https://www.econbiz.de/10010113667
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International asset allocation under regime switching, skew, and kurtosis preferences
Guidolin, Massimo; Timmermann, Allan - In: The review of financial studies 21 (2008) 2, pp. 889-936
Persistent link: https://www.econbiz.de/10007984219