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Uncertainty outside and inside economic models
Hansen, Lars Peter - 2014
Persistent link: https://www.econbiz.de/10010412425
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Long term risk : an operator approach
Hansen, Lars Peter; Scheinkman, José Alexandre - 2006
Persistent link: https://www.econbiz.de/10003389671
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Risk Price Dynamics
Borovička, Jaroslav - 2009
featuring consumption externalities, recursive utility, and jump risk …
Persistent link: https://www.econbiz.de/10013154476
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Risk Price Dynamics
Hansen, Lars Peter - 2019
examples featuring consumption externalities, recursive utility, and jump risk …
Persistent link: https://www.econbiz.de/10012906129
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Risk Price Dynamics
Borovička, Jaroslav - 2019
featuring consumption externalities, recursive utility, and jump risk …
Persistent link: https://www.econbiz.de/10012871777
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Uncertainty Outside and Inside Economic Models
Hansen, Lars Peter - 2014
We must infer what the future situation would be without our interference, and what changes will be wrought by our actions. Fortunately, or unfortunately, none of these processes is infallible, or indeed ever accurate and complete. Knight (1921)
Persistent link: https://www.econbiz.de/10013048614
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Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
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Macroeconomic Uncertainty Prices When Beliefs are Tenuous
Hansen, Lars Peter; Sargent, Thomas J. - 2021
distributions of risks give rise to components of equilibrium prices that differ from the risk prices widely used in asset pricing …
Persistent link: https://www.econbiz.de/10013222314
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Uncertainty Outside and Inside Economic Models
Hansen, Lars Peter - 2015
We must infer what the future situation would be without our interference, and what changes will be wrought by our actions. Fortunately, or unfortunately, none of these processes is infallible, or indeed ever accurate and complete. Knight (1921)
Persistent link: https://www.econbiz.de/10013033066
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Macroeconomic Uncertainty Prices when Beliefs are Tenuous
Hansen, Lars Peter - 2019
distributions of risks give rise to components of equilibrium prices that differ from the risk prices widely used in asset pricing …
Persistent link: https://www.econbiz.de/10012479731