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Introduction to model uncertainty and robustness
Hansen, Lars Peter; Maenhout, Pascal J.; Rustichini, Aldo; … - In: Journal of economic theory 128 (2006) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10003335321
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"Systemische Risiken sind (wenn überhaupt) nur schwer zu prognostizieren" : Interview mit Prof. Dr. Michael Hüther, Direktor des Instituts der deutschen Wirtschaft, Köln
Hüther, Michael; Romeike, Frank - In: Risiko-Manager (2009) 19, pp. 20-24
Persistent link: https://www.econbiz.de/10003880767
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Four types of ignorance
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 69 (2015), pp. 97-113
Persistent link: https://www.econbiz.de/10011326677
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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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Consumption strikes back? : measuring long-run risk
Hansen, Lars Peter; Heaton, John; Li, Nan - In: Journal of political economy 116 (2008) 2, pp. 260-302
Persistent link: https://www.econbiz.de/10003721384
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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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Consumption strikes back? : Measuring long-run risk
Hansen, Lars Peter; Heaton, John; Li, Nan - 2005
Persistent link: https://www.econbiz.de/10003020678
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Consumption Strikes Back? Measuring Long-Run Risk
Hansen, Lars Peter - 2017
We characterize and measure a long-term risk-return trade-off for the valuation of cash flows exposed to fluctuations … in macroeconomic growth. This trade-off features risk prices of cash flows that are realized far into the future but …
Persistent link: https://www.econbiz.de/10012962927
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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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Consumption Strikes Back? : Measuring Long-Run Risk
Hansen, Lars Peter - 2005
We characterize and measure a long-run risk return tradeoff for the valuation of financial cash flows that are exposed … inputs from vector autoregressions to quantify this relationship; and we study the long-run risk differences in aggregate …
Persistent link: https://www.econbiz.de/10012784498