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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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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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Long term risk : an operator approach
Hansen, Lars Peter; Scheinkman, José Alexandre - 2006
Persistent link: https://www.econbiz.de/10003389671
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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
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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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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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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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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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Robust Identification of investor beliefs
Chen, Xiaohong; Hansen, Lars Peter; Hansen, Peter G. - 2020 - This draft: May 14, 2020
Persistent link: https://www.econbiz.de/10012320533