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The epistemological value of consumption based asset pricing models
Bjorheim, Jacob - 2015
Persistent link: https://www.econbiz.de/10011299280
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Contributions prior to Irving Fisher
Poitras, Geoffrey (contributor) - 2006
Persistent link: https://www.econbiz.de/10003377678
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Twentieth-century contributions
Poitras, Geoffrey (contributor) - 2007
Persistent link: https://www.econbiz.de/10003400242
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Portfolio choice and asset pricing under model uncertainty
Wu, Lue - 2007
Persistent link: https://www.econbiz.de/10003812033
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Individual decisions under risk, risk sharing and asset prices with regret
Gollier, Christian (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003408554
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A no-arbitrage theorem for uncertain stock model
Yao, Kai - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 2, pp. 227-242
Persistent link: https://www.econbiz.de/10011313626
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Risk and ambiguity in models of business cycles
Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63
Persistent link: https://www.econbiz.de/10011326690
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No good deals : no bad models
Boyarchenko, Nina; Cerrato, Mario; Crosby, John; … - 2013
Persistent link: https://www.econbiz.de/10009722399
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Asset pricing under uncertainty about shock propagation
Branger, Nicole; Grüning, Patrick; Kraft, Holger; … - 2013 - This version: November 18, 2013
sectors with respect to shock propagation risk can lead to highly persistent aggregate price-dividend ratios. Finally, the … possibility of jumps in one sector triggering higher overall jump probabilities boosts jump risk premia while uncertainty about … the regime is the reason for sizeable diffusive risk premia. …
Persistent link: https://www.econbiz.de/10010226589
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Event risk, contingent claims and the temporal resolution of uncertainty
Collin-Dufresne, Pierre; Hugonnier, Julien - In: Mathematics and financial economics 8 (2014) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10010235418