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Endogenous uncertainty and credit crunches
Straub, Ludwig; Ulbricht, Robert - 2021
Persistent link: https://www.econbiz.de/10012628977
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Noninformative rational expectations equilibria when assets are nominal : an example
Mischel, K.; Polemarchakis, Heraklis M.; Siconolfi, Paolo - 1990
Persistent link: https://www.econbiz.de/10000789921
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Noninformative rational expectations equilibria when assets are nominal : an example
Mischel, K.; Polemarchakis, Heraklis M.; Siconolfi, Paolo - 1989
Persistent link: https://www.econbiz.de/10000774569
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Non-informative rational expectations equilibria when assets are nominal : an example
Mischel, K. - In: The Geneva papers on risk and insurance theory 15 (1990) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10001134926
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Estimation risk and the demand for risky assets under uncertain inflation : heterogeneous versus homogeneous expectations
Chen, Son-nan - In: The quarterly review of economics and business : … 28 (1988) 2, pp. 30-45
Persistent link: https://www.econbiz.de/10001087048
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Market selection with idiosyncratic uncertainty
Sihvonen, Markus - In: Journal of economic theory 182 (2019), pp. 143-160
Persistent link: https://www.econbiz.de/10012133298
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The short-term and long-term trade-off between risk and return: chaos vs rationality
Liu, Chang; Shi, Haoming; Wu, Liang; Guo, Min - In: Journal of business economics and management 21 (2020) 1, pp. 23-43
This paper used the composite construction method proposed by Haugen (1999) and its application by Zhao and Wang (2010) for the Chinese stock market. Utilizing the Shanghai A-share market stocks data, this paper first selected the shares listed on the Shanghai Stock Exchange during January 1,...
Persistent link: https://www.econbiz.de/10012176152
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Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.; Tzavalis, Elias - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
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The information content of investors' expectations for risk and return
Berry, Thomas D.; Gamble, Keith Jacks - In: The quarterly journal of finance 3 (2013) 3/4, pp. 1-23
Persistent link: https://www.econbiz.de/10010389083
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Characterizing investor expectations for assets with varying risk
Gaus, Eric; Sinha, Arunima - In: Research in international business and finance 39 (2017), pp. 990-999
Persistent link: https://www.econbiz.de/10011912425