Asset pricing under rational learning about rare disasters
Year of publication: |
2011
|
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Authors: | Koulovatianos, Christos ; Wieland, Volker |
Institutions: | House of Finance, Goethe Universität Frankfurt am Main |
Subject: | beliefs | Bayesian learning | controlled diffusions and jump processes | learning about jumps | adaptive learning | rational learning |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 46 |
Classification: | D83 - Search, Learning, Information and Knowledge ; G11 - Portfolio Choice ; C11 - Bayesian Analysis ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; E21 - Consumption; Saving ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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Asset pricing under rational learning about rare disasters
Koulovatianos, Christos, (2011)
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Asset pricing under rational learning about rare disasters
Koulovatianos, Christos, (2011)
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Asset Pricing under Rational Learning about Rare Disasters
Koulovatianos, Christos, (2011)
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