Parameter learning in general equilibrium : the asset pricing implications
Year of publication: |
March 2016
|
---|---|
Authors: | Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A. |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 106.2016, 3, p. 664-698
|
Subject: | Kapitalmarkttheorie | Financial economics | Allgemeines Gleichgewicht | General equilibrium | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Lernprozess | Learning process | Theorie | Theory |
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