Ambiguity and Volatility : Asset Pricing Implications
Year of publication: |
2011
|
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Authors: | Pataracchia, B. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | Ambiguity aversion | volatility | asset pricing puzzles | robustness |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2011-042 |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing |
Source: |
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