Ambiguity in the cross-section of expected returns : an empirical assessment
Julian Thimme and Clemens Völkert
| Year of publication: |
2015
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|---|---|
| Authors: | Thimme, Julian ; Völkert, Clemens |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 418-429
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| Subject: | Ambiguity aversion | Asset pricing | Cross-section of returns | CAPM | Kapitaleinkommen | Capital income | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Risikoprämie | Risk premium | Börsenkurs | Share price | Erwartungsbildung | Expectation formation | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011390409